Ishares Agency Bond Etf Performance
| AGZ Etf | USD 109.23 0.02 0.02% |
The etf retains a Market Volatility (i.e., Beta) of 0.0276, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Agency's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Agency is expected to be smaller as well.
Risk-Adjusted Performance
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Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Agency Bond are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong technical and fundamental indicators, IShares Agency is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | -0.82 |
IShares |
IShares Agency Relative Risk vs. Return Landscape
If you would invest 10,707 in iShares Agency Bond on December 23, 2024 and sell it today you would earn a total of 216.00 from holding iShares Agency Bond or generate 2.02% return on investment over 90 days. iShares Agency Bond is generating 0.0329% of daily returns assuming volatility of 0.1832% on return distribution over 90 days investment horizon. In other words, 1% of etfs are less volatile than IShares, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
IShares Agency Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Agency's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Agency Bond, and traders can use it to determine the average amount a IShares Agency's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1796
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| Negative Returns | AGZ |
Estimated Market Risk
| 0.18 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average IShares Agency is performing at about 14% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IShares Agency by adding it to a well-diversified portfolio.
IShares Agency Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Agency, and IShares Agency fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on IShares Etf performance.
| Total Asset | 586.33 M | |||
About IShares Agency Performance
Evaluating IShares Agency's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if IShares Agency has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if IShares Agency has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The index measures the performance of the agency sector of the U.S. government bond market and is composed of investment-grade U.S. dollar-denominated publicly-issued government agency bonds or debentures. Agency Bond is traded on NYSEARCA Exchange in the United States.| The fund holds all of the assets under management (AUM) in different types of exotic instruments |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in iShares Agency Bond. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in price. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
The market value of iShares Agency Bond is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares Agency's value that differs from its market value or its book value, called intrinsic value, which is IShares Agency's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares Agency's market value can be influenced by many factors that don't directly affect IShares Agency's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares Agency's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Agency is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Agency's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.