Ishares Fallen Angels Etf Performance
| FALN Etf | USD 27.09 0.07 0.26% |
The etf retains a Market Volatility (i.e., Beta) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Fallen's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Fallen is expected to be smaller as well.
Risk-Adjusted Performance
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Fallen Angels are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy essential indicators, IShares Fallen is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
1 | On The My Stocks Page - Stock Traders Daily | 10/21/2024 |
2 | Trustmark National Bank Trust Department Grows Position in iShares Fallen Angels USD Bond ETF | 11/21/2024 |
3 | iShares Fallen Angels USD Bond ETF declares 0.1371 dividend | 12/02/2024 |
| In Threey Sharp Ratio | -0.12 |
IShares |
IShares Fallen Relative Risk vs. Return Landscape
If you would invest 2,688 in iShares Fallen Angels on September 17, 2024 and sell it today you would earn a total of 21.00 from holding iShares Fallen Angels or generate 0.78% return on investment over 90 days. iShares Fallen Angels is currently generating 0.0125% in daily expected returns and assumes 0.2443% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than IShares, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
IShares Fallen Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Fallen's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Fallen Angels, and traders can use it to determine the average amount a IShares Fallen'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 = 0.051
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| Negative Returns | FALN |
Estimated Market Risk
| 0.24 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average IShares Fallen is performing at about 4% 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 Fallen by adding it to a well-diversified portfolio.
IShares Fallen Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Fallen, and IShares Fallen 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 | 2.23 B | |||
About IShares Fallen Performance
By examining IShares Fallen's fundamental ratios, stakeholders can obtain critical insights into IShares Fallen's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that IShares Fallen is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund will invest at least 80 percent of its assets in the component securities of the Underlying Index, and the Fund will invest at least 90 percent of its assets in fixed income securities of the types included in the Underlying Index. US Fallen is traded on NASDAQ Exchange in the United States.| Latest headline from seekingalpha.com: iShares Fallen Angels USD Bond ETF declares 0.1371 dividend | |
| The fund retains about 19.38% of its assets under management (AUM) in fixed income securities |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in iShares Fallen Angels. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
The market value of iShares Fallen Angels 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 Fallen's value that differs from its market value or its book value, called intrinsic value, which is IShares Fallen'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 Fallen's market value can be influenced by many factors that don't directly affect IShares Fallen'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 Fallen's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Fallen is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Fallen'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.