Ishares Fixed Income Etf Performance
| FIBR Etf | USD 87.38 0.03 0.03% |
The etf retains a Market Volatility (i.e., Beta) of 0.0709, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Fixed's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Fixed is expected to be smaller as well.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Fixed Income are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable fundamental drivers, IShares Fixed is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more
1 | iShares U.S. Fixed Income Balanced Risk Factor ETF declares monthly distribution of 0.3857 - MSN | 11/08/2024 |
2 | Pivots Trading Plans and Risk Controls - Stock Traders Daily | 12/10/2024 |
| In Threey Sharp Ratio | -0.59 |
IShares |
IShares Fixed Relative Risk vs. Return Landscape
If you would invest 8,636 in iShares Fixed Income on October 27, 2024 and sell it today you would earn a total of 102.00 from holding iShares Fixed Income or generate 1.18% return on investment over 90 days. iShares Fixed Income is currently generating 0.0194% in daily expected returns and assumes 0.1993% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% 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 Fixed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Fixed's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Fixed Income, and traders can use it to determine the average amount a IShares Fixed'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 = 0.0976
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FIBR |
Estimated Market Risk
| 0.2 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average IShares Fixed is performing at about 7% 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 Fixed by adding it to a well-diversified portfolio.
IShares Fixed Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Fixed, and IShares Fixed 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 | 69.73 M | |||
About IShares Fixed Performance
Assessing IShares Fixed's fundamental ratios provides investors with valuable insights into IShares Fixed's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares Fixed is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The underlying index measures the performance of the corporate and mortgage portion of the Bloomberg U.S. US Fixed is traded on BATS Exchange in the United States.| The fund retains about 8.85% 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 Fixed Income. 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 labor statistics. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
The market value of iShares Fixed Income 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 Fixed's value that differs from its market value or its book value, called intrinsic value, which is IShares Fixed'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 Fixed's market value can be influenced by many factors that don't directly affect IShares Fixed'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 Fixed's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Fixed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Fixed'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.