Ishares Convertible Bond Etf Performance
| ICVT Etf | USD 85.89 0.83 0.98% |
The etf retains a Market Volatility (i.e., Beta) of 0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Convertible's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Convertible is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days iShares Convertible Bond has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, IShares Convertible is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
1 | Endeavor Private Wealth Inc. Buys Shares of 527 iShares Convertible Bond ETF | 01/23/2025 |
2 | How Hedge Funds Were Positioned at End of 2024 - ETF Trends | 01/27/2025 |
3 | One Wealth Advisors LLC Has 439,000 Stock Holdings in iShares Convertible Bond ETF | 02/03/2025 |
4 | Long Term Trading Analysis for - Stock Traders Daily | 02/10/2025 |
5 | iShares Convertible Bond ETF declares monthly distribution of 0.1466 | 03/03/2025 |
6 | Learn to Evaluate using the Charts - Stock Traders Daily | 03/14/2025 |
| In Threey Sharp Ratio | -0.04 |
IShares |
IShares Convertible Relative Risk vs. Return Landscape
If you would invest 8,632 in iShares Convertible Bond on December 25, 2024 and sell it today you would lose (43.00) from holding iShares Convertible Bond or give up 0.5% of portfolio value over 90 days. iShares Convertible Bond is currently does not generate positive expected returns and assumes 0.7038% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% 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 Convertible Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Convertible's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Convertible Bond, and traders can use it to determine the average amount a IShares Convertible'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 = -0.0086
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| Negative Returns | ICVT |
Estimated Market Risk
| 0.7 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares Convertible is not performing at its full potential. However, 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 Convertible by adding IShares Convertible to a well-diversified portfolio.
IShares Convertible Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Convertible, and IShares Convertible 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 | 1.76 B | |||
About IShares Convertible Performance
Assessing IShares Convertible's fundamental ratios provides investors with valuable insights into IShares Convertible's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares Convertible 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 fund will invest at least 80 percent of its assets in the component securities of the underlying index, and it will invest at least 90 percent of its assets in fixed income securities of the types included in the underlying index that BFA believes will help the fund track the underlying index. Convertible Bond is traded on BATS Exchange in the United States.| IShares Convertible generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Learn to Evaluate using the Charts - Stock Traders Daily | |
| The fund retains most of the assets under management (AUM) in different types of exotic instruments. |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares Convertible 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 real. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
The market value of iShares Convertible 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 Convertible's value that differs from its market value or its book value, called intrinsic value, which is IShares Convertible'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 Convertible's market value can be influenced by many factors that don't directly affect IShares Convertible'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 Convertible's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Convertible is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Convertible'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.