IShares Core (Australia) Performance
| IJR Etf | 195.93 0.32 0.16% |
The etf retains a Market Volatility (i.e., Beta) of 1.02, which attests to a somewhat significant risk relative to the market. IShares Core returns are very sensitive to returns on the market. As the market goes up or down, IShares Core is expected to follow.
Risk-Adjusted Performance
13 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares Core SP are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, IShares Core unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
1 | iShares Core SP Small-Cap ETF Experiences Big Outflow - Nasdaq | 09/16/2024 |
| In Threey Sharp Ratio | 0.84 |
IShares |
IShares Core Relative Risk vs. Return Landscape
If you would invest 17,165 in iShares Core SP on September 2, 2024 and sell it today you would earn a total of 2,428 from holding iShares Core SP or generate 14.15% return on investment over 90 days. iShares Core SP is generating 0.2083% of daily returns assuming 1.2512% volatility of returns over the 90 days investment horizon. Simply put, 11% of all etfs have less volatile historical return distribution than IShares Core, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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IShares Core Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Core's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Core SP, and traders can use it to determine the average amount a IShares Core'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 = 0.1665
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.25 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average IShares Core is performing at about 13% 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 Core by adding it to a well-diversified portfolio.
IShares Core Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Core, and IShares Core 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.
About IShares Core Performance
Assessing IShares Core's fundamental ratios provides investors with valuable insights into IShares Core's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares Core 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.
IShares Core is entity of Australia. It is traded as Etf on AU exchange.