IShares SP (Brazil) Performance
| IVVB11 Etf | BRL 362.65 3.45 0.96% |
The etf retains a Market Volatility (i.e., Beta) of 0.0428, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares SP is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days iShares SP 500 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Etf's basic indicators remain somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
| Fifty Two Week High | 257.56 |
IShares |
IShares SP Relative Risk vs. Return Landscape
If you would invest 41,350 in iShares SP 500 on December 23, 2024 and sell it today you would lose (5,085) from holding iShares SP 500 or give up 12.3% of portfolio value over 90 days. iShares SP 500 is generating negative expected returns and assumes 1.0704% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than IShares, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IShares SP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares SP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares SP 500, and traders can use it to determine the average amount a IShares SP'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 = -0.1988
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | IVVB11 |
Estimated Market Risk
| 1.07 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares SP 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 SP by adding IShares SP to a well-diversified portfolio.
About IShares SP Performance
By analyzing IShares SP's fundamental ratios, stakeholders can gain valuable insights into IShares SP's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares SP 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 SP has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
iShares SP 500 Fundo de Investimento - Investimento No Exterior is an exchange traded fund launched and managed by BlackRock Brasil Gestora de Investimentos Ltd. It replicates the performance of the SP 500 Brazilian Real Index. iShares SP 500 Fundo de Investimento - Investimento No Exterior was formed on April 28, 2014 and is domiciled in Brazil. ISHARE SP500CI is traded on Sao Paolo Stock Exchange in Brazil.| iShares SP 500 generated a negative expected return over the last 90 days |
Additional Information and Resources on Investing in IShares Etf
When determining whether iShares SP 500 is a strong investment it is important to analyze IShares SP's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact IShares SP's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares SP 500. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Please note, there is a significant difference between IShares SP's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares SP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares SP'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.