Ishares Equity Factor Etf Performance
| LRGF Etf | USD 61.87 0.24 0.39% |
The etf retains a Market Volatility (i.e., Beta) of 0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Equity is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days iShares Equity Factor has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, IShares Equity is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
1 | LRGF A Strategic Multifactor ETF With Growth Potential - Seeking Alpha | 12/11/2024 |
2 | iShares U.S. Equity Factor ETF is Sterneck Capital Management LLCs 8th Largest Position | 01/08/2025 |
3 | Money Concepts Capital Corp Trims Stake in iShares U.S. Equity Factor ETF | 02/07/2025 |
| In Threey Sharp Ratio | 0.63 |
IShares |
IShares Equity Relative Risk vs. Return Landscape
If you would invest 6,235 in iShares Equity Factor on November 28, 2024 and sell it today you would lose (48.00) from holding iShares Equity Factor or give up 0.77% of portfolio value over 90 days. iShares Equity Factor is currently does not generate positive expected returns and assumes 0.8477% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% 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 Equity Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Equity's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Equity Factor, and traders can use it to determine the average amount a IShares Equity'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 = -0.0115
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | LRGF |
Estimated Market Risk
| 0.85 actual daily | 7 93% 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 Equity 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 Equity by adding IShares Equity to a well-diversified portfolio.
IShares Equity Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Equity, and IShares Equity 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.
| Price To Earning | 16.56 X | |||
| Price To Book | 2.20 X | |||
| Price To Sales | 1.06 X | |||
| Total Asset | 988.66 M | |||
About IShares Equity Performance
By analyzing IShares Equity's fundamental ratios, stakeholders can gain valuable insights into IShares Equity's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares Equity 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 Equity has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund generally will invest at least 80 percent of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. USA Multifactor is traded on NYSEARCA Exchange in the United States.| IShares Equity generated a negative expected return over the last 90 days | |
| Latest headline from thelincolnianonline.com: Money Concepts Capital Corp Trims Stake in iShares U.S. Equity Factor ETF | |
| The fund maintains 99.79% of its assets in stocks |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in iShares Equity Factor. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in price. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
The market value of iShares Equity Factor 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 Equity's value that differs from its market value or its book value, called intrinsic value, which is IShares Equity'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 Equity's market value can be influenced by many factors that don't directly affect IShares Equity'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 Equity's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Equity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Equity'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.