Ishares National Muni Etf Performance
| MUB Etf | USD 105.83 0.20 0.19% |
The etf retains a Market Volatility (i.e., Beta) of 0.0296, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares National's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares National is expected to be smaller as well.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in iShares National Muni are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, IShares National is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | -0.47 |
IShares |
IShares National Relative Risk vs. Return Landscape
If you would invest 10,560 in iShares National Muni on December 24, 2024 and sell it today you would earn a total of 23.00 from holding iShares National Muni or generate 0.22% return on investment over 90 days. iShares National Muni is generating 0.0039% of daily returns assuming volatility of 0.2249% on return distribution over 90 days investment horizon. In other words, 2% of etfs are less volatile than IShares, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
IShares National Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares National's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares National Muni, and traders can use it to determine the average amount a IShares National'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 = 0.0172
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| Negative Returns | MUB |
Estimated Market Risk
| 0.22 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average IShares National is performing at about 1% 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 National by adding it to a well-diversified portfolio.
IShares National Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares National, and IShares National 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 | 28.92 B | |||
About IShares National Performance
By analyzing IShares National's fundamental ratios, stakeholders can gain valuable insights into IShares National's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares National 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 National has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
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. Natl Muni is traded on NYSEARCA Exchange in the United States.| The fund maintains all of the assets in different exotic instruments |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in iShares National Muni. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
The market value of iShares National Muni 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 National's value that differs from its market value or its book value, called intrinsic value, which is IShares National'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 National's market value can be influenced by many factors that don't directly affect IShares National'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 National's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares National is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares National'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.