Ishares Paris Aligned Climate Etf Performance
| PABD Etf | 55.11 0.71 1.27% |
The etf retains a Market Volatility (i.e., Beta) of -0.0745, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Paris are expected to decrease at a much lower rate. During the bear market, IShares Paris is likely to outperform the market.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares Paris Aligned Climate are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak fundamental drivers, IShares Paris may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
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IShares Paris Relative Risk vs. Return Landscape
If you would invest 5,164 in iShares Paris Aligned Climate on December 27, 2024 and sell it today you would earn a total of 347.00 from holding iShares Paris Aligned Climate or generate 6.72% return on investment over 90 days. iShares Paris Aligned Climate is currently generating 0.1105% in daily expected returns and assumes 0.886% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than IShares, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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IShares Paris Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Paris' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Paris Aligned Climate, and traders can use it to determine the average amount a IShares Paris' 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 = 0.1248
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Estimated Market Risk
| 0.89 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average IShares Paris is performing at about 9% 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 Paris by adding it to a well-diversified portfolio.
About IShares Paris Performance
By analyzing IShares Paris' fundamental ratios, stakeholders can gain valuable insights into IShares Paris' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares Paris 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 Paris has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.