IShares BMFBovespa (Brazil) Performance
| SMAL11 Etf | BRL 84.15 0.75 0.88% |
The etf retains a Market Volatility (i.e., Beta) of -0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares BMFBovespa are expected to decrease at a much lower rate. During the bear market, IShares BMFBovespa is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares BMFBovespa Small 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 February 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
| Fifty Two Week Low | 0.0000 | |
| Fifty Two Week High | 143.1900 |
IShares |
IShares BMFBovespa Relative Risk vs. Return Landscape
If you would invest 9,800 in iShares BMFBovespa Small on October 8, 2024 and sell it today you would lose (1,385) from holding iShares BMFBovespa Small or give up 14.13% of portfolio value over 90 days. iShares BMFBovespa Small is generating negative expected returns and assumes 1.7211% volatility on return distribution over the 90 days horizon. Simply put, 15% 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 |
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IShares BMFBovespa Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares BMFBovespa's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares BMFBovespa Small, and traders can use it to determine the average amount a IShares BMFBovespa'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 = -0.1413
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| Negative Returns | SMAL11 |
Estimated Market Risk
| 1.72 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares BMFBovespa 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 BMFBovespa by adding IShares BMFBovespa to a well-diversified portfolio.
About IShares BMFBovespa Performance
By analyzing IShares BMFBovespa's fundamental ratios, stakeholders can gain valuable insights into IShares BMFBovespa's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares BMFBovespa 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 BMFBovespa has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
iShares BMFBovespa Small Cap Fundo de ndice is an exchange traded fund launched and managed by BlackRock Brasil Gestora de Investimentos Ltd. The fund seeks to replicate the performance of the BMFBOVESPA Small Cap Index. iShares BMFBovespa Small Cap Fundo de ndice was formed on November 28, 2008 and is domiciled in Brazil. ISHARES SMALCI is traded on Sao Paolo Stock Exchange in Brazil.| IShares BMFBovespa generated a negative expected return over the last 90 days | |
| Over 87.0% of the company shares are owned by institutional investors |
Other Information on Investing in IShares Etf
IShares BMFBovespa financial ratios help investors to determine whether IShares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IShares with respect to the benefits of owning IShares BMFBovespa security.