Ishares Edge Msci Etf Performance
| XMS Etf | CAD 39.20 0.08 0.20% |
The etf retains a Market Volatility (i.e., Beta) of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Edge's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Edge is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares Edge MSCI are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, IShares Edge is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
1 | BlackRock Canada Announces Estimated 2024 Annual Reinvested Capital Gains Distributions for the iShares ETFs - Yahoo Finance | 11/20/2024 |
| In Threey Sharp Ratio | 0.34 |
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IShares Edge Relative Risk vs. Return Landscape
If you would invest 3,771 in iShares Edge MSCI on September 3, 2024 and sell it today you would earn a total of 149.00 from holding iShares Edge MSCI or generate 3.95% return on investment over 90 days. iShares Edge MSCI is generating 0.0623% of daily returns assuming 0.592% volatility of returns over the 90 days investment horizon. Simply put, 5% of all etfs have less volatile historical return distribution than IShares Edge, 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 Edge Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Edge's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Edge MSCI, and traders can use it to determine the average amount a IShares Edge'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 = 0.1052
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Estimated Market Risk
| 0.59 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average IShares Edge is performing at about 8% 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 Edge by adding it to a well-diversified portfolio.
IShares Edge Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Edge, and IShares Edge 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 | 45.13 M | |||
About IShares Edge Performance
By examining IShares Edge's fundamental ratios, stakeholders can obtain critical insights into IShares Edge's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that IShares Edge is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The investment seeks to replicate, net of expense, the MSCI USA Minimum Volatility 100 percent Hedged to CAD Index. ISHARES EDGE is traded on Toronto Stock Exchange in Canada.| Latest headline from news.google.com: BlackRock Canada Announces Estimated 2024 Annual Reinvested Capital Gains Distributions for the iShares ETFs - Yahoo Finance | |
| The fund keeps 96.09% of its net assets in stocks |
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in iShares Edge MSCI. 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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.