Ishares Diversified Monthly Etf Performance
| XTR Etf | CAD 11.48 0.02 0.17% |
The etf retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Diversified is expected to be smaller as well.
Risk-Adjusted Performance
21 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Diversified Monthly are ranked lower than 21 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, IShares Diversified is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
1 | Investment Report - Stock Traders Daily | 11/19/2024 |
| In Threey Sharp Ratio | 0.29 |
IShares |
IShares Diversified Relative Risk vs. Return Landscape
If you would invest 1,098 in iShares Diversified Monthly on September 5, 2024 and sell it today you would earn a total of 50.00 from holding iShares Diversified Monthly or generate 4.55% return on investment over 90 days. iShares Diversified Monthly is generating 0.0699% of daily returns assuming 0.252% volatility of returns over the 90 days investment horizon. Simply put, 2% of all etfs have less volatile historical return distribution than IShares Diversified, 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 Diversified Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Diversified's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Diversified Monthly, and traders can use it to determine the average amount a IShares Diversified'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 = 0.2774
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Estimated Market Risk
| 0.25 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.28 actual daily | 21 79% of assets perform better |
Based on monthly moving average IShares Diversified is performing at about 21% 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 Diversified by adding it to a well-diversified portfolio.
IShares Diversified Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Diversified, and IShares Diversified 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 | 16.95 X | |||
| Price To Book | 1.54 X | |||
| Price To Sales | 1.92 X | |||
| Total Asset | 561.86 M | |||
About IShares Diversified Performance
By examining IShares Diversified's fundamental ratios, stakeholders can obtain critical insights into IShares Diversified'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 Diversified 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.
This investment seeks to provide consistent monthly cash distributions with the potential for modest long-term capital growth. ISHARES DIVERSIFIED is traded on Toronto Stock Exchange in Canada.| Latest headline from news.google.com: Investment Report - Stock Traders Daily | |
| The fund keeps about 50.99% of its net assets in bonds |
Other Information on Investing in IShares Etf
IShares Diversified 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 Diversified security.