IShares Edge (Switzerland) Performance
The etf retains a Market Volatility (i.e., Beta) of 0.0275, which attests to not very significant fluctuations relative to the market. 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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Over the last 90 days iShares Edge MSCI has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, IShares Edge is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
| Fifty Two Week Low | 45.00 | |
| Fifty Two Week High | 54.80 |
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IShares Edge Relative Risk vs. Return Landscape
If you would invest 5,300 in iShares Edge MSCI on February 5, 2024 and sell it today you would earn a total of 264.00 from holding iShares Edge MSCI or generate 4.98% return on investment over 90 days. iShares Edge MSCI is generating 0.0795% of daily returns and assumes 0.4637% volatility on return distribution over the 90 days horizon. Simply put, 4% 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 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 = 0.1714
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Estimated Market Risk
| 0.46 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average IShares Edge is performing at about 13% 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.
| Price To Earning | 20.11 X | |||
| Price To Book | 2.46 X | |||
| Price To Sales | 1.99 X | |||
About IShares Edge Performance
To evaluate iShares Edge MSCI Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when IShares Edge generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare IShares Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand iShares Edge MSCI market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents IShares's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.The investment objective of the Fund is to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the MSCI World Minimum Volatility Index. ISh Edg is traded on Switzerland Exchange in Switzerland.Check out Correlation Analysis 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 tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.