Ishares Msci Global Etf Performance
The etf retains a Market Volatility (i.e., Beta) of 0.7, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares MSCI is expected to be smaller as well.
Risk-Adjusted Performance
Solid
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Over the last 90 days iShares MSCI Global has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, IShares MSCI is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| In Threey Sharp Ratio | 0.80 |
IShares MSCI Relative Risk vs. Return Landscape
If you would invest 4,587 in iShares MSCI Global on May 17, 2025 and sell it today you would earn a total of 435.00 from holding iShares MSCI Global or generate 9.48% return on investment over 90 days. iShares MSCI Global is currently generating 0.1505% in daily expected returns and assumes 0.6172% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than IShares, and 97% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
IShares MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares MSCI Global, and traders can use it to determine the average amount a IShares MSCI'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 = 0.2438
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Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.15 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 19 81% of assets perform better |
Based on monthly moving average IShares MSCI is performing at about 19% 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 MSCI by adding it to a well-diversified portfolio.
IShares MSCI Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares MSCI, and IShares MSCI 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.
About IShares MSCI Performance
By analyzing IShares MSCI's fundamental ratios, stakeholders can gain valuable insights into IShares MSCI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares MSCI 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 MSCI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.