Ishares Environmental Infrastructure Etf Performance
| EFRA Etf | USD 33.79 0.18 0.54% |
The etf retains a Market Volatility (i.e., Beta) of 0.57, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Environmental's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Environmental is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Environmental Infrastructure are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, IShares Environmental may actually be approaching a critical reversion point that can send shares even higher in August 2025. ...more
1 | Investment Report - news.stocktradersdaily.com | 05/06/2025 |
2 | On The My Stocks Page - news.stocktradersdaily.com | 05/27/2025 |
IShares Environmental Relative Risk vs. Return Landscape
If you would invest 3,048 in iShares Environmental Infrastructure on April 23, 2025 and sell it today you would earn a total of 313.00 from holding iShares Environmental Infrastructure or generate 10.27% return on investment over 90 days. iShares Environmental Infrastructure is currently generating 0.16% in daily expected returns and assumes 0.6767% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% 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 Environmental Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Environmental's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Environmental Infrastructure, and traders can use it to determine the average amount a IShares Environmental'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 = 0.2365
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Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 18 82% of assets perform better |
Based on monthly moving average IShares Environmental is performing at about 18% 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 Environmental by adding it to a well-diversified portfolio.
About IShares Environmental Performance
By analyzing IShares Environmental's fundamental ratios, stakeholders can gain valuable insights into IShares Environmental's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares Environmental 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 Environmental has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund seeks to track the investment results of the index, which has been developed by FTSE International Limited . Ishares Environmental is traded on NASDAQ Exchange in the United States.