Ishares Environmentally Aware Etf Performance
| ERET Etf | 26.39 0.02 0.08% |
The etf retains a Market Volatility (i.e., Beta) of 0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Environmentally's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Environmentally 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 Environmentally Aware are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively conflicting technical and fundamental indicators, IShares Environmentally may actually be approaching a critical reversion point that can send shares even higher in August 2025. ...more
1 | Trading With Integrated Risk Controls - news.stocktradersdaily.com | 05/28/2025 |
IShares Environmentally Relative Risk vs. Return Landscape
If you would invest 2,481 in iShares Environmentally Aware on April 21, 2025 and sell it today you would earn a total of 158.00 from holding iShares Environmentally Aware or generate 6.37% return on investment over 90 days. iShares Environmentally Aware is currently generating 0.1006% in daily expected returns and assumes 0.7214% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than IShares, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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IShares Environmentally Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Environmentally's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Environmentally Aware, and traders can use it to determine the average amount a IShares Environmentally'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 = 0.1395
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Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.1 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average IShares Environmentally is performing at about 10% 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 Environmentally by adding it to a well-diversified portfolio.
About IShares Environmentally Performance
Assessing IShares Environmentally's fundamental ratios provides investors with valuable insights into IShares Environmentally's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares Environmentally is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
IShares Environmentally is entity of United States. It is traded as Etf on NASDAQ exchange.