Ishares Russell Mid Cap Etf Performance
| IWP Etf | USD 142.31 1.54 1.09% |
The etf retains a Market Volatility (i.e., Beta) of -0.0772, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Russell are expected to decrease at a much lower rate. During the bear market, IShares Russell is likely to outperform the market.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Russell Mid Cap are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. Even with relatively uncertain basic indicators, IShares Russell reported solid returns over the last few months and may actually be approaching a breakup point. ...more
| In Threey Sharp Ratio | 0.80 |
IShares Russell Relative Risk vs. Return Landscape
If you would invest 12,051 in iShares Russell Mid Cap on April 28, 2025 and sell it today you would earn a total of 2,180 from holding iShares Russell Mid Cap or generate 18.09% return on investment over 90 days. iShares Russell Mid Cap is generating 0.2696% of daily returns assuming volatility of 1.043% on return distribution over 90 days investment horizon. In other words, 9% of etfs are less volatile than IShares, and above 95% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
IShares Russell Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Russell's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Russell Mid Cap, and traders can use it to determine the average amount a IShares Russell'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 = 0.2585
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Estimated Market Risk
| 1.04 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.27 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.26 actual daily | 20 80% of assets perform better |
Based on monthly moving average IShares Russell is performing at about 20% 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 Russell by adding it to a well-diversified portfolio.
IShares Russell Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Russell, and IShares Russell 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 | 3.12 X | |||
| Price To Book | 4.69 X | |||
| Price To Sales | 1.83 X | |||
| Earnings Per Share | 9.25 X | |||
| Total Asset | 11.8 B | |||
About IShares Russell Performance
Assessing IShares Russell's fundamental ratios provides investors with valuable insights into IShares Russell's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares Russell 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.
The index measures the performance of the mid-capitalization growth sector of the U.S. equity market, as defined by Russell. Russell Mid-Cap is traded on NYSEARCA Exchange in the United States.| The fund retains 99.89% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares Russell Mid Cap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in housing. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
The market value of iShares Russell Mid is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares Russell's value that differs from its market value or its book value, called intrinsic value, which is IShares Russell's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares Russell's market value can be influenced by many factors that don't directly affect IShares Russell's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Russell's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.