IShares STOXX (Netherlands) Performance
| EUNA Etf | EUR 44.63 0.29 0.65% |
The etf retains a Market Volatility (i.e., Beta) of -0.0245, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares STOXX are expected to decrease at a much lower rate. During the bear market, IShares STOXX is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares STOXX Europe has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, IShares STOXX is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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IShares STOXX Relative Risk vs. Return Landscape
If you would invest 4,487 in iShares STOXX Europe on September 16, 2024 and sell it today you would lose (24.00) from holding iShares STOXX Europe or give up 0.53% of portfolio value over 90 days. iShares STOXX Europe is generating negative expected returns and assumes 0.7287% volatility on return distribution over the 90 days horizon. Simply put, 6% 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 STOXX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares STOXX's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares STOXX Europe, and traders can use it to determine the average amount a IShares STOXX'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 = -0.0076
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| Negative Returns | EUNA |
Estimated Market Risk
| 0.73 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares STOXX is not performing at its full potential. However, 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 STOXX by adding IShares STOXX to a well-diversified portfolio.
IShares STOXX Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares STOXX, and IShares STOXX 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.
| Total Asset | 510.16 M | |||
About IShares STOXX Performance
Assessing IShares STOXX's fundamental ratios provides investors with valuable insights into IShares STOXX's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares STOXX 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 fund is an exchange traded fund that aims to track the performance of the STOXX ISHARES STOXX is traded on Amsterdam Stock Exchange in Netherlands.| iShares STOXX Europe generated a negative expected return over the last 90 days | |
| The fund retains 98.89% of its assets under management (AUM) in equities |
Other Information on Investing in IShares Etf
IShares STOXX financial ratios help investors to determine whether IShares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IShares with respect to the benefits of owning IShares STOXX security.