Ishares Esg Balanced Etf Performance
| GBAL Etf | CAD 52.56 0.07 0.13% |
The etf retains a Market Volatility (i.e., Beta) of 0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares ESG's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares ESG 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 ESG Balanced are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, IShares ESG is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
1 | The Global ETF Industry Is In A Gold Rush - Seeking Alpha | 11/15/2024 |
2 | Global ETF Flows Topped 200 Bln In November BlackRock - etf.com | 12/11/2024 |
| In Threey Sharp Ratio | 0.41 |
IShares |
IShares ESG Relative Risk vs. Return Landscape
If you would invest 4,984 in iShares ESG Balanced on September 17, 2024 and sell it today you would earn a total of 272.00 from holding iShares ESG Balanced or generate 5.46% return on investment over 90 days. iShares ESG Balanced is generating 0.0838% of daily returns and assumes 0.3904% volatility on return distribution over the 90 days horizon. Simply put, 3% 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 |
| Risk |
IShares ESG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares ESG's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares ESG Balanced, and traders can use it to determine the average amount a IShares ESG'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 = 0.2147
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Estimated Market Risk
| 0.39 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average IShares ESG is performing at about 16% 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 ESG by adding it to a well-diversified portfolio.
IShares ESG Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares ESG, and IShares ESG 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 | 35.79 M | |||
About IShares ESG Performance
By examining IShares ESG's fundamental ratios, stakeholders can obtain critical insights into IShares ESG's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that IShares ESG is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
ISHARES ESG is traded on Toronto Stock Exchange in Canada.| Latest headline from news.google.com: Global ETF Flows Topped 200 Bln In November BlackRock - etf.com | |
| The fund retains about 29.39% of its assets under management (AUM) in fixed income securities |
Other Information on Investing in IShares Etf
IShares ESG 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 ESG security.