IShares Treasury (Netherlands) Performance
| IBTS Etf | EUR 122.16 0.33 0.27% |
The etf retains a Market Volatility (i.e., Beta) of 0.0092, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Treasury's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Treasury is expected to be smaller as well.
Risk-Adjusted Performance
19 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares Treasury Bond are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, IShares Treasury is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Fifty Two Week Low | 109.70 | |
| Fifty Two Week High | 133.86 |
IShares |
IShares Treasury Relative Risk vs. Return Landscape
If you would invest 11,502 in iShares Treasury Bond on September 20, 2024 and sell it today you would earn a total of 714.00 from holding iShares Treasury Bond or generate 6.21% return on investment over 90 days. iShares Treasury Bond is generating 0.0948% of daily returns and assumes 0.3748% 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 Treasury Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Treasury's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Treasury Bond, and traders can use it to determine the average amount a IShares Treasury'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 = 0.2531
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Estimated Market Risk
| 0.37 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average IShares Treasury is performing at about 19% 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 Treasury by adding it to a well-diversified portfolio.
IShares Treasury Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Treasury, and IShares Treasury 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.
About IShares Treasury Performance
Assessing IShares Treasury's fundamental ratios provides investors with valuable insights into IShares Treasury's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares Treasury 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 investment objective of this Fund is to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the ICE U.S. ISHARES US is traded on Amsterdam Stock Exchange in Netherlands.| The fund retains about 99.84% of its assets under management (AUM) in fixed income securities |
Additional Information and Resources on Investing in IShares Etf
When determining whether iShares Treasury Bond is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if IShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ishares Treasury Bond Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Treasury Bond Etf:Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares Treasury Bond. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.