IShares UBS (Australia) Performance
| ILB Etf | 125.08 0.36 0.29% |
The etf retains a Market Volatility (i.e., Beta) of 0.0385, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares UBS's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares UBS is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days iShares UBS Government has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable fundamental drivers, IShares UBS 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 UBS Relative Risk vs. Return Landscape
If you would invest 12,571 in iShares UBS Government on September 5, 2024 and sell it today you would lose (63.00) from holding iShares UBS Government or give up 0.5% of portfolio value over 90 days. iShares UBS Government is producing return of less than zero assuming 0.2969% volatility of returns over the 90 days investment horizon. Simply put, 2% of all etfs have less volatile historical return distribution than IShares UBS, 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 UBS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares UBS's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares UBS Government, and traders can use it to determine the average amount a IShares UBS'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 = -0.0246
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| Negative Returns | ILB |
Estimated Market Risk
| 0.3 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares UBS 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 UBS by adding IShares UBS to a well-diversified portfolio.
IShares UBS Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares UBS, and IShares UBS 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 UBS Performance
Assessing IShares UBS's fundamental ratios provides investors with valuable insights into IShares UBS's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares UBS 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 UBS is entity of Australia. It is traded as Etf on AU exchange.| IShares UBS generated a negative expected return over the last 90 days | |
| iShares UBS Government generated five year return of -1.0% |
Other Information on Investing in IShares Etf
IShares UBS 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 UBS security.