Relative Risk vs. Return Landscape
If you would invest 4,184
in iShares MSCI Emerging Markets Index on April 19, 2013
and sell it today you would earn a total of 158.00
from holding iShares MSCI Emerging Markets Index or generate 3.78%
return on investment over 30
days. iShares MSCI Emerging Markets Index is generating 0.2% of daily returns assuming volatility of 0.74%
on return distribution over 30 days investment horizon. In other words, 9% of equities are less volatile than the company and above 89% of equities are expected to generate higher returns over the next 30 days.
Daily Expected Return (%)
Considering 30-days investment horizon, iShares MSCI Emerging Markets Index is expected to generate 1.65 times less return on investment than the market. In addition to that, the company is 1.35 times more volatile than its market benchmark. It trades about 0.27 of its total potential returns per unit of risk. The S&P 500 is currently generating roughly 0.6 per unit of volatility.
iShares Price to Book
Based on latest financial disclosure the price to book indicator of iShares MSCI Emerging Markets Index is roughly 1.5 times. This is 40.19% higher than that of iShares family, and 8.42% higher than that of Diversified Emerging Mkts
category, The Price to Book for all etfs is 138.1% lower than the firm.
Price to Book ratio is mostly used in financial services industries where assets and liabilities are typically represented by dollars. Although low Price to Book ratio generally implies that the firm is undervalued, it is often a good indicator that the company may be in financial or managerial distress and should be investigated more carefully.
iShares Year to Date Return
iShares MSCI Emerging Markets Index has Year to Date Return of -3.56%. This is 207.23% lower than that of iShares family, and 157.44% higher than that of Diversified Emerging Mkts
category, The Year to Date Return for all etfs is 304.6% higher than the company.
Year-To-Date typically refers to a period starting from the beginning of the current year, and continuing up to the present day. Investors should becareful when comparing YTD ratios if not much of the year has occurred as research shows that YTD measures are more sensitive to early periods than late.
iShares Price to Earning vs Price to Book
iShares MSCI Emerging Markets Index is rated below average
in price to earning as compared to similar ETFs. It is rated # 5
ETF in price to book as compared to similar ETFs fabricating about 0.13
of Price to Book per Price to Earning. The ratio of Price to Earning to Price to Book for iShares MSCI Emerging Markets Index is roughly 7.44