Ishares Agency Bond Etf Performance
| AGZ Etf | USD 106.79 0.12 0.11% |
The etf retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Agency's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Agency is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days iShares Agency Bond has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong technical and fundamental indicators, IShares Agency is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
1 | iShares Agency Bond ETF declares monthly distribution of 0.3062 | 02/02/2024 |
2 | How to Take Advantage of moves in - Stock Traders Daily | 02/07/2024 |
3 | SPDR EURO STOXX 50 ETF Shares Acquired by Kestra Advisory Services LLC - Defense World | 02/26/2024 |
4 | iShares Agency Bond ETF Shares Bought by Creative Financial Designs Inc. ADV - Defense World | 03/21/2024 |
5 | iShares Agency Bond ETF declares monthly distribution of 0.3094 | 04/01/2024 |
6 | Asset Management One Co. Ltd. Lowers Stock Holdings in iShares Agency Bond ETF - Defense World | 04/08/2024 |
7 | Stratos Wealth Partners LTD. Has 349000 Stock Holdings in iShares Agency Bond ETF - Defense World | 04/15/2024 |
| In Threey Sharp Ratio | -1.05 |
IShares |
IShares Agency Relative Risk vs. Return Landscape
If you would invest 10,719 in iShares Agency Bond on January 20, 2024 and sell it today you would lose (40.00) from holding iShares Agency Bond or give up 0.37% of portfolio value over 90 days. iShares Agency Bond is generating negative expected returns assuming volatility of 0.1972% on return distribution over 90 days investment horizon. In other words, 1% of etfs are less volatile than IShares, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
IShares Agency Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Agency's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Agency Bond, and traders can use it to determine the average amount a IShares Agency'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 = -0.0291
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| Negative Returns | AGZ |
Estimated Market Risk
| 0.2 actual daily | 1 99% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares Agency 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 Agency by adding IShares Agency to a well-diversified portfolio.
IShares Agency Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Agency, and IShares Agency 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 | 586.33 M | |||
About IShares Agency Performance
To evaluate iShares Agency Bond Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when IShares Agency generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare IShares Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand iShares Agency Bond market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents IShares's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.The index measures the performance of the agency sector of the U.S. government bond market and is composed of investment-grade U.S. dollar-denominated publicly-issued government agency bonds or debentures. Agency Bond is traded on NYSEARCA Exchange in the United States.| iShares Agency Bond generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Stratos Wealth Partners LTD. Has 349000 Stock Holdings in iShares Agency Bond ETF - Defense World | |
| The fund generated three year return of -1.0% | |
| iShares Agency Bond holds all of the assets under management (AUM) in different types of exotic instruments |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in iShares Agency Bond. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in price. Note that the iShares Agency Bond information on this page should be used as a complementary analysis to other IShares Agency's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
The market value of iShares Agency Bond is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares Agency's value that differs from its market value or its book value, called intrinsic value, which is IShares Agency's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares Agency's market value can be influenced by many factors that don't directly affect IShares Agency's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares Agency's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Agency is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Agency's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.