IShares III (Netherlands) Performance

The etf retains a Market Volatility (i.e., Beta) of -0.0066, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares III are expected to decrease at a much lower rate. During the bear market, IShares III is likely to outperform the market.

Risk-Adjusted Performance

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Over the last 90 days IShares III Public has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, IShares III is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
  

IShares III Relative Risk vs. Return Landscape

If you would invest  13,940  in IShares III Public on December 30, 2023 and sell it today you would lose (17.00) from holding IShares III Public or give up 0.12% of portfolio value over 90 days. IShares III Public is generating negative expected returns and assumes 0.1806% volatility on return distribution over the 90 days horizon. Simply put, 1% 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.
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Assuming the 90 days trading horizon IShares III is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 3.17 times less risky than the market. the firm trades about -0.01 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.24 of returns per unit of risk over similar time horizon.

IShares III Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares III's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as IShares III Public, and traders can use it to determine the average amount a IShares III'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 = -0.0098

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Estimated Market Risk

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Risk-Adjusted Return

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Based on monthly moving average IShares III 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 III by adding IShares III to a well-diversified portfolio.

IShares III Fundamentals Growth

IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares III, and IShares III 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 III Performance

To evaluate IShares III Public 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 III 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 III Public 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 fund is an exchange traded fund that aims to track the performance of the Markit iBoxx Covered Index as closely as possible. ISHARES E is traded on Amsterdam Stock Exchange in Netherlands.
IShares III Public generated a negative expected return over the last 90 days
The fund retains about 99.82% of its assets under management (AUM) in fixed income securities
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in IShares III Public. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors.
You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

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Please note, there is a significant difference between IShares III's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares III is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares III'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.