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
0 of 100
Low | High |
Very Weak
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 |
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. Expected Return |
Risk |
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
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | ||||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns | ICOV |
Estimated Market Risk
0.18 actual daily | 1 99% of assets are more volatile |
Expected Return
0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.01 actual daily | 0 Most of other assets perform better |
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.
Total Asset | 1.64 B | |||
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.
Complementary Tools for IShares Etf analysis
When running IShares III's price analysis, check to measure IShares III's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy IShares III is operating at the current time. Most of IShares III's value examination focuses on studying past and present price action to predict the probability of IShares III's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IShares III's price. Additionally, you may evaluate how the addition of IShares III to your portfolios can decrease your overall portfolio volatility.
Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
FinTech Suite Use AI to screen and filter profitable investment opportunities |