Ishares Iv Public Etf Performance
| ISVTF Etf | USD 9.05 0.10 1.12% |
The etf retains a Market Volatility (i.e., Beta) of 0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares IV's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares IV is expected to be smaller as well.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in iShares IV Public are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, IShares IV is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Fifty Two Week Low | 6.47 | |
| Fifty Two Week High | 6.47 |
IShares |
IShares IV Relative Risk vs. Return Landscape
If you would invest 889.00 in iShares IV Public on January 25, 2024 and sell it today you would earn a total of 16.00 from holding iShares IV Public or generate 1.8% return on investment over 90 days. iShares IV Public is currently producing 0.0328% returns and takes up 0.9092% volatility of returns over 90 trading days. Put another way, 8% of traded pink sheets are less volatile than IShares, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
IShares IV Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares IV's investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as iShares IV Public, and traders can use it to determine the average amount a IShares IV'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 = 0.0361
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ISVTF |
Estimated Market Risk
| 0.91 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average IShares IV is performing at about 2% of its full potential. 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 IV by adding it to a well-diversified portfolio.
About IShares IV Performance
To evaluate iShares IV Public Pink Sheet 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 IV 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 Pink Sheet'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 IV 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.