IShares Edge (Switzerland) Performance
| SPME Etf | EUR 8.54 0.05 0.59% |
The etf retains a Market Volatility (i.e., Beta) of 0.0125, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Edge's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Edge is expected to be smaller as well.
Risk-Adjusted Performance
3 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Edge SP are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, IShares Edge is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
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IShares Edge Relative Risk vs. Return Landscape
If you would invest 842.00 in iShares Edge SP on January 20, 2024 and sell it today you would earn a total of 12.00 from holding iShares Edge SP or generate 1.43% return on investment over 90 days. iShares Edge SP is generating 0.0242% of daily returns and assumes 0.5944% volatility on return distribution over the 90 days horizon. Simply put, 5% 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 |
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IShares Edge Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Edge's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Edge SP, and traders can use it to determine the average amount a IShares Edge'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 = 0.0407
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| Negative Returns | SPME |
Estimated Market Risk
| 0.59 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average IShares Edge is performing at about 3% 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 Edge by adding it to a well-diversified portfolio.
IShares Edge Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Edge, and IShares Edge 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 Edge Performance
To evaluate iShares Edge SP 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 Edge 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 Edge SP 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 achieve a return on your investment, through a combination of capital growth and income on the Funds assets, which reflects the return of the SP 500 Minimum Volatility Index, the Funds benchmark index. ISh Edg is traded on Switzerland Exchange in Switzerland.Check out World Market Map to better understand how to build diversified portfolios, which includes a position in iShares Edge SP. 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 Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Please note, there is a significant difference between IShares Edge's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Edge is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Edge'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.