IShares MSCI (Netherlands) Performance
| LTAM Etf | EUR 15.63 0.26 1.64% |
The etf retains a Market Volatility (i.e., Beta) of -0.0022, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares MSCI are expected to decrease at a much lower rate. During the bear market, IShares MSCI is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares MSCI EM has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, IShares MSCI is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Fifty Two Week Low | 13.14 | |
| Fifty Two Week High | 17.14 |
IShares |
IShares MSCI Relative Risk vs. Return Landscape
If you would invest 1,598 in iShares MSCI EM on January 31, 2024 and sell it today you would lose (35.00) from holding iShares MSCI EM or give up 2.19% of portfolio value over 90 days. iShares MSCI EM is generating negative expected returns and assumes 1.1673% volatility on return distribution over the 90 days horizon. Simply put, 10% 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 MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares MSCI EM, and traders can use it to determine the average amount a IShares MSCI'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 = -0.0244
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | LTAM |
Estimated Market Risk
| 1.17 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares MSCI 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 MSCI by adding IShares MSCI to a well-diversified portfolio.
IShares MSCI Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares MSCI, and IShares MSCI 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 | 347.17 M | |||
About IShares MSCI Performance
To evaluate iShares MSCI EM 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 MSCI 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 MSCI EM 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 MSCI EM Latin America Index as closely as possible. ISHARES LATIN is traded on Amsterdam Stock Exchange in Netherlands.| iShares MSCI EM generated a negative expected return over the last 90 days | |
| The fund generated five year return of -2.0% | |
| iShares MSCI EM maintains 99.67% of its assets in stocks |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in iShares MSCI EM. 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 CEOs Directory module to screen CEOs from public companies around the world.