IShares MSCI (Netherlands) Volatility
| WHCS Etf | USD 7.54 -0.09 -1.18% |
Across the designated horizon, iShares MSCI World continues to post a minimal volatility profile. The current Sharpe Ratio (Efficiency) for iShares MSCI World is -0.0605, reflecting poor reward-to-volatility behavior over the last 3 months. The present risk profile is informed by 24 technical indicators.
Sharpe Ratio = -0.0605
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| Negative Returns | WHCS |
Estimated Market Risk
| 0.83 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
iShares MSCI World reported a Market Risk Adjusted Performance of -0.1%, a Risk of 0.83, and a Risk Adjusted Performance of -0.02%. Monthly data shows IShares MSCI is not tracking at its maximum return potential. Including it in a well-diversified portfolio can maximize its risk-adjusted contribution.
Key indicators related to IShares MSCI's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
IShares MSCI's beta measures how much IShares MSCI's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether IShares MSCI's risk is primarily market-driven or company-specific.
IShares |
Volatility Strategy
Volatility in iShares MSCI World contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 0.83% with a beta coefficient of 0.31, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0605, evaluates return per unit of total risk. An alpha value of -0.0118 reflects performance relative to systematic market exposure. Expected return estimates near -0.0501% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Arbitrage activity often helps align price and NAV.
Main indicators related to IShares MSCI's market risk premium analysis include:
Beta 0.31 | Alpha -0.01 | Risk 0.83 | Sharpe Ratio -0.06 | Expected Return -0.05 |
Moving together with IShares Etf
| 0.84 | WHEA | SPDR MSCI World | PairCorr |
| 0.61 | VWRL | Vanguard FTSE All | PairCorr |
| 0.71 | IMEU | iShares Core MSCI | PairCorr |
Moving against IShares Etf
Sensitivity To Market
IShares MSCI'siShares MSCI World relative market sensitivity is quantified by its beta value of 0.31. This regression-derived coefficient reflects systematic risk. Total return variability is about 0.83%.This summary describes how iShares MSCI World has moved rather than why it moved. Standard deviation is near 0.84% and downside deviation is near 0.0%. For ETFs, trading volume and bid-ask spread often matter as much as the index itself. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze iShares MSCI World Demand TrendCheck current 90 days IShares MSCI correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of IShares is a key measure of price volatility, reflecting the average daily deviation from the mean over the selected time period. High standard deviation means higher volatility; low standard deviation means stability.
Standard Deviation | 0.83 |
For investors in IShares MSCI, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in IShares MSCI's returns. iShares MSCI World reported a Maximum Drawdown of 4.60.
Etf Volatility Analysis
Analyzing IShares MSCI volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in IShares MSCI's etf price during volatile periods can trigger margin calls or forced exits.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. iShares MSCI World Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
IShares MSCI Projected Return Density Against Market
Assuming the 90-day trading horizon IShares MSCI has a beta of 0.3067 . This entails as returns on the market go up, IShares MSCI's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding iShares MSCI World is expected to be smaller as well.IShares MSCI remains sensitive to broader etf market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. iShares MSCI World reported a Mean Deviation of 0.61 and a Standard Deviation of 0.84.
Predicted Return Density |
| Returns |
What Drives an IShares MSCI Price Volatility?
Several factors can influence a etf's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Etf Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of IShares MSCI is -1653.25. The daily returns are distributed with a variance of 0.69 and standard deviation of 0.83. The mean deviation of iShares MSCI World is currently at 0.6. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0118 | |
β | Beta against Dow Jones | 0.31 | |
σ | Overall volatility | 0.83 | |
Ir | Information ratio | 0.03 |
Etf Return Volatility
IShares MSCI historical daily return volatility represents how much of IShares MSCI etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The exchange-traded fund accepts 0.828% volatility on return distribution over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7982% volatility on return distribution over a 90-day horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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IShares MSCI Constituents Risk-Adjusted Indicators
There is a big difference between IShares Etf performing well and IShares MSCI ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze IShares MSCI's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| WPAB | 0.57 | -0.05 | 0.00 | -0.33 | 0.00 | 1.05 | 2.74 | |||
| WPAD | 0.57 | -0.06 | 0.00 | -0.41 | 0.00 | 0.96 | 2.77 | |||
| CT2B | 0.70 | 0.06 | 0.08 | 0.16 | 0.85 | 1.79 | 6.72 | |||
| WFNS | 0.78 | -0.05 | 0.00 | -0.18 | 0.00 | 1.42 | 4.42 | |||
| GLDU | 2.34 | 0.43 | 0.14 | 0.92 | 2.82 | 5.62 | 14.58 | |||
| GOVT | 0.19 | 0.00 | 0.15 | -0.06 | 0.18 | 0.46 | 1.16 | |||
| BLKC | 2.65 | -0.18 | 0.00 | -0.33 | 0.00 | 5.43 | 13.98 |
Risk Metrics, Assumptions & Methodology
Volatility for IShares MSCI reflects price dispersion, spread stability, and underlying basket liquidity conditions. Return variability informs risk budgeting and diversification impact.
The analytics block for iShares MSCI World relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardIShares MSCI Investment Opportunity
Measured over the selected horizon, iShares MSCI World carries roughly 1.04 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use iShares MSCI World to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of IShares MSCI to be traded at $7.31 in 90 days.Very poor diversification
Across the chosen horizon, WHCS and DJI show a correlation of 0.84 and fall into the Very poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
IShares MSCI Additional Risk Indicators
Risk analysis around iShares MSCI World becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.02 | |||
| Market Risk Adjusted Performance | -0.08 | |||
| Mean Deviation | 0.6075 | |||
| Coefficient Of Variation | -5,112 | |||
| Standard Deviation | 0.8418 | |||
| Variance | 0.7087 | |||
| Information Ratio | 0.0253 |
IShares MSCI Suggested Diversification Pairs
Pair trading with IShares MSCI can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| Citigroup vs. IShares MSCI | ||
| Bank of America vs. IShares MSCI | ||
| Alphabet vs. IShares MSCI | ||
| Walker Dunlop vs. IShares MSCI | ||
| Salesforce vs. IShares MSCI | ||
| Microsoft vs. IShares MSCI | ||
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against IShares MSCI as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. IShares MSCI's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, IShares MSCI's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to iShares MSCI World.
More Resources for IShares Etf Analysis
Reviewing iShares MSCI World commonly begins with financial statements and performance trends. Ratios and trend metrics help frame IShares MSCI's operating context. Outlined below are key reports that provide context for iShares MSCI World Etf:Your Current Watchlist provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in iShares MSCI World within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation.Analysis related to IShares MSCI should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Portfolio Holdings module to check your current holdings and cash position to determine if your portfolio needs rebalancing.