iShares Core Buy or Sell Recommendation

Macroaxis provides iShares Core US Aggregate Bond buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding iShares Core positions. The advice algorithm takes into account all of iShares Core US Aggregate Bond available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from iShares Core buy-and-hold prospective. Check also iShares Core Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
iShares Core US Aggregate Bond -- USA Etf  

USD 109.31  0.12  0.11%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iShares Core US Aggregate Bond is 'Hold'.
For the selected time horizon iShares Core US Aggregate Bond has a risk adjusted performance of (0.043377), jensen alpha of (0.017003), total risk alpha of (0.035041), sortino ratio of 0.0 and treynor ratio of 0.1144
Macroaxis provides buy or sell recommendation on iShares Core to complement and cross-verify current analyst consensus on iShares Core US. Our buy or sell advice engine determines the etf potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. Please utilize iShares Core US Aggregate Bond Market Capitalization, Three Year Return as well as the relationship between Three Year Return and Net Asset to make buy, hold, or sell decision on iShares Core US.

Returns Distribution Density

Mean Return0.01Value At Risk0.29
Potential Upside0.22Standard Deviation0.17
 Return Density 
      Distribution 

iShares Core Greeks

α
Alpha over DOW
=0.02
βBeta against DOW=0.2
σ
Overall volatility
=0.15
 IrInformation ratio =0.31

iShares Core Volatility Alert

iShares Core US Aggregate Bond exhibits very low volatility with skewness of -0.48 and kurtosis of 0.26. However, we advise investors to further study iShares Core US Aggregate Bond technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare iShares Core to competition
FundamentalsiShares CorePeer Average
One Year Return0.83 % (1.25) %
Three Year Return2.31 % 2.26 %
Five Year Return2 % 0.2 %
Ten Year Return4.02 % 0.29 %
Net Asset51.32 B888.73 M
Bond Positions Weight79.53 % 8.08 %
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance(0.043377)
Market Risk Adjusted Performance0.1244
Mean Deviation0.1296
Coefficient Of Variation(1,295)
Standard Deviation0.165
Variance0.0272
Information Ratio(0.31)
Jensen Alpha(0.017003)
Total Risk Alpha(0.035041)
Treynor Ratio0.1144
Maximum Drawdown0.6767
Value At Risk(0.29)
Potential Upside0.2202
Skewness(0.48)
Kurtosis0.2553