iShares Agency Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
iShares Agency Bond -- USA Etf  

USD 113.34  0.05  0.0441%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iShares Agency Bond is 'Hold'.
For the selected time horizon iShares Agency Bond has a risk adjusted performance of (0.029111), jensen alpha of (0.011097), total risk alpha of (0.0173), sortino ratio of (0.34) and treynor ratio of (0.25)
Macroaxis provides buy or sell recommendation on iShares Agency to complement and cross-verify current analyst consensus on iShares Agency Bond. 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 Agency Bond One Year Return to make buy, hold, or sell decision on iShares Agency Bond.

Returns Distribution Density

Mean Return0.00004636Value At Risk0.19
Potential Upside0.13Standard Deviation0.098587
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Wells Fargo CompanyFund Units752 K85.5 M

iShares Agency Greeks

α
Alpha over DOW
=0.01
βBeta against DOW=0.0396
σ
Overall volatility
=0.1
 IrInformation ratio =0.39

iShares Agency Volatility Alert

iShares Agency Bond exhibits very low volatility with skewness of -0.57 and kurtosis of 0.18. However, we advise investors to further study iShares Agency Bond technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare iShares Agency to competition
FundamentalsiShares AgencyPeer Average
One Year Return0.35 % (1.25) %
Three Year Return1.61 % 2.26 %
Five Year Return1.32 % 0.2 %
Net Asset470.5 M888.73 M
Bond Positions Weight99.69 % 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(0.029111)
Market Risk Adjusted Performance(0.24)
Mean Deviation0.0716
Semi Deviation0.1082
Downside Deviation0.1143
Coefficient Of Variation212638.93
Standard Deviation0.0986
Variance0.0097
Information Ratio(0.39)
Jensen Alpha(0.011097)
Total Risk Alpha(0.0173)
Sortino Ratio(0.34)
Treynor Ratio(0.25)
Maximum Drawdown0.3534
Value At Risk(0.19)
Potential Upside0.1324
Downside Variance0.0131
Semi Variance0.0117
Expected Short fall(0.071658)
Skewness(0.57)
Kurtosis0.1833