iShares Core Buy or Sell Recommendation

Macroaxis provides iShares Core Aggressive Allocation 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 Aggressive Allocation 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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
iShares Core Aggressive Allocation -- USA Etf  

USD 55.83  0.1  0.18%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iShares Core Aggressive Allocation is 'Strong Hold'.
For the selected time horizon iShares Core Aggressive Allocation has a risk adjusted performance of 0.0112, jensen alpha of (0.12), total risk alpha of (0.4), sortino ratio of (0.18) and treynor ratio of 0.0039
Macroaxis buy or sell recommendation module provides unbiased buy or sell advice that can be used to complement current average analyst sentiment on iShares Core Aggressive. Our buy or sell recommendation engine ##verb4## current market data to analyse the entity potential to grow from the prospective of investors risk tolerance and investing horizon. Please utilize iShares Core Aggressive Allocation Three Year Return, and the relationship between Total Asset and Net Asset to make buy, hold, or sell decision on iShares Core Aggressive.

Returns Distribution Density

Mean Return0.012205Value At Risk0.3
Potential Upside0.58Standard Deviation0.82
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Patriot Wealth Management IncFund Units30.8 K1.7 M

iShares Core Greeks

α
Alpha over DOW
=0.12
β
Beta against DOW=0.56
σ
Overall volatility
=0.9
Ir
Information ratio =0.27

iShares Core Volatility Alert

iShares Core Aggressive Allocation has relatively low volatility with skewness of -3.71 and kurtosis of 15.87. However, we advise all investors to independently investigate iShares Core Aggressive Allocation to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare iShares Core to competition
FundamentalsiShares CorePeer Average
Price to Earning17.25 times8.24 times
Price to Book1.9 times0.97 times
Price to Sales1.31 times0.72 times
One Year Return20.04 % (1.25) %
Three Year Return8.57 % 2.26 %
Five Year Return10.68 % 0.2 %
Net Asset793.98 M888.73 M
Equity Positions Weight77.74 % 49.22 %
Bond Positions Weight17.31 % 8.08 %
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0112
Market Risk Adjusted Performance0.0139
Mean Deviation0.4107
Semi Deviation1.14
Downside Deviation1.21
Coefficient Of Variation6705.01
Standard Deviation0.8184
Variance0.6697
Information Ratio(0.27)
Jensen Alpha(0.12)
Total Risk Alpha(0.4)
Sortino Ratio(0.18)
Treynor Ratio0.0039
Maximum Drawdown3.71
Value At Risk(0.3)
Potential Upside0.5821
Downside Variance1.47
Semi Variance1.29
Expected Short fall(0.39)
Skewness(3.71)
Kurtosis15.87