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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
iShares Core Aggressive Allocation -- USA Etf  

USD 54.38  0.07  0.13%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iShares Core Aggressive Allocation is 'Buy'.
For the selected time horizon iShares Core Aggressive Allocation has a risk adjusted performance of 0.0244, jensen alpha of (0.006831), total risk alpha of (0.011404), sortino ratio of (0.060947) and treynor ratio of 0.018
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 Return0.021393Value At Risk0.42
Potential Upside0.46Standard Deviation0.31
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Bank Of America CorpFund Units471.4 K25.3 M

iShares Core Greeks

α
Alpha over DOW
=0.006831
βBeta against DOW=0.63
σ
Overall volatility
=0.3
 IrInformation ratio =0.06

iShares Core Volatility Alert

iShares Core Aggressive Allocation exhibits very low volatility with skewness of 0.65 and kurtosis of 1.01. However, we advise investors to further study iShares Core Aggressive Allocation 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
Price to Earning17.25 times8.24 times
Price to Book1.9 times0.97 times
Price to Sales1.31 times0.72 times
One Year Return19.14 % (1.25) %
Three Year Return7.62 % 2.26 %
Five Year Return10.66 % 0.2 %
Net Asset757.79 M888.73 M
Equity Positions Weight77.05 % 49.22 %
Bond Positions Weight17.36 % 8.08 %
SellBuy
Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0244
Market Risk Adjusted Performance0.028
Mean Deviation0.2379
Semi Deviation0.2246
Downside Deviation0.2867
Coefficient Of Variation1429.97
Standard Deviation0.3059
Variance0.0936
Information Ratio(0.057122)
Jensen Alpha(0.006831)
Total Risk Alpha(0.011404)
Sortino Ratio(0.060947)
Treynor Ratio0.018
Maximum Drawdown0.8834
Value At Risk(0.42)
Potential Upside0.4624
Downside Variance0.0822
Semi Variance0.0505
Expected Short fall(0.26)
Skewness0.6475
Kurtosis1.01