iShares Core Buy or Sell Recommendation

Macroaxis provides iShares Core Conservative 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 Conservative 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 Conservative Allocation -- USA Etf  

USD 35  0.06  0.17%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iShares Core Conservative Allocation is 'Strong Sell'.
For the selected time horizon iShares Core Conservative Allocation has a mean deviation of 0.144, standard deviation of 0.1768, variance of 0.0313, downside variance of 0.0265, semi variance of (0.027854) and expected short fall of (0.19)
iShares Core Conservative Allocation buy or sell recommendation module can be used to check and cross-verify current buy or sell advice provided by analysts examining the etf potential to grow using all of fundamental, technical, data market data available at the time. Please utilize iShares Core Conservative Allocation Price to Sales, Three Year Return as well as the relationship between Three Year Return and Bond Positions Weight to make buy, hold, or sell decision on iShares Core Conserv.

Returns Distribution Density

Mean Return0.043293Value At Risk0.17
Potential Upside0.31Standard Deviation0.18
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Stonehearth Capital Management LlcFund Units24.9 K862 K

iShares Core Greeks

α
Alpha over DOW
=0.027494
β
Beta against DOW=0.0257
σ
Overall volatility
=0.17
Ir
Information ratio =1.09

iShares Core Volatility Alert

iShares Core Conservative Allocation exhibits very low volatility with skewness of -0.1 and kurtosis of -0.32. However, we advise investors to further study iShares Core Conservative 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 Return9.7 % (1.25) %
Three Year Return4.48 % 2.26 %
Five Year Return4.81 % 0.2 %
Net Asset474.03 M888.73 M
Equity Positions Weight27.83 % 49.22 %
Bond Positions Weight56.82 % 8.08 %
SellBuy
Strong Sell

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0831
Market Risk Adjusted Performance1.31
Mean Deviation0.144
Downside Deviation0.1629
Coefficient Of Variation408.46
Standard Deviation0.1768
Variance0.0313
Information Ratio(1.09)
Jensen Alpha0.0275
Total Risk Alpha(0.069448)
Sortino Ratio(1.18)
Treynor Ratio1.3
Maximum Drawdown0.696
Value At Risk(0.17)
Potential Upside0.315
Downside Variance0.0265
Semi Variance(0.027854)
Expected Short fall(0.19)
Skewness(0.1)
Kurtosis(0.32)