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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
iShares Core Conservative Allocation -- USA Etf  

USD 34.62  0.02  0.0577%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iShares Core Conservative Allocation is 'Hold'.
For the selected time horizon iShares Core Conservative Allocation has a risk adjusted performance of (0.016186), jensen alpha of (0.007325), total risk alpha of (0.030202), sortino ratio of 0.0 and treynor ratio of 0.1285
Macroaxis buy or sell recommendation module can be used to complement iShares Core Conservative Allocation buy or sell advice provided by average analyst sentiment. It analyzes the etf potential to grow using 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 Return0.001197Value At Risk0.26
Potential Upside0.26Standard Deviation0.16
 Return Density 
      Distribution 

iShares Core Greeks

α
Alpha over DOW
=0.007325
βBeta against DOW=0.09
σ
Overall volatility
=0.15
 IrInformation ratio =0.36

iShares Core Volatility Alert

iShares Core Conservative Allocation exhibits very low volatility with skewness of -0.32 and kurtosis of 0.18. 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 Return7.77 % (1.25) %
Three Year Return4.08 % 2.26 %
Five Year Return4.77 % 0.2 %
Net Asset466.37 M888.73 M
Equity Positions Weight27.34 % 49.22 %
Bond Positions Weight56.58 % 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(0.016186)
Market Risk Adjusted Performance0.1385
Mean Deviation0.1156
Coefficient Of Variation(12,993)
Standard Deviation0.1555
Variance0.0242
Information Ratio(0.36)
Jensen Alpha(0.007325)
Total Risk Alpha(0.030202)
Treynor Ratio0.1285
Maximum Drawdown0.6168
Value At Risk(0.26)
Potential Upside0.2605
Skewness(0.32)
Kurtosis0.1798