iShares Core Buy or Sell Recommendation

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

USD 46.1  0.04  0.0867%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iShares Core Growth Allocation is 'Hold'.
For the selected time horizon iShares Core Growth Allocation has a risk adjusted performance of 0.0095, jensen alpha of 0.0154, total risk alpha of (0.37), sortino ratio of (0.2) and treynor ratio of 0.0113
Macroaxis buy or sell advice tool can be used to complement iShares Core Growth Allocation recommendation provided by experts. It analyzes the etf potential to grow against your specific risk preferences and investment horizon. Please utilize iShares Core Growth Allocation Price to Sales and Five Year Return to make buy, hold, or sell decision on iShares Core Growth.

Returns Distribution Density

Mean Return0.009225Value At Risk0.26
Potential Upside0.52Standard Deviation0.69
 Return Density 
      Distribution 

iShares Core Greeks

α
Alpha over DOW
=0.015395
β
Beta against DOW=0.07
σ
Overall volatility
=0.72
Ir
Information ratio =0.34

iShares Core Volatility Alert

iShares Core Growth Allocation has relatively low volatility with skewness of -3.69 and kurtosis of 15.74. However, we advise all investors to independently investigate iShares Core Growth 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 Return16.43 % (1.25) %
Three Year Return6.37 % 2.26 %
Five Year Return8.59 % 0.2 %
Net Asset1.17 B888.73 M
Equity Positions Weight56.84 % 49.22 %
Bond Positions Weight33.23 % 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 Performance0.0095
Market Risk Adjusted Performance0.0213
Mean Deviation0.3522
Semi Deviation1.02
Downside Deviation1.19
Coefficient Of Variation7504.68
Standard Deviation0.6923
Variance0.4793
Information Ratio(0.34)
Jensen Alpha0.0154
Total Risk Alpha(0.37)
Sortino Ratio(0.2)
Treynor Ratio0.0113
Maximum Drawdown3.22
Value At Risk(0.26)
Potential Upside0.5245
Downside Variance1.41
Semi Variance1.05
Expected Short fall(0.31)
Skewness(3.69)
Kurtosis15.74