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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
iShares Core Growth Allocation -- USA Etf  

USD 45.32  0.07  0.15%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iShares Core Growth Allocation is 'Strong Hold'.
For the selected time horizon iShares Core Growth Allocation has a risk adjusted performance of 0.0058, jensen alpha of (0.014636), total risk alpha of (0.019861), sortino ratio of (0.12) and treynor ratio of (0.005955)
iShares Core Growth 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 Growth Allocation Price to Sales and Five Year Return to make buy, hold, or sell decision on iShares Core Growth.

Returns Distribution Density

Mean Return0.007497Value At Risk0.35
Potential Upside0.49Standard Deviation0.23
 Return Density 
      Distribution 

iShares Core Greeks

α
Alpha over DOW
=0.01
βBeta against DOW=0.42
σ
Overall volatility
=0.24
 IrInformation ratio =0.13

iShares Core Volatility Alert

iShares Core Growth Allocation exhibits very low volatility with skewness of 0.49 and kurtosis of 0.87. However, we advise investors to further study iShares Core Growth 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 Return14.66 % (1.25) %
Three Year Return6.33 % 2.26 %
Five Year Return8.49 % 0.2 %
Net Asset1.13 B888.73 M
Equity Positions Weight56.5 % 49.22 %
Bond Positions Weight33.73 % 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 Performance0.0058
Market Risk Adjusted Performance0.004
Mean Deviation0.1694
Semi Deviation0.2157
Downside Deviation0.2655
Coefficient Of Variation3106.9
Standard Deviation0.2329
Variance0.0543
Information Ratio(0.13)
Jensen Alpha(0.014636)
Total Risk Alpha(0.019861)
Sortino Ratio(0.12)
Treynor Ratio(0.005955)
Maximum Drawdown0.8411
Value At Risk(0.35)
Potential Upside0.4886
Downside Variance0.0705
Semi Variance0.0465
Expected Short fall(0.16)
Skewness0.4891
Kurtosis0.8718