iShares MSCI Buy or Sell Recommendation

Macroaxis provides iShares MSCI Mexico Capped buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding iShares MSCI positions. The advice algorithm takes into account all of iShares MSCI Mexico Capped available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from iShares MSCI buy-and-hold prospective. Additionally see iShares MSCI Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Symbol
Execute Advice
iShares MSCI Mexico Capped -- USA Etf  

USD 52.62  0.14  0.27%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iShares MSCI Mexico Capped is 'Strong Hold'.
For the selected time horizon iShares MSCI Mexico Capped has a risk adjusted performance of 0.0611, jensen alpha of (0.060293), total risk alpha of (0.49), sortino ratio of (0.052529) and treynor ratio of 0.1561
Macroaxis buy or sell recommendation module provides unbiased buy or sell advice that can be used to complement current average analyst sentiment on iShares MSCI Mexico. 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. Use iShares MSCI Mexico Earnings Per Share and Five Year Return to make sure your buy or sell decision on iShares MSCI Mexico is adequate.

Returns Distribution Density

Mean Return0.16Value At Risk2.19
Potential Upside1.99Standard Deviation1.28
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Bank Of MontrealFund Units522.9 K25.8 M
Bank Of MontrealPut Options432 K21.3 M
Cutler Group LpCall Options139.8 K21 K

iShares MSCI Greeks

α
Alpha over DOW
=0.06
β
Beta against DOW=0.95
σ
Overall volatility
=1.12
Ir
Information ratio =0.06

iShares MSCI Volatility Alert

iShares MSCI Mexico Capped has relatively low volatility with skewness of -0.32 and kurtosis of -0.23. However, we advise all investors to independently investigate iShares MSCI Mexico Capped 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 MSCI to competition
FundamentalsiShares MSCIPeer Average
Price to Earning(19.63) times8.24 times
Price to Book2.27 times0.97 times
Price to Sales1.56 times0.72 times
One Year Return14.5 % (1.25) %
Three Year Return(4.15) % 2.26 %
Five Year Return(5.2) % 0.2 %
Ten Year Return0.38 % 0.29 %
Net Asset1.09 B888.73 M
Equity Positions Weight99.97 % 49.22 %
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 Performance0.0611
Market Risk Adjusted Performance0.1661
Mean Deviation0.9858
Semi Deviation1.1
Downside Deviation1.38
Coefficient Of Variation810.38
Standard Deviation1.28
Variance1.63
Information Ratio(0.056651)
Jensen Alpha(0.060293)
Total Risk Alpha(0.49)
Sortino Ratio(0.052529)
Treynor Ratio0.1561
Maximum Drawdown4.41
Value At Risk(2.19)
Potential Upside1.99
Downside Variance1.9
Semi Variance1.21
Expected Short fall(1.14)
Skewness(0.32)
Kurtosis(0.23)