iShares Core Buy or Sell Recommendation

Macroaxis provides iShares Core SP 500 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 SP 500 available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from iShares Core buy-and-hold prospective. Please also check iShares Core Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
iShares Core SP 500 -- USA Etf  

USD 268.43  0.9  0.34%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iShares Core SP 500 is 'Hold'.
For the selected time horizon iShares Core SP 500 has a risk adjusted performance of 0.1597, jensen alpha of (0.028077), total risk alpha of (0.04306), sortino ratio of (0.25) and treynor ratio of 0.164
Macroaxis provides buy or sell recommendation on iShares Core to complement and cross-verify current analyst consensus on iShares Core SP. Our buy or sell advice engine determines the etf potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. Use iShares Core SP Earnings Per Share and Five Year Return to make sure your buy or sell decision on iShares Core SP is adequate.

Returns Distribution Density

Mean Return0.14Value At Risk0.39
Potential Upside0.91Standard Deviation0.43
 Return Density 
      Distribution 

iShares Core Greeks

α
Alpha over DOW
=0.03
βBeta against DOW=0.78
σ
Overall volatility
=0.4
 IrInformation ratio =0.17

iShares Core Volatility Alert

iShares Core SP 500 exhibits very low volatility with skewness of 0.61 and kurtosis of -0.37. However, we advise investors to further study iShares Core SP 500 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 Earning80.58 times8.24 times
Price to Book2.7 times0.97 times
Price to Sales1.9 times0.72 times
One Year Return22.88 % (1.25) %
Three Year Return10.87 % 2.26 %
Five Year Return15.7 % 0.2 %
Ten Year Return8.25 % 0.29 %
Net Asset140.27 B888.73 M
Equity Positions Weight99.62 % 49.22 %
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.1597
Market Risk Adjusted Performance0.174
Mean Deviation0.3397
Downside Deviation0.2851
Coefficient Of Variation311.25
Standard Deviation0.4298
Variance0.1848
Information Ratio(0.17)
Jensen Alpha(0.028077)
Total Risk Alpha(0.04306)
Sortino Ratio(0.25)
Treynor Ratio0.164
Maximum Drawdown1.38
Value At Risk(0.39)
Potential Upside0.9112
Downside Variance0.0813
Semi Variance(0.084116)
Expected Short fall(0.47)
Skewness0.6068
Kurtosis(0.37)

Momentum

iShares Core Market Momentum