|iShares MSCI EAFE Small Cap ETF -- USA Etf|| |
USD 65.63 0.06 0.0913%
Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iShares MSCI EAFE Small Cap ETF is 'Hold'
For the selected time horizon iShares MSCI EAFE Small Cap ETF has a risk adjusted performance of 0.0018, jensen alpha of 0.008299
, total risk alpha of 0.0422, sortino ratio of 0.0797 and treynor ratio of 0.1433
Macroaxis provides unbiased buy or sell advice on iShares MSCI that should be used to complement current analysts and expert consensus
on iShares MSCI EAFE. Our recommendation engine determines the etf potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. Please utilize iShares MSCI EAFE Small Cap ETF Total Asset
and Equity Positions Weight
to make buy, hold, or sell decision on iShares MSCI EAFE.
Returns Distribution Density
|Mean Return||0.004439||Value At Risk||1.5|
|Potential Upside||0.99||Standard Deviation||0.70|
|Security Type||Shares||Value||Tiaa Fsb||Fund Units||11.7 M||757.1 M|
iShares MSCI Greeks
iShares MSCI Volatility Alert
iShares MSCI EAFE Small Cap ETF has low volatility with Treynor Ratio of 0.14, Maximum Drawdown of 2.52 and kurtosis of 0.53. However, we advice all investors to further analyze iShares MSCI EAFE Small Cap ETF to make certain all market information is desiminated and is consistent with the current expectations about iShares MSCI upside potential.