iShares MSCI Buy or Sell Recommendation

Macroaxis provides iShares MSCI EAFE Small Cap ETF 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 EAFE Small Cap ETF available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from iShares MSCI buy-and-hold prospective. Also please take a look at iShares MSCI Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Execute Advice
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 Return0.004439Value At Risk1.5
Potential Upside0.99Standard Deviation0.70
 Return Density 

Institutional Investors

Security TypeSharesValue
Tiaa FsbFund Units11.7 M757.1 M

iShares MSCI Greeks

Alpha over DOW
Beta against DOW=0.04
Overall volatility
Information ratio =0.0925

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.
 Better Than Average     
 Worse Than Average Compare iShares MSCI to competition
FundamentalsiShares MSCIPeer Average
Price to Earning14.99 times8.24 times
Price to Book1.35 times0.97 times
Price to Sales0.76 times0.72 times
One Year Return26.77 % (1.25) %
Three Year Return11.92 % 2.26 %
Five Year Return11.45 % 0.20 %
Ten Year Return6.52 % 0.29 %
Net Asset10.63 B888.73 M
Equity Positions Weight99.54 % 49.22 %


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.0018
Market Risk Adjusted Performance0.1533
Mean Deviation0.5334
Semi Deviation0.7706
Downside Deviation0.8156
Coefficient Of Variation15830.77
Standard Deviation0.7028
Information Ratio0.0925
Jensen Alpha0.008299
Total Risk Alpha0.0422
Sortino Ratio0.0797
Treynor Ratio0.1433
Maximum Drawdown2.52
Value At Risk1.50
Potential Upside0.9899
Downside Variance0.6652
Semi Variance0.5938
Expected Short fall0.54