iShares MSCI Buy or Sell Recommendation

Macroaxis provides iShares MSCI EAFE Small Cap 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 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

Symbol
Execute Advice
iShares MSCI EAFE Small Cap -- USA Etf  

USD 67.33  0.01  0.0149%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iShares MSCI EAFE Small Cap is 'Strong Buy'.
For the selected time horizon iShares MSCI EAFE Small Cap has a risk adjusted performance of 0.2141, jensen alpha of 0.0696, total risk alpha of (0.028806), sortino ratio of 0.0 and treynor ratio of 0.303
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 Total Asset and Equity Positions Weight to make buy, hold, or sell decision on iShares MSCI EAFE.

Returns Distribution Density

Mean Return0.28Value At Risk0.35
Potential Upside1.07Standard Deviation0.52
 Return Density 
      Distribution 

iShares MSCI Greeks

α
Alpha over DOW
=0.069622
β
Beta against DOW=0.9
σ
Overall volatility
=0.52
Ir
Information ratio =0.091

iShares MSCI Volatility Alert

iShares MSCI EAFE Small Cap exhibits very low volatility with skewness of -1.02 and kurtosis of 2.92. However, we advise investors to further study iShares MSCI EAFE Small Cap technical indicators to make sure all market info is available and is reliable.
    
 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 Return32.73 % (1.25) %
Three Year Return14.12 % 2.26 %
Five Year Return12.41 % 0.2 %
Ten Year Return5.13 % 0.29 %
Net Asset10.52 B888.73 M
Equity Positions Weight98.99 % 49.22 %
SellBuy
Strong Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.2141
Market Risk Adjusted Performance0.313
Mean Deviation0.3734
Coefficient Of Variation183.56
Standard Deviation0.5193
Variance0.2697
Information Ratio0.091
Jensen Alpha0.0696
Total Risk Alpha(0.028806)
Treynor Ratio0.303
Maximum Drawdown2.35
Value At Risk(0.35)
Potential Upside1.07
Skewness(1.02)
Kurtosis2.92