Alpha Search
|
|
|
 | (alpha) | = | (0.0033) |  | (beta) | = | 1.01 | 30 days against S&P 500 |
| Risk Adjusted Performance 0.3222 | Jensen Alpha (0.0055) | Total Risk Alpha (0.01) | Sortino Ratio (0.0036) | Treynor Ratio 0.3183 |
iShares Probability Of Bankruptcy
iShares Russell 1000 Value Index has less than 1.0 (%) percent chance of experiencing financial distress in the next 2 years of operations. | iShares Market Performance
68% of all equities and portfolios perform better than iShares Russell 1000 Value Index. Compared with the overall equity markets, risk-adjusted returns on investments in iShares Russell 1000 Value Index are ranked lower than 32 (%) of all global equities and portfolios over the last 30 days. |
iShares Return and Market MediaThe median price of iShares for the period between Fri, Apr 19, 2013 and Sun, May 19, 2013 is 82.96 with a coefficient of variation of 1.98. The daily time series for the period is distributed with a sample standard deviation of 1.65, arithmetic mean of 83.1, and mean deviation of 1.4. The ETF did not receive any noticable media coverage during the period.
|
| Frequently Asked Questions Quick Product Tour Product Technology Overview Solution Methodology Plans and Pricing |
|
World Market Correlations Instant Equity Comparator Watchlist Analysis Position Suggestions Equity Alpha Analysis |
|
About Macroaxis Contact Us Product Terms Of Use Service Privacy Policy Advertising Opportunities |
1.03%
Equity Search
Advanced Search
Market Screener
Adviser Directory
Suggest Portfolio
Backtest Watchlist
Analyze Correlations
View Transactions
Check Volatility
Import Equities
Advice
