iShares Short Alpha and Beta Analysis Overview

NEAR -- USA Etf  

USD 50.11  0.01  0.02%

This module allows you to check different measures of market premium for iShares Short Maturity Bond ETF as well as systematic risk associated with investing in iShares Short over a specified time horizon. Please see also iShares Short Backtesting, Portfolio Optimization, iShares Short Correlation, iShares Short Hype Analysis, iShares Short Volatility, iShares Short History and analyze iShares Short Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

iShares Short Market Premiums

α0.0009β0.00
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

iShares Short expected buy-and-hold returns

iShares Short Market Price Analysis

iShares Short Return and Market Media

The median price of iShares Short for the period between Sun, Jun 17, 2018 and Tue, Jul 17, 2018 is 50.12 with a coefficient of variation of 0.07. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 50.12, and mean deviation of 0.03. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - NEAR

iShares Short Maturity Investor Sentiment
Most of Macroaxis users are now bullish on iShares Short Maturity Bond ETF. What is your take regarding investing in iShares Short Maturity Bond ETF? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see also iShares Short Backtesting, Portfolio Optimization, iShares Short Correlation, iShares Short Hype Analysis, iShares Short Volatility, iShares Short History and analyze iShares Short Performance. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.