iShares Short Alpha and Beta Analysis

iShares Short Maturity Bond -- USA Etf  

USD 50.21  0.01  0.0199%

This module allows you to check different measures of market premium for iShares Short Maturity Bond 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

α (average alpha)=0.005627    β (beta)=0.0065    
30 days against DJI
Risk Adjusted Performance  (0.083293)Jensen Alpha  (0.006971)Total Risk Alpha  (0.025721)Sortino Ratio  0.0Treynor Ratio  5.6

iShares Short expected buy-and-hold returns

   

iShares Short Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

iShares Short Return and Market Media

The median price of iShares Short for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 50.15 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 50.16, and mean deviation of 0.03. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Syntal Capital Partners LLC Invests 829000 in iShares Short ...01/19/2018