iShares Short Alpha and Beta Analysis Overview

NEAR -- USA Etf  

USD 50.08  0.02  0.0399%

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 Stocks Correlation.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

iShares Short Market Premiums

α0.0087β0.0083
30 days against DJI
Risk Adjusted Performance  

0.29

Jensen Alpha  

0.015793

Total Risk Alpha  

0.005819

Sortino Ratio  

0.0

Treynor Ratio  

1.08

iShares Short Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare iShares Short to competition

iShares Short Fundamental Vs Peers

FundamentalsiShares ShortPeer Average
One Year Return1.76 % (1.25) %
Three Year Return1.51 % 2.26 %
Five Year Return1.25 % 0.20 %
Net Asset4.59 B888.73 M
Last Dividend Paid0.1010.03
Bond Positions Weight86.71 % 8.08 %

iShares Short Opportunities

iShares Short Return and Market Media

The median price of iShares Short for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 50.14 with a coefficient of variation of 0.06. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 50.13, 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
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