iShares Short Alpha and Beta Analysis

iShares Short Maturity Bond ETF -- USA Etf  

USD 50.15  0.01  0.0199%

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

α0.00102β0.0006
30 days against DJI
Risk Adjusted Performance  

0.40

Jensen Alpha  

0.012517

Total Risk Alpha  

0.008835

Sortino Ratio  

0.0

Treynor Ratio  

1.19

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 Wed, Feb 21, 2018 and Sun, Apr 22, 2018 is 50.09000015 with a coefficient of variation of 72.75. The daily time series for the period is distributed with a sample standard deviation of 24.03, arithmetic mean of 33.03, and mean deviation of 22.52. 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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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 Cryptocurrency Correlation module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins and exchanges.