iShares MSCI Alpha and Beta Analysis

iShares MSCI EAFE Small Cap ETF -- USA Etf  

USD 66.28  0.14  0.21%

This module allows you to check different measures of market premium for iShares MSCI EAFE Small Cap ETF as well as systematic risk associated with investing in iShares MSCI over a specified time horizon. Also please take a look at iShares MSCI Backtesting, Portfolio Optimization, iShares MSCI Correlation, iShares MSCI Hype Analysis, iShares MSCI Volatility, iShares MSCI History and analyze iShares MSCI Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

iShares MSCI Market Premiums

α0.005524β0.03
30 days against DJI
Risk Adjusted Performance  

0.0308

Jensen Alpha  

0.0145

Total Risk Alpha  

0.0346

Sortino Ratio  

0.0791

Treynor Ratio  

0.0996

iShares MSCI expected buy-and-hold returns

iShares MSCI Market Price Analysis

iShares MSCI Return and Market Media

The median price of iShares MSCI for the period between Fri, Feb 23, 2018 and Tue, Apr 24, 2018 is 65.69 with a coefficient of variation of 1.14. The daily time series for the period is distributed with a sample standard deviation of 0.75, arithmetic mean of 65.56, and mean deviation of 0.62. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - SCZ

iShares MSCI EAFE Investor Sentiment
Predominant part of Macroaxis users are at this time bullish on iShares MSCI EAFE Small Cap ETF. What is your take regarding investing in iShares MSCI EAFE Small Cap ETF? Are you bullish or bearish?
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Bearish
98% Bullish
2% Bearish
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Also please take a look at iShares MSCI Backtesting, Portfolio Optimization, iShares MSCI Correlation, iShares MSCI Hype Analysis, iShares MSCI Volatility, iShares MSCI History and analyze iShares MSCI Performance. Please also try Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.