iShares MSCI Alpha and Beta Analysis Overview

SCZ -- USA Etf  

USD 63.00  0.09  0.14%

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

α0.14β0.09
30 days against DJI
Risk Adjusted Performance  

0.11

Jensen Alpha  

0.21

Total Risk Alpha  

0.36

Sortino Ratio  

0.0

Treynor Ratio  

0.69

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 Mon, Jun 18, 2018 and Wed, Jul 18, 2018 is 62.93 with a coefficient of variation of 1.42. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 63.03, and mean deviation of 0.63. 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?
Bullish
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 Equity Analysis module to research over 250,000 global equities including funds, stocks and etfs to find investment opportunities.