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iShares historical price analysis

 
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iShares Russell 1000

ETF@Archipelago Exchange 
United States USD
 
12.52 times
    
Use iShares Russell 1000 Value Index historical price analysis together with your other etf asset holdings to protect against small markets fluctuations as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio
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Performance History

Price Growth (%)  
iShares   Market   
 
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The price series of iShares for the period between Mon, May 20, 2013 and Wed, Jun 19, 2013 has a statistical range of 3.07 with a coefficient of variation of 0.93. Under current investment horizon, the daily prices are spread out with arithmetic mean of 85.09. The median price for the last 30 days is 85.21
 Open High Low Close Volume
06/18/2013  85.29    85.94    85.20    85.77    1,330,888  
06/17/2013  85.10    85.56    84.73    85.18    1,279,577  
06/14/2013  84.98    85.32    84.38    84.52    1,013,510  
06/13/2013  83.68    85.23    83.48    85.11    1,634,309  
06/12/2013  85.01    85.01    83.56    83.68    1,491,299  
06/11/2013  84.59    85.08    84.23    84.32    1,524,639  
06/10/2013  85.56    85.59    85.02    85.28    974,979  
06/07/2013  84.81    85.32    84.37    85.21    962,995  
06/06/2013  83.30    84.23    82.92    84.21    6,412,336  
06/05/2013  84.37    84.49    83.34    83.38    1,798,393  
06/04/2013  85.02    85.36    84.17    84.53    2,315,242  
06/03/2013  84.81    85.02    84.11    84.99    2,201,011  
05/31/2013  85.65    86.04    84.51    84.59    1,398,091  
05/30/2013  85.53    86.24    85.43    85.85    2,030,378  
05/29/2013  85.43    85.73    84.90    85.49    1,747,833  
05/28/2013  86.24    86.61    85.57    85.76    1,250,127  
05/24/2013  84.93    85.33    84.69    85.33    1,341,216  
05/23/2013  84.66    85.64    84.55    85.42    1,608,598  
05/22/2013  86.51    87.37    85.27    85.62    1,708,293  
05/21/2013  86.27    86.66    86.05    86.45    890,911  
05/20/2013  86.03    86.52    85.99    86.26    2,269,829  

iShares Net Asset

iShares Russell 1000 Value Index is rated third overall ETF in net asset as compared to similar ETFs. Total Asset Under Management (AUM) of Large Value category is currently estimated at about 86.23 Billion. iShares retains roughly 16.95 Billion in net asset claiming about 20% of ETFs under Large Value category.
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iShares Current Alpha Analysis

Risk Adjusted Performance(0.02)
Jensen Alpha0.0151
Total Risk Alpha0.0156
Sortino Ratio0.0158
Treynor Ratio(0.03)

 
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