iShares risk analysis

Use iShares Russell 1000 Value Index risk analysis together with your other etf asset holdings to enhance returns of your portfolios as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio

Projected Return Density against Market

Considering 30-days investment horizon, the etf has beta cooficient of 1.01 . This indicates iShares Russell 1000 Value Index market returns are very sensitive to returns on the market. As the market benchmark goes up or down, iShares is expected to follow. In addition to that, iShares Russell 1000 Value Index has alpha of 1.01 implying that it can potentially generate 1.01% excess return over S&P 500 after adjusting for the inherited market risk (beta).Considering 30-days investment horizon, the coefficient of variation of iShares is 157.86. The daily returns are destributed with a variance of 0.32 and standard deviation of 0.56. The mean deviation of iShares Russell 1000 Value Index is currently at 0.43. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.55

	(alpha)	=	1.01	Details
	(beta)	=	1.01	Details
	(volatility)	=	0.56	Details

Actual Return Volatility

iShares Russell 1000 Value Index has volatility of 0.56% on return distribution over 30 days investment horizon. S&P 500 shows 0.55% volatility of returns over 30 trading days.