|Horizon||30 Days Login to change|
iShares Short Market Sensitivity
|As returns on market increase, returns on owning iShares Short are expected to decrease at a much smaller rate. During bear market, iShares Short is likely to outperform the market.One Month Beta |Analyze iShares Short Maturity Demand TrendCheck current 30 days iShares Short correlation with market (DOW)|
β = -0.0126
iShares Short Maturity Technical Analysis
iShares Short Projected Return Density Against MarketGiven the investment horizon of 30 days, iShares Short Maturity Bond ETF has beta of -0.0126 indicating as returns on benchmark increase, returns on holding iShares Short are expected to decrease at a much smaller rate. During bear market, however, iShares Short Maturity Bond ETF is likely to outperform the market. Additionally, iShares Short Maturity Bond ETF has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
iShares Short Return VolatilityiShares Short Maturity Bond ETF inherits 0.0542% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 1.088% risk (volatility on return distribution) over the 30 days horizon.