|SCZ -- USA Etf|| |
USD 55.31 0.57 0.01%
The entity maintains market beta of 0.1884 which attests that as returns on market increase, iShares MSCI returns are expected to increase less than the market. However during bear market, the loss on holding iShares MSCI will be expected to be smaller as well. Although it is extremely important to respect iShares MSCI EAFE
historical price patterns
, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By examining iShares MSCI EAFE technical indicators
you can presently evaluate if the expected return of 0.0171% will be sustainable into the future.
iShares MSCI EAFE Relative Risk vs. Return Landscape
If you would invest 5,508
in iShares MSCI EAFE Small Cap ETF on December 21, 2018
and sell it today you would earn a total of 23.00
from holding iShares MSCI EAFE Small Cap ETF or generate 0.42%
return on investment over 30
days. iShares MSCI EAFE Small Cap ETF is generating 0.0171% of daily returns assuming volatility of 1.1964% on return distribution over 30 days investment horizon. In other words, 10% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
Daily Expected Return (%)
Considering 30-days investment horizon, iShares MSCI is expected to generate 2.49 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.65 times less risky than the market. It trades about 0.01 of its potential returns per unit of risk. The DOW is currently generating roughly 0.02 of returns per unit of risk over similar time horizon.
iShares MSCI Market Risk Analysis
Sharpe Ratio = 0.0143
iShares MSCI Relative Performance Indicators
Estimated Market Risk
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Based on monthly moving average iShares MSCI is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of iShares MSCI
by adding it to a well-diversified
Over the last 30 days iShares MSCI EAFE Small Cap ETF has generated negative risk-adjusted returns adding no value to investors with long positions.
|Fifty Two Week Low||49.51|
|Fifty Two Week High||69.19|
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