|SCZ -- USA Etf|| |
USD 62.78 0.13 0.21%
The entity maintains market beta of 0.0 which attests that the returns on MARKET and iShares MSCI are completely uncorrelated. Even though it is essential to pay attention to iShares MSCI EAFE
historical price patterns
, it is always good to be careful when utilizing equity current price history. Macroaxis philosophy towards determining future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators
. iShares MSCI EAFE exposes twenty-one different technical indicators which can help you to evaluate its performance.
iShares MSCI EAFE Relative Risk vs. Return Landscape
If you would invest 6,504
in iShares MSCI EAFE Small Cap ETF on June 17, 2018
and sell it today you would lose (213.00)
from holding iShares MSCI EAFE Small Cap ETF or give up 3.27%
of portfolio value over 30
days. iShares MSCI EAFE Small Cap ETF is generating negative expected returns assuming volatility of 0.8962% on return distribution over 30 days investment horizon. In other words, 8% 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 (%)
iShares MSCI Market Risk Analysis
Sharpe Ratio = -0.1813
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.
Also please take a look at World Market Map
. Please also try Bollinger Bands
module to use bollinger bands indicator to analyze target price for a given investing horizon.