iShares MSCI Performance

iShares MSCI EAFE Small Cap -- USA Etf  

USD 67.38  0.4  0.59%

The entity maintains market beta of 0.7551 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 vital to follow to iShares MSCI EAFE historical price patterns, it is good to be conservative about what you can actually do with the information regarding 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 0.3297% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

iShares MSCI EAFE Relative Risk vs. Return Landscape

If you would invest  6,389  in iShares MSCI EAFE Small Cap on December 22, 2017 and sell it today you would earn a total of  389  from holding iShares MSCI EAFE Small Cap or generate 6.09% return on investment over 30 days. iShares MSCI EAFE Small Cap is generating 0.3297% of daily returns assuming volatility of 0.4143% on return distribution over 30 days investment horizon. In other words, 3% of equities are less volatile than the company and above 94% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, iShares MSCI EAFE Small Cap is expected to generate 0.91 times more return on investment than the market. However, the company is 1.1 times less risky than the market. It trades about 0.8 of its potential returns per unit of risk. The DOW is currently generating roughly 0.6 per unit of risk.

Price to Book

iShares MSCI EAFE Price to Book
Based on latest financial disclosure the price to book indicator of iShares MSCI EAFE Small Cap is roughly 1.35 times. This is 4.65% higher than that of the iShares family, and 6.77% lower than that of Foreign Small/Mid Blend category, The Price to Book for all etfs is 39.18% lower than the firm.
  to Book 
      iShares MSCI Comparables 
Price to Book ratio is mostly used in financial services industries where assets and liabilities are typically represented by dollars. Although low Price to Book ratio generally implies that the firm is undervalued, it is often a good indicator that the company may be in financial or managerial distress and should be investigated more carefully.

iShares MSCI Daily Price Distribution

The median price of iShares MSCI for the period between Fri, Dec 22, 2017 and Sun, Jan 21, 2018 is 65.84 with a coefficient of variation of 2.26. The daily time series for the period is distributed with a sample standard deviation of 1.48, arithmetic mean of 65.47, and mean deviation of 1.3. The Etf received some media coverage during the period.
52 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in iShares MSCI EAFE Small Cap are ranked lower than 52 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

iShares MSCI Sharpe Ratio = 0.7958
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Estimated Market Risk

 0.41
  actual daily
 
 97 %
of total potential
  

Expected Return

 0.33
  actual daily
 
 6 %
of total potential
  

Risk-Adjusted Return

 0.8
  actual daily
 
 52 %
of total potential
  
Based on monthly moving average iShares MSCI is performing at about 52% 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 portfolio.

Dividends

iShares MSCI EAFE Dividends Analysis
Check iShares MSCI EAFE dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends