iShares MSCI Performance

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.
Horizon     30 Days    Login   to change

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 (%) 
      Risk (%) 
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
Good Returns
Average Returns
Small Returns
Negative ReturnsSCZ

iShares MSCI Relative Performance Indicators

Estimated Market Risk
  actual daily
 10 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
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 portfolio.

iShares MSCI Performance Rating

iShares MSCI EAFE Small Cap ETF Risk Adjusted Performance Analysis


Risk-Adjusted Performance

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.

iShares MSCI Alerts

Equity Alerts and Improvement Suggestions

On December 18, 2018 iShares MSCI paid $ 0.6812 per share dividend to its current shareholders
The fund maintains 98.86% of its assets in stocks

iShares MSCI Performance Indicators

iShares MSCI EAFE Basic Price Performance Measures

Fifty Two Week Low49.51
Fifty Two Week High69.19

iShares MSCI 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  
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