iShares MSCI Performance

iShares MSCI EAFE Small Cap -- USA Etf  

USD 65.82  0.26  0.40%

The entity maintains market beta of 0.7788 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.. 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.
 Time Horizon     30 Days    Login   to change

iShares MSCI EAFE Relative Risk vs. Return Landscape

If you would invest  6,816  in iShares MSCI EAFE Small Cap on January 21, 2018 and sell it today you would lose (234.00)  from holding iShares MSCI EAFE Small Cap or give up 3.43% of portfolio value over 30 days. iShares MSCI EAFE Small Cap is generating negative expected returns assuming volatility of 1.4354% on return distribution over 30 days investment horizon. In other words, 13% 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 EAFE Small Cap is expected to generate 0.82 times more return on investment than the market. However, the company is 1.21 times less risky than the market. It trades about -0.11 of its potential returns per unit of risk. The DOW is currently generating roughly -0.1 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 Sun, Jan 21, 2018 and Tue, Feb 20, 2018 is 67.38 with a coefficient of variation of 3.14. The daily time series for the period is distributed with a sample standard deviation of 2.09, arithmetic mean of 66.42, and mean deviation of 1.87. The Etf received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days iShares MSCI EAFE Small Cap has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

iShares MSCI Sharpe Ratio = -0.1089
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsSCZ

Estimated Market Risk

 1.44
  actual daily
 
 87 %
of total potential
  

Expected Return

 -0.16
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.11
  actual daily
 
 1 %
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.

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