iShares MSCI Performance

SCZ -- USA Etf  

USD 60.91  0.34  0.56%

The entity maintains market beta of -0.0061 which attests that as returns on market increase, returns on owning iShares MSCI are expected to decrease at a much smaller rate. During bear market, iShares MSCI is likely to outperform the market.. 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  6,308  in iShares MSCI EAFE Small Cap ETF on July 21, 2018 and sell it today you would lose (217.00)  from holding iShares MSCI EAFE Small Cap ETF or give up 3.44% of portfolio value over 30 days. iShares MSCI EAFE Small Cap ETF is generating negative expected returns assuming volatility of 0.6171% on return distribution over 30 days investment horizon. In other words, 5% 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 ETF is expected to under-perform the market. In addition to that, the company is 1.09 times more volatile than its market benchmark. It trades about -0.27 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.21 per unit of volatility.

iShares MSCI Market Risk Analysis

Sharpe Ratio = -0.267
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iShares MSCI Relative Performance Indicators

Estimated Market Risk
 0.62
  actual daily
 
 95 %
of total potential
  
Expected Return
 -0.16
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.27
  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.

Performance Rating

iShares MSCI EAFE Small Cap ETF Risk Adjusted Performance Analysis
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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
iShares MSCI EAFE generates negative expected return over the last 30 days
The fund maintains 98.63% of its assets in stocks

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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