iShares MSCI Performance

SCZ -- USA Etf  

USD 66.22  0.18  0.27%

The entity maintains market beta of 0.0 which attests that the returns on MARKET and iShares MSCI are completely uncorrelated. 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 0.0185% 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  6,614  in iShares MSCI EAFE Small Cap ETF on April 23, 2018 and sell it today you would earn a total of  26.00  from holding iShares MSCI EAFE Small Cap ETF or generate 0.39% return on investment over 30 days. iShares MSCI EAFE Small Cap ETF is generating 0.0185% of daily returns assuming volatility of 0.3828% on return distribution over 30 days investment horizon. In other words, 3% 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 generate 3.65 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.81 times less risky than the market. It trades about 0.05 of its potential returns per unit of risk. The DOW is currently generating roughly 0.1 of returns per unit of risk over similar time horizon.

iShares MSCI Market Risk Analysis

Sharpe Ratio = 0.0484
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iShares MSCI Relative Performance Indicators

Estimated Market Risk
 0.38
  actual daily
 
 97 %
of total potential
  
Expected Return
 0.02
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.05
  actual daily
 
 3 %
of total potential
  
Based on monthly moving average iShares MSCI is performing at about 3% 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
3 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in iShares MSCI EAFE Small Cap ETF are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.

iShares MSCI Alerts

Equity Alerts and Improvement Suggestions
The fund maintains 98.75% 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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