iShares MSCI Technical Analysis Overview |
| SCZ -- USA Etf | USD 58.07 0.43 0.75% |
iShares MSCI EAFE Small Cap ETF maintains Market Risk Adjusted Performance of 1.29 and Mean Deviation of 0.6081. Relative to Fundamental Indicators, Macroaxis technical analysis interface lets you check existing technical drivers of iShares MSCI EAFE Small Cap ETF as well as the relationship between them. Specifically you can use this information to find out if the etf will indeed mirror its model of past data patterns or the prices will eventually revert. We found nineteen technical drivers for iShares MSCI EAFE which can be compared to its rivals. Please check out iShares MSCI EAFE Downside Deviation, Treynor Ratio as well as the relationship between Treynor Ratio and Expected Short fall to decide if iShares MSCI EAFE is priced fairly providing market reflects its latest price of 58.07 per share.
| Horizon | 30 Days Login to change |
iShares MSCI EAFE Technical Analysis
The output start index for this execution was twelve with a total number of output elements of five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of iShares MSCI EAFE volatility. High ATR values indicate high volatility, and low values indicate low volatility. View also all equity analysis or get more info about average true range volatility indicators indicator.
iShares MSCI EAFE Trend Analysis
Use this graph to draw trend lines for iShares MSCI EAFE Small Cap ETF. You can use it to identify possible trend reversals for iShares MSCI as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual iShares MSCI price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.iShares MSCI Best Fit Change Line
The following chart estimates an ordinary least squares regression model for iShares MSCI EAFE Small Cap ETF applied against its price change over selected period. The best fit line has a slop of 0.35 % which may imply that the returns on investment in iShares MSCI EAFE Small Cap ETF will continue to fail. It has 34 observation points and a regression sum of squares at 97.22, which is the sum of squared deviations for the predicted iShares MSCI price change compared to its average price change.Balance Of PowerCheck stock momentum by analyzing Balance Of Power indicator and other technical ratios |
| All Next | Launch Balance Of Power |
iShares MSCI Technical Drivers
iShares MSCI October 15, 2018 Technical Indicators
| Cycle Indicators | |
| Math Operators | |
| Math Transform | |
| Momentum Indicators | |
| Overlap Studies | |
| Pattern Recognition | |
| Price Transform | |
| Statistic Functions | |
| Volatility Indicators | |
| Volume Indicators |
| Risk Adjusted Performance | 0.46 | ||
| Market Risk Adjusted Performance | 1.29 | ||
| Mean Deviation | 0.6081 | ||
| Coefficient Of Variation | 225.11 | ||
| Standard Deviation | 0.793 | ||
| Variance | 0.6289 | ||
| Information Ratio | 0.27 | ||
| Jensen Alpha | 0.32 | ||
| Total Risk Alpha | 0.25 | ||
| Treynor Ratio | 1.30 | ||
| Maximum Drawdown | 3.46 | ||
| Value At Risk | 1.34 | ||
| Potential Upside | 0.8758 | ||
| Skewness | 0.49 | ||
| Kurtosis | 1.1 |
iShares MSCI EAFE One Year Return
Based on recorded statements iShares MSCI EAFE Small Cap ETF has One Year Return of 2.87%. This is 493.15% lower than that of the iShares family, and 204.67% lower than that of Foreign Small/Mid Blend category, The One Year Return for all etfs is 329.6% lower than the firm.
Year Return |
iShares MSCI Market Strength
iShares MSCI October 15, 2018 Daily Price Condition
| Accumulation Distribution | 19,102 |
| Daily Balance Of Power | 0.53 |
| Rate Of Daily Change | 1.01 |
| Day Median Price | 57.91 |
| Day Typical Price | 57.96 |
| Price Action Indicator | 0.38 |
Also please take a look at World Market Map. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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