iShares MSCI Technical Analysis |
| iShares MSCI EAFE Small Cap ETF -- USA Etf | USD 66.36 0.38 0.57% |
iShares MSCI EAFE Small Cap ETF maintains Market Risk Adjusted Performance of 1.27, Mean Deviation of 0.5716 and Downside Deviation of 0.8507. 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 66.36 per share.
| Time Horizon | 30 Days Login to change |
iShares MSCI EAFE Technical Analysis
The output start index for this execution was five with a total number of output elements of thirty-four. 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 0.006842 % which may imply that iShares MSCI EAFE Small Cap ETF will maintain its good market sentiment and make money for investors. It has 78 observation points and a regression sum of squares at 0.46, which is the sum of squared deviations for the predicted iShares MSCI price change compared to its average price change.Diversify with iShares MSCI EAFE Small Cap ETF
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Technical Drivers
iShares MSCI April 20, 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 | 0.087 | ||
| Market Risk Adjusted Performance | 1.27 | ||
| Mean Deviation | 0.5716 | ||
| Semi Deviation | 0.776 | ||
| Downside Deviation | 0.8507 | ||
| Coefficient Of Variation | 1688.45 | ||
| Standard Deviation | 0.7286 | ||
| Variance | 0.5308 | ||
| Information Ratio | 0.1063 | ||
| Jensen Alpha | 0.0343 | ||
| Total Risk Alpha | 0.0522 | ||
| Sortino Ratio | 0.0911 | ||
| Treynor Ratio | 1.26 | ||
| Maximum Drawdown | 2.95 | ||
| Value At Risk | 1.50 | ||
| Potential Upside | 1.04 | ||
| Downside Variance | 0.7237 | ||
| Semi Variance | 0.6021 | ||
| Expected Short fall | 0.57 | ||
| Skewness | 0.54 | ||
| Kurtosis | 0.1345 |
iShares MSCI Market Strength
iShares MSCI April 20, 2018 Daily Price Condition
| Accumulation Distribution | 2,248 |
| Daily Balance Of Power | (2.11) |
| Rate Of Daily Change | 0.99 |
| Day Median Price | 66.34 |
| Day Typical Price | 66.35 |
| Price Action Indicator | (0.17) |
Also please take a look at World Market Map. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.