As of 21 of January iShares MSCI maintains Market Risk Adjusted Performance of
(0.19) and Mean Deviation of 0.9442. 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 55.31 per share.
|Horizon||30 Days Login to change|
iShares MSCI EAFE Technical Analysis
iShares MSCI EAFE Trend AnalysisUse 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 LineThe 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 0.04 % which may imply that the returns on investment in iShares MSCI EAFE Small Cap ETF will continue to fail. It has 78 observation points and a regression sum of squares at 19.32, which is the sum of squared deviations for the predicted iShares MSCI price change compared to its average price change.
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations when you add iShares MSCI EAFE Small Cap ETF to your portfolio
|Risk Adjusted Performance||(0.05)|
|Market Risk Adjusted Performance||(0.19)|
|Coefficient Of Variation||(4,403)|
|Total Risk Alpha||(0.001867)|
|Value At Risk||(1.84)|
iShares MSCI EAFE One Year Return
Based on recorded statements iShares MSCI EAFE Small Cap ETF has One Year Return of -17.63%. This is 2315.07% higher than that of the iShares family, and 542.96% higher than that of Foreign Small/Mid Blend category, The One Year Return for all etfs is 1310.4% higher than the company.