We consider iShares MSCI not too risky. iShares MSCI EAFE shows Sharpe Ratio of 0.028 which attests that iShares MSCI EAFE had 0.028% of return per unit of risk over the last 2 months. Our philosophy towards determining volatility of a etf is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for iShares MSCI EAFE which you can use to evaluate future volatility of the etf. Please check out iShares MSCI EAFE Market Risk Adjusted Performance of
0.066326, Mean Deviation of 0.5814 and Downside Deviation of 0.8426 to validate if risk estimate we provide are consistent with the epected return of 0.0207%.
|Time Horizon||30 Days Login to change|
iShares MSCI Market Sensitivity
|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.2 Months Beta |Analyze iShares MSCI EAFE Demand TrendCheck current 30 days iShares MSCI correlation with market (DOW)|
β = -0.111
iShares MSCI EAFE Technical Analysis
Projected Return Density Against MarketConsidering 30-days investment horizon, iShares MSCI EAFE Small Cap ETF has beta of -0.111 . This entails as returns on benchmark increase, returns on holding iShares MSCI are expected to decrease at a much smaller rate. During bear market, however, iShares MSCI EAFE Small Cap ETF is likely to outperform the market. Moreover, iShares MSCI EAFE Small Cap ETF has an alpha of 0.0021 implying that it can potentially generate 0.0021% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density