|Horizon||30 Days Login to change|
iShares MSCI Market Sensitivity
|As returns on market increase, iShares MSCI returns are expected to increase less than the market. However during bear market, the loss on holding iShares MSCI will be expected to be smaller as well.One Month Beta |Analyze iShares MSCI EAFE Demand TrendCheck current 30 days iShares MSCI correlation with market (DOW)|
β = 0.2351
iShares MSCI EAFE Technical Analysis
iShares MSCI Projected Return Density Against MarketConsidering 30-days investment horizon, iShares MSCI has beta of 0.2351 . This entails as returns on market go up, iShares MSCI average returns are expected to increase less than the benchmark. However during bear market, the loss on holding iShares MSCI EAFE Small Cap ETF will be expected to be much smaller as well. Moreover, iShares MSCI EAFE Small Cap ETF has an alpha of 0.0907 implying that it can potentially generate 0.0907% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
iShares MSCI Return VolatilityiShares MSCI EAFE Small Cap ETF has volatility of 0.633% on return distribution over 30 days investment horizon. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.