IShares Russell Alpha and Beta Analysis

BRMAX -- USA Fund  

USD 10.75  0.03  0.28%

This module allows you to check different measures of market premium for IShares Russell Mid Cap Index F as well as systematic risk associated with investing in IShares Russell over a specified time horizon. Check also IShares Russell Backtesting, Portfolio Optimization, IShares Russell Correlation, IShares Russell Hype Analysis, IShares Russell Volatility, IShares Russell History and analyze IShares Russell Performance.
Horizon     30 Days    Login   to change
Run Premiums

IShares Russell Market Premiums

α0.01   β0.98
30 days against DJI

IShares Russell expected buy-and-hold returns

IShares Russell Market Price Analysis

IShares Russell Return and Market Media

The median price of IShares Russell for the period between Fri, Jul 19, 2019 and Thu, Oct 17, 2019 is 10.72 with a coefficient of variation of 17.91. The daily time series for the period is distributed with a sample standard deviation of 1.86, arithmetic mean of 10.4, and mean deviation of 0.64. The Fund received a lot of media exposure during the period.
 Price Growth (%)  
Exercise or conversion by Shelton General Henry Hugh of 244 ...08/06/2019
BTIM Corp. Raises Stake in Roper Technologies Inc - Sundance...08/14/2019
Exercise or conversion by Goon Fay Sien of 625 shares of Ser...08/20/2019
Illumina exotic insider transaction detected08/22/2019
Analog Devices exotic insider transaction detected08/23/2019
Exercise or conversion by Martin Cotter of 833 shares of Ana...09/18/2019
Exercise or conversion by Greg Henderson of 1528 shares of A...09/24/2019
Payment of 1387 shares by Joseph Hassett of Analog Devices s...09/27/2019
Sale by Vincent Roche of 1000 shares of Analog Devices10/01/2019
Sale by Vincent Roche of 1200 shares of Analog Devices10/04/2019
My Top Stocks For Young Investors Analog Devices, Inc., - Ws...10/07/2019
Sale by Pietkiewicz Steve of 3419 shares of Analog Devices10/10/2019