IShares Russell Alpha and Beta Analysis

BRMAX -- USA Fund  

USD 11.19  0.07  0.63%

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

α0.010687   β0.90
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, Sep 6, 2019 and Thu, Dec 5, 2019 is 10.92 with a coefficient of variation of 1.93. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 10.92, and mean deviation of 0.17. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
Exercise or conversion by Martin Cotter of 4493 shares of An...10/18/2019
Sale by Margaret Seif of 944 shares of Analog Devices10/28/2019
Exercise or conversion by Vincent Roche of 10000 shares of A...11/04/2019
Analog Devices exotic insider transaction detected11/07/2019
Analog Devices exotic insider transaction detected11/11/2019
Is It Time To Sell Stock Analog Devices, Inc., - Ws News Ale...11/15/2019
Acquisition by Brennan Seamus M of 10000 shares of Analog De...11/21/2019
Further Upside Possible - Analog Devices, Inc., - News Plane...11/27/2019
Sale by Marshall Robert R of 200 shares of Analog Devices12/04/2019