IShares Russell Hype Analysis, IShares Russell Correlation, Portfolio Optimization, IShares Russell Volatility as well as analyze IShares Russell Alpha and Beta and IShares Russell Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of IShares Russell Mid Cap Index F and determine expected loss or profit from investing in IShares Russell over given investment horizon. Check also
|Horizon||30 Days Login to change|
IShares Russell 'What if' Analysis
July 19, 20190.00
October 17, 20190.00
If you would invest 0.00 in IShares Russell on July 19, 2019 and sell it all today you would earn a total of 0.00 from holding IShares Russell Mid Cap Index F or generate 0.0% return on investment in IShares Russell over 90 days. IShares Russell is related to or competes with Vanguard Index, Fidelity Mid, Bridge Builder, Parnassus Mid, Columbia Fds, Carillon Scout, and Carillon Scout. The investment seeks to track the investment results of the Russell Midcap Index , which measures the performance of the...
IShares Russell Upside/Downside Indicators
|Value At Risk||(1.69)|
IShares Russell Market Premium Indicators
|Risk Adjusted Performance||(0.016943)|
|Total Risk Alpha||(0.003086)|
IShares Russell Mid Backtested Returns
Macroaxis considers IShares Russell to be somewhat reliable. IShares Russell Mid holds Efficiency (Sharpe) Ratio of -0.0182 which attests that the entity had -0.0182% of return per unit of risk over the last 3 months. Macroaxis philosophy towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. IShares Russell Mid exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out IShares Russell Risk Adjusted Performance of
(0.016943) and Market Risk Adjusted Performance of (0.11) to validate risk estimate we provide. The fund retains Market Volatility (i.e. Beta) of 0.2242 which attests that as returns on market increase, IShares Russell returns are expected to increase less than the market. However during bear market, the loss on holding IShares Russell will be expected to be smaller as well. Even though it is essential to pay attention to IShares Russell Mid current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. IShares Russell Mid exposes twenty-one different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||0.29|
|Spearman Rank Test||0.17|
IShares Russell Mid lagged returns against current returns
Current and Lagged Values
IShares Russell regressed lagged prices vs. current prices
Current vs Lagged Prices
IShares Russell Lagged Returns
Check also IShares Russell Hype Analysis, IShares Russell Correlation, Portfolio Optimization, IShares Russell Volatility as well as analyze IShares Russell Alpha and Beta and IShares Russell Performance. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.