IShares Russell Manager Performance Evaluation

BRMAX -- USA Fund  

USD 11.13  0.06  0.54%

The fund retains Market Volatility (i.e. Beta) of 0.0181 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. Although it is extremely important to respect IShares Russell Mid current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating IShares Russell Mid technical indicators you can presently evaluate if the expected return of 0.0989% will be sustainable into the future.
1010

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in IShares Russell Mid Cap Index F are ranked lower than 10 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, IShares Russell is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low8.44
Fifty Two Week High11.20
Annual Report Expense Ratio0.35%
Horizon     30 Days    Login   to change

IShares Russell Mid Relative Risk vs. Return Landscape

If you would invest  1,045  in IShares Russell Mid Cap Index F on October 23, 2019 and sell it today you would earn a total of  68.00  from holding IShares Russell Mid Cap Index F or generate 6.51% return on investment over 30 days. IShares Russell Mid Cap Index F is currently producing 0.0989% returns and takes up 0.6216% volatility of returns over 30 trading days. Put another way, 5% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, IShares Russell is expected to generate 1.12 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.02 times less risky than the market. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly 0.17 of returns per unit of risk over similar time horizon.

IShares Russell Current Valuation

Undervalued
November 22, 2019
11.13
Market Value
12.05
Real Value
13.91
Upside
IShares Russell is not too volatile asset. IShares Russell Mid retains regular Real Value of $12.05 per share. The prevalent price of the fund is $11.13. At this time the entity appears to be undervalued. We determine the value of IShares Russell Mid from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since at some point stocks prices and their ongoing real values will come together.

IShares Russell Market Risk Analysis

Sharpe Ratio = 0.1592
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IShares Russell Relative Performance Indicators

Estimated Market Risk
 0.62
  actual daily
 
 5 %
of total potential
 
55
Expected Return
 0.1
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.16
  actual daily
 
 10 %
of total potential
 
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Based on monthly moving average IShares Russell is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IShares Russell by adding it to a well-diversified portfolio.

IShares Russell Alerts

Equity Alerts and Improvement Suggestions

On October 10, 2019 IShares Russell paid $ 0.034 per share dividend to its current shareholders
Latest headline from MacroaxisInsider: Sale by Bagley James W of 25000 shares of Lam Research
The fund holds 98.86% of its assets under management (AUM) in equities
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