Macroaxis considers iShares MSCI very steady given 3 months investment horizon. iShares MSCI EAFE shows Sharpe Ratio of 0.8083 which attests that the etf had 0.8083% of return per unit of risk over the last 3 months. Our philosophy towards determining volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for iShares MSCI EAFE which you can use to evaluate future volatility of the etf. Please utilize iShares MSCI EAFE Market Risk Adjusted Performance of
(4.93) and Mean Deviation of 0.1141 to validate if our risk estimates are consistent with your expectations.
|Horizon||30 Days Login to change|
The price series of iShares MSCI for the period between Tue, Jun 18, 2019 and Mon, Sep 16, 2019 has a statistical range of 56.99 with a coefficient of variation of 86.07. The price distribution for the period has arithmetic mean of 34.05. The median price for the last 30 days is 56.62. The company had dividends distributed to its stock-holders on Decemberember 18, 2018.
iShares MSCI Benchmarks
iShares MSCI Technical and Predictive Indicators
|Risk Adjusted Performance||0.2541|
|Total Risk Alpha||0.0518|