IShares Small Correlations

SVAL Etf

USD 35.90 0.48 1.36%

The current 90-days correlation between iShares Small Cap and iShares Oil Equipment is -0.1 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares Small moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares Small Cap moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

IShares Small Correlation With Market

Modest diversification

The correlation between iShares Small Cap and DJI is 0.21 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding iShares Small Cap and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with IShares Etf

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in iShares Small Cap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with IShares Etf

0.91	VBR	Vanguard Small Cap	Pair Corr
0.9	IWN	iShares Russell 2000	Pair Corr
0.9	IJJ	iShares SP Mid	Pair Corr
0.93	DFAT	Dimensional Targeted	Pair Corr
0.98	IJS	iShares SP Small	Pair Corr
0.92	SLYV	SPDR SP 600	Pair Corr
0.93	AVUV	Avantis Small Cap	Pair Corr
0.86	DES	WisdomTree SmallCap	Pair Corr
0.9	MDYV	SPDR SP 400	Pair Corr
0.91	CALF	Pacer Small Cap	Pair Corr
0.75	TOT	Advisor Managed Port	Pair Corr
0.73	LUX	Tema Global	Pair Corr
0.82	FB	ProShares Trust ProShares	Pair Corr
0.77	SWP	SWP Growth Income	Pair Corr
0.85	DUKH	Ocean Park High	Pair Corr
0.61	CAT	Caterpillar	Pair Corr
0.7	MCD	McDonalds	Pair Corr
0.61	CSCO	Cisco Systems	Pair Corr
0.72	JNJ	Johnson Johnson	Pair Corr
0.82	BAC	Bank of America Earnings Call This Week	Pair Corr
0.83	AA	Alcoa Corp	Pair Corr
0.66	DD	Dupont De Nemours	Pair Corr
0.84	WMT	Walmart Common Stock	Pair Corr

Moving against IShares Etf

0.64	T	ATT Inc	Pair Corr
0.51	MSFT	Microsoft	Pair Corr
0.45	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	IEZ	SCJ	IEUS	EVUS	AVDS	DIM	HAPS	DGRE	JIII	PSCI
IEZ		0.7	0.28	0.59	0.57	0.7	0.35	0.77	0.81	0.46	IEZ
SCJ	0.7		0.74	0.88	0.92	0.94	0.76	0.82	0.84	0.81	SCJ
IEUS	0.28	0.74		0.82	0.9	0.74	0.84	0.65	0.61	0.84	IEUS
EVUS	0.59	0.88	0.82		0.92	0.88	0.91	0.76	0.84	0.81	EVUS
AVDS	0.57	0.92	0.9	0.92		0.95	0.83	0.83	0.83	0.88	AVDS
DIM	0.7	0.94	0.74	0.88	0.95		0.74	0.86	0.89	0.78	DIM
HAPS	0.35	0.76	0.84	0.91	0.83	0.74		0.53	0.66	0.86	HAPS
DGRE	0.77	0.82	0.65	0.76	0.83	0.86	0.53		0.87	0.65	DGRE
JIII	0.81	0.84	0.61	0.84	0.83	0.89	0.66	0.87		0.72	JIII
PSCI	0.46	0.81	0.84	0.81	0.88	0.78	0.86	0.65	0.72		PSCI
	IEZ	SCJ	IEUS	EVUS	AVDS	DIM	HAPS	DGRE	JIII	PSCI

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IShares Small Constituents Risk-Adjusted Indicators

There is a big difference between IShares Etf performing well and IShares Small ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze IShares Small's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
IEZ	1.40	0.15	0.09	0.19	1.74	(1.52)	3.88	(3.17)	9.31
SCJ	0.64	0.02	(0.01)	0.09	0.84	(0.66)	1.30	(1.28)	3.40
IEUS	0.58	0.00	(0.02)	0.07	0.73	(0.57)	1.21	(1.05)	3.04
EVUS	0.54	0.05	0.00	0.43	0.59	(0.55)	1.01	(1.01)	2.28
AVDS	0.61	0.04	0.03	0.12	0.69	(0.62)	1.28	(1.31)	2.87
DIM	0.51	0.03	0.01	0.11	0.53	(0.56)	0.98	(1.13)	2.58
HAPS	0.81	0.03	(0.01)	0.17	1.03	(0.82)	1.75	(1.91)	4.04
DGRE	0.70	0.11	0.11	0.20	0.70	(0.78)	1.79	(1.32)	4.07
JIII	0.12	0.01	(0.25)	0.21	0.00	(0.14)	0.24	(0.22)	1.29
PSCI	1.04	(0.03)	0.00	0.04	1.17	(1.14)	1.98	(2.31)	4.65

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