IShares High (Switzerland) Technical Analysis

At this stage we consider IShares Etf to be very steady. iShares High Yield holds Efficiency (Sharpe) Ratio of 0.0512, which attests that the entity had a 0.0512 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for iShares High Yield, which you can use to evaluate the volatility of the entity. Please check out IShares High's Downside Deviation of 0.24, risk adjusted performance of (0.01), and Market Risk Adjusted Performance of (0.08) to validate if the risk estimate we provide is consistent with the expected return of 0.0066%. The etf retains a Market Volatility (i.e., Beta) of 0.0403, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares High's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares High is expected to be smaller as well.

The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of iShares High Yield volatility. High ATR values indicate high volatility, and low values indicate low volatility.