IShares MSCI Correlations

EMGF Etf

USD 53.66 0.33 0.61%

The current 90-days correlation between iShares MSCI Emerging and iShares Edge MSCI is -0.21 (i.e., Very good diversification). The correlation of IShares MSCI is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

IShares MSCI Correlation With Market

Good diversification

The correlation between iShares MSCI Emerging and DJI is -0.15 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding iShares MSCI Emerging and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with IShares Etf

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in iShares MSCI Emerging. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with IShares Etf

0.62	IEMG	iShares Core MSCI	Pair Corr
0.61	EEM	iShares MSCI Emerging	Pair Corr
0.99	FNDE	Schwab Fundamental	Pair Corr
1.0	ESGE	iShares ESG Aware	Pair Corr
0.85	SFGRX	Seafarer Overseas	Pair Corr
0.99	DGS	WisdomTree Emerging	Pair Corr
1.0	XSOE	WisdomTree Emerging	Pair Corr
0.64	USD	ProShares Ultra Semi	Pair Corr
0.62	DFEN	Direxion Daily Aerospace	Pair Corr
0.87	KEMQ	KraneShares Emerging	Pair Corr
0.62	JPM	JPMorgan Chase Sell-off Trend	Pair Corr

Moving against IShares Etf

0.46	TRV	The Travelers Companies	Pair Corr
0.36	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	INTF	SMLF	IMTM	LRGF	IQLT
INTF		0.29	0.34	0.78	0.99	INTF
SMLF	0.29		0.91	0.5	0.31	SMLF
IMTM	0.34	0.91		0.45	0.37	IMTM
LRGF	0.78	0.5	0.45		0.76	LRGF
IQLT	0.99	0.31	0.37	0.76		IQLT
	INTF	SMLF	IMTM	LRGF	IQLT

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IShares MSCI Constituents Risk-Adjusted Indicators

There is a big difference between IShares Etf performing well and IShares MSCI 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 MSCI'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
INTF	0.52	0.02	(0.09)	0.27	0.44	(0.58)	1.27	(1.13)	2.76
SMLF	0.86	0.36	0.07	(1.30)	0.73	(1.02)	2.32	(1.56)	6.54
IMTM	0.59	0.09	(0.04)	0.42	0.32	(0.67)	1.49	(1.00)	3.30
LRGF	0.53	0.23	(0.02)	(16.58)	0.17	(0.65)	1.19	(0.65)	5.18
IQLT	0.50	(0.01)	(0.17)	0.21	0.42	(0.54)	1.07	(0.88)	3.15

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