iShares MSCI Singapore ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 2.79%
YTD return -1.45%
Beta 3Y 1.13
Total Assets 539.7M
Annual report expense ratio 0.51%

Company description

The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. The index is designed to measure the performance of the large- and mid-capitalization segments of the Singapore equity market. The underlying index uses a capping methodology that limits the weight of any single “group entity” to a maximum of 25% of the underlying index weight. The fund is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to iShares MSCI Singapore ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to iShares MSCI Singapore ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on iShares MSCI Singapore ETF

Here is the result of two systematic investment strategies applied to iShares MSCI Singapore ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on iShares MSCI Singapore ETF

The following chart shows the equity curve of the two systematic investment strategies applied to iShares MSCI Singapore ETF:

iShares MSCI Singapore ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 6.58% on the backtest period.

Performance at glance

Performance

6.58 %

Latent gain

131.53 $

Invested capital

1998.24 $

Annualized return

1.59 %
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Momentum strategy results on iShares MSCI Singapore ETF

This is the result of two momentum investment strategies applied to iShares MSCI Singapore ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on iShares MSCI Singapore ETF

The following chart shows all the entries opened by the momentum investment system on iShares MSCI Singapore ETF:

iShares MSCI Singapore ETF momentum entries
  • The first momentum investment strategy would give 6.44% of return on iShares MSCI Singapore ETF. That represents 401.01$ of latent gain with 6227.6$ of employed capital.
  • The second momentum investment strategy would give 8.61% of return on iShares MSCI Singapore ETF. That represents 297.84$ of latent gain with 3459.17$ of employed capital.
Performance at glance (1Q Momentum)

Performance

6.44 %

Latent gain

401.01 $

Invested capital

6227.6 $

Annualized return

3.98 %
Performance at glance (2Q Momentum)

Performance

8.61 %

Latent gain

297.84 $

Invested capital

3459.17 $

Annualized return

2.35 %

Momentum equity curve on iShares MSCI Singapore ETF

The following chart shows the equity curve of the two momentum strategies applied to iShares MSCI Singapore ETF:

iShares MSCI Singapore ETF momentum equity

Note: the dividends potentially given by iShares MSCI Singapore ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on iShares MSCI Singapore ETF

The following chart shows the employed capital evolution of the two momentum strategies on iShares MSCI Singapore ETF since the beginning:

iShares MSCI Singapore ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on iShares MSCI Singapore ETF

Buy the dip entry openings on iShares MSCI Singapore ETF

iShares MSCI Singapore ETF

The performance achieved by the robo-advisor on iShares MSCI Singapore ETF is 8.51%. That represents 63.8$ of latent gain with 749.82$ of employed capital. The following chart shows iShares MSCI Singapore ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of iShares MSCI Singapore ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

8.51 %

Latent gain

63.8 $

Invested capital

749.82 $

Annualized return

3.98 %

Equity curve of the strategy applied to iShares MSCI Singapore ETF

The following chart shows the result of the investment strategy applied to iShares MSCI Singapore ETF:

iShares MSCI Singapore ETF

Note: the dividends potentially given by iShares MSCI Singapore ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on iShares MSCI Singapore ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on iShares MSCI Singapore ETF:

iShares MSCI Singapore ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on iShares MSCI Singapore ETF

In this section, I will compare the three previous investment strategies applied to iShares MSCI Singapore ETF.

Equity curve comparison on iShares MSCI Singapore ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

iShares MSCI Singapore ETF investment strategy comparison

Employed capital comparison on iShares MSCI Singapore ETF

iShares MSCI Singapore ETF investment comparison

Performance comparison on iShares MSCI Singapore ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 6.58% 131.53$ 1998.24$ 1.59%
Momentum 1 quarter 6.44% 401.01$ 6227.6$ 1.65%
Momentum 2 quarters 8.61% 297.84$ 3459.17$ 2.35%
Non-directional 8.51% 63.8$ 749.82$ 3.98%
Annualized return comparison

Automatic investment

1.59 %

Momentum 1Q

2.35 %

Momentum 2Q

2.35 %

Non-directional

3.98 %

Correlated stocks

Here are the most positively and negatively correlated stocks with iShares MSCI Singapore ETF:

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

  • LDC

  • Note: The algorithm computes the probability of correlation between iShares MSCI Singapore ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of iShares MSCI Singapore ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name iShares MSCI Singapore ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker EWS
    Market

    iShares MSCI Singapore ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown