iShares MSCI South Africa ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 3.27%
YTD return 1.38%
Beta 3Y 1.44
Total Assets 306.7M
Annual report expense ratio 0.59%

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 underlying index is designed to measure the performance of the large- and mid-capitalization segments of the South African 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 South Africa 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 South Africa 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 South Africa ETF

Here is the result of two systematic investment strategies applied to iShares MSCI South Africa 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 South Africa ETF

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

iShares MSCI South Africa ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 4.94% on the backtest period.

Performance at glance

Performance

4.94 %

Latent gain

103.39 $

Invested capital

2093.97 $

Annualized return

1.19 %
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Momentum strategy results on iShares MSCI South Africa ETF

This is the result of two momentum investment strategies applied to iShares MSCI South Africa 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 South Africa ETF

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

iShares MSCI South Africa ETF momentum entries
  • The first momentum investment strategy would give 5.3% of return on iShares MSCI South Africa ETF. That represents 289.2$ of latent gain with 5453.9$ of employed capital.
  • The second momentum investment strategy would give 6.01% of return on iShares MSCI South Africa ETF. That represents 198.05$ of latent gain with 3297.75$ of employed capital.
Performance at glance (1Q Momentum)

Performance

5.3 %

Latent gain

289.2 $

Invested capital

5453.9 $

Annualized return

11.44 %
Performance at glance (2Q Momentum)

Performance

6.01 %

Latent gain

198.05 $

Invested capital

3297.75 $

Annualized return

1.64 %

Momentum equity curve on iShares MSCI South Africa ETF

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

iShares MSCI South Africa ETF momentum equity

Note: the dividends potentially given by iShares MSCI South Africa 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 South Africa ETF

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

iShares MSCI South Africa 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 South Africa ETF

Buy the dip entry openings on iShares MSCI South Africa ETF

iShares MSCI South Africa ETF

The performance achieved by the robo-advisor on iShares MSCI South Africa ETF is 24.48%. That represents 117.84$ of latent gain with 481.44$ of employed capital. The following chart shows iShares MSCI South Africa 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 South Africa 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

24.48 %

Latent gain

117.84 $

Invested capital

481.44 $

Annualized return

11.44 %

Equity curve of the strategy applied to iShares MSCI South Africa ETF

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

iShares MSCI South Africa ETF

Note: the dividends potentially given by iShares MSCI South Africa 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 South Africa ETF

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

iShares MSCI South Africa 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 South Africa ETF

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

Equity curve comparison on iShares MSCI South Africa ETF

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

iShares MSCI South Africa ETF investment strategy comparison

Employed capital comparison on iShares MSCI South Africa ETF

iShares MSCI South Africa ETF investment comparison

Performance comparison on iShares MSCI South Africa ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 4.94% 103.39$ 2093.97$ 1.19%
Momentum 1 quarter 5.3% 289.2$ 5453.9$ 1.36%
Momentum 2 quarters 6.01% 198.05$ 3297.75$ 1.64%
Non-directional 24.48% 117.84$ 481.44$ 11.44%
Annualized return comparison

Automatic investment

1.19 %

Momentum 1Q

1.64 %

Momentum 2Q

1.64 %

Non-directional

11.44 %

Correlated stocks

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


Company information

Company name iShares MSCI South Africa ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker EZA
Market

iShares MSCI South Africa 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