iShares Core S&P Mid-Cap ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 20.45%
YTD return -0.94%
Beta 3Y 1.22
Total Assets 68.32B
Annual report expense ratio 0.05%

Company description

The index measures the performance of the mid-capitalization sector of the U.S. equity market, as determined by SPDJI. The fund generally will invest at least 80% of its assets in the component securities of its index and in investments that have economic characteristics that are substantially identical to the component securities of its index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to iShares Core S&P Mid-Cap 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 Core S&P Mid-Cap 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 Core S&P Mid-Cap ETF

Here is the result of two systematic investment strategies applied to iShares Core S&P Mid-Cap 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 Core S&P Mid-Cap ETF

The following chart shows the equity curve of the two systematic investment strategies applied to iShares Core S&P Mid-Cap ETF:

iShares Core S&P Mid-Cap ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 32.23% on the backtest period.

Performance at glance

Performance

32.23 %

Latent gain

653.37 $

Invested capital

2027.43 $

Annualized return

7.86 %
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Momentum strategy results on iShares Core S&P Mid-Cap ETF

This is the result of two momentum investment strategies applied to iShares Core S&P Mid-Cap 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 Core S&P Mid-Cap ETF

The following chart shows all the entries opened by the momentum investment system on iShares Core S&P Mid-Cap ETF:

iShares Core S&P Mid-Cap ETF momentum entries
  • The first momentum investment strategy would give 34.71% of return on iShares Core S&P Mid-Cap ETF. That represents 1588.66$ of latent gain with 4577.18$ of employed capital.
  • The second momentum investment strategy would give 36.37% of return on iShares Core S&P Mid-Cap ETF. That represents 786.41$ of latent gain with 2162.47$ of employed capital.
Performance at glance (1Q Momentum)

Performance

34.71 %

Latent gain

1588.66 $

Invested capital

4577.18 $

Annualized return

7.11 %
Performance at glance (2Q Momentum)

Performance

36.37 %

Latent gain

786.41 $

Invested capital

2162.47 $

Annualized return

10.05 %

Momentum equity curve on iShares Core S&P Mid-Cap ETF

The following chart shows the equity curve of the two momentum strategies applied to iShares Core S&P Mid-Cap ETF:

iShares Core S&P Mid-Cap ETF momentum equity

Note: the dividends potentially given by iShares Core S&P Mid-Cap 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 Core S&P Mid-Cap ETF

The following chart shows the employed capital evolution of the two momentum strategies on iShares Core S&P Mid-Cap ETF since the beginning:

iShares Core S&P Mid-Cap 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 Core S&P Mid-Cap ETF

Buy the dip entry openings on iShares Core S&P Mid-Cap ETF

iShares Core S&P Mid-Cap ETF

The performance achieved by the robo-advisor on iShares Core S&P Mid-Cap ETF is 14.93%. That represents 34.83$ of latent gain with 233.25$ of employed capital. The following chart shows iShares Core S&P Mid-Cap ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of iShares Core S&P Mid-Cap 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

14.93 %

Latent gain

34.83 $

Invested capital

233.25 $

Annualized return

7.11 %

Equity curve of the strategy applied to iShares Core S&P Mid-Cap ETF

The following chart shows the result of the investment strategy applied to iShares Core S&P Mid-Cap ETF:

iShares Core S&P Mid-Cap ETF

Note: the dividends potentially given by iShares Core S&P Mid-Cap 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 Core S&P Mid-Cap ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on iShares Core S&P Mid-Cap ETF:

iShares Core S&P Mid-Cap 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 Core S&P Mid-Cap ETF

In this section, I will compare the three previous investment strategies applied to iShares Core S&P Mid-Cap ETF.

Equity curve comparison on iShares Core S&P Mid-Cap ETF

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

iShares Core S&P Mid-Cap ETF investment strategy comparison

Employed capital comparison on iShares Core S&P Mid-Cap ETF

iShares Core S&P Mid-Cap ETF investment comparison

Performance comparison on iShares Core S&P Mid-Cap ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 32.23% 653.37$ 2027.43$ 7.86%
Momentum 1 quarter 34.71% 1588.66$ 4577.18$ 8.99%
Momentum 2 quarters 36.37% 786.41$ 2162.47$ 10.05%
Non-directional 14.93% 34.83$ 233.25$ 7.11%
Annualized return comparison

Automatic investment

7.86 %

Momentum 1Q

10.05 %

Momentum 2Q

10.05 %

Non-directional

7.11 %

Correlated stocks

Here are the most positively and negatively correlated stocks with iShares Core S&P Mid-Cap ETF:

Positive correlations

Most correlated stocks this year

  • iShares Core S&P Mid-Cap ETF
  • iShares S&P Mid-Cap 400 Growth ETF
  • VANGUARD S&P MID-CAP 400 GROWTH INDEX FUND ETF SHA
  • Vanguard S&P Mid-Cap 400 ETF
  • iShares Russell 1000 Value ETF
  • iShares Russell Mid-Cap ETF
  • John Hancock Multifactor Mid Cap ETF
  • JPMorgan Diversified Return U.S. Mid Cap Equity ET
  • LeaderShares AlphaFactor US Core Equity ETF
  • S&P MidCap 400 ETF
  • SPDR S&P 400 Mid Cap Growth ETF

  • Most correlated stocks last 3 months

  • XPEL Inc - Reg S
  • Inuvo Inc
  • iShares U.S. Healthcare Providers ETF
  • iShares Core MSCI Europe ETF
  • iShares Europe ETF
  • iShares International Equity Factor ETF
  • iShares Core MSCI International Developed Markets
  • FlexShares International Quality Dividend Defensiv
  • iShares MSCI Intl Small-Cap Multifac
  • ISHARES MSCI INTL SIZE FACTOR ETF
  • PIMCO RAFI Dynamic Multi-Factor Emerging Markets E
  • PIMCO RAFI DYNAMIC MULTI-FACTOR INTERNATIONAL EQUI
  • FlexShares International Quality Dividend Dynamic
  • John Hancock Multifactor Developed International E
  • FlexShares International Quality Dividend Index Fu
  • VanEck Israel ETF
  • iShares Core S&P Small-Cap ETF
  • iShares Russell 2000 ETF
  • JPMorgan Diversified Return U.S. Small Cap Equity
  • Invesco S&P International Developed Quality ETF
  • iShares MSCI Intl Quality Factor ETF
  • VanEck Agribusiness ETF
  • John Hancock Multifactor Small Cap ETF
  • JPMorgan U.S. Value Factor ETF
  • iShares Core S&P Mid-Cap ETF
  • iShares S&P Mid-Cap 400 Growth ETF
  • VANGUARD S&P MID-CAP 400 GROWTH INDEX FUND ETF SHA
  • Vanguard S&P Mid-Cap 400 ETF
  • iShares Russell 1000 Value ETF
  • iShares Russell Mid-Cap ETF
  • John Hancock Multifactor Mid Cap ETF
  • JPMorgan Diversified Return U.S. Mid Cap Equity ET
  • LeaderShares AlphaFactor US Core Equity ETF
  • S&P MidCap 400 ETF
  • SPDR S&P 400 Mid Cap Growth ETF
  • iShares Russell Top 200 Value ETF
  • John Hancock Multifactor Large Cap ETF
  • JPMorgan Diversified Return U.S. Equity ETF
  • iShares U.S. Equity Factor ETF
  • iShares Core MSCI Pacific ETF
  • ISHARES US HIGH DIV EQUITY INDEX ETF
  • Knowledge Leaders Developed World ETF
  • JPMorgan U.S. Quality Factor ETF
  • PIMCO RAFI DYNAMIC MULTI-FACTOR U.S. EQUITY ETF
  • iShares Core High Dividend ETF
  • iShares Core MSCI Emerging Markets ETF
  • BOUSTEAD
  • Lennar Corp - Class B

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • Creative Realities Inc Warrants 09112022

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


    Company information

    Company name iShares Core S&P Mid-Cap ETF
    Country
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    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker IJH
    Market

    iShares Core S&P Mid-Cap 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