iShares S&P 500 CHF Hedged UCITS ETF (Acc) chart

Last update: 2022-12-30
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/Afr (N/A)
Beta N/A
Market capitalization N/A
Operating cash flow N/A
ESG Scores unknown

Company description

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to iShares S&P 500 CHF Hedged UCITS ETF (Acc):

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 S&P 500 CHF Hedged UCITS ETF (Acc). 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 S&P 500 CHF Hedged UCITS ETF (Acc)

Here is the result of two systematic investment strategies applied to iShares S&P 500 CHF Hedged UCITS ETF (Acc). 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 S&P 500 CHF Hedged UCITS ETF (Acc)

The following chart shows the equity curve of the two systematic investment strategies applied to iShares S&P 500 CHF Hedged UCITS ETF (Acc):

iShares S&P 500 CHF Hedged UCITS ETF (Acc) automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 10.72% on the backtest period.

Performance at glance

Performance

10.72 %

Latent gain

53.95 fr

Invested capital

503.25 fr

Annualized return

14.49 %
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Momentum strategy results on iShares S&P 500 CHF Hedged UCITS ETF (Acc)

This is the result of two momentum investment strategies applied to iShares S&P 500 CHF Hedged UCITS ETF (Acc). 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 S&P 500 CHF Hedged UCITS ETF (Acc)

The following chart shows all the entries opened by the momentum investment system on iShares S&P 500 CHF Hedged UCITS ETF (Acc):

iShares S&P 500 CHF Hedged UCITS ETF (Acc) momentum entries
  • The first momentum investment strategy would give 10.98% of return on iShares S&P 500 CHF Hedged UCITS ETF (Acc). That represents 118.15fr of latent gain with 1075.85fr of employed capital.
  • The second momentum investment strategy would give 7.75% of return on iShares S&P 500 CHF Hedged UCITS ETF (Acc). That represents 34.35fr of latent gain with 443.25fr of employed capital.
Performance at glance (1Q Momentum)

Performance

10.98 %

Latent gain

118.15 fr

Invested capital

1075.85 fr

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

7.75 %

Latent gain

34.35 fr

Invested capital

443.25 fr

Annualized return

29.81 %

Momentum equity curve on iShares S&P 500 CHF Hedged UCITS ETF (Acc)

The following chart shows the equity curve of the two momentum strategies applied to iShares S&P 500 CHF Hedged UCITS ETF (Acc):

iShares S&P 500 CHF Hedged UCITS ETF (Acc) momentum equity

Note: the dividends potentially given by iShares S&P 500 CHF Hedged UCITS ETF (Acc) 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 S&P 500 CHF Hedged UCITS ETF (Acc)

The following chart shows the employed capital evolution of the two momentum strategies on iShares S&P 500 CHF Hedged UCITS ETF (Acc) since the beginning:

iShares S&P 500 CHF Hedged UCITS ETF (Acc)

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


Buy the dip strategy result on iShares S&P 500 CHF Hedged UCITS ETF (Acc)

Buy the dip entry openings on iShares S&P 500 CHF Hedged UCITS ETF (Acc)

iShares S&P 500 CHF Hedged UCITS ETF (Acc)

The performance achieved by the robo-advisor on iShares S&P 500 CHF Hedged UCITS ETF (Acc) is 0%. That represents 0.0$ of latent gain with 0.0fr of employed capital. The following chart shows iShares S&P 500 CHF Hedged UCITS ETF (Acc) stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of iShares S&P 500 CHF Hedged UCITS ETF (Acc), 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

0 %

Latent gain

0.0 fr

Invested capital

0.0 fr

Annualized return

-0.0 %

Equity curve of the strategy applied to iShares S&P 500 CHF Hedged UCITS ETF (Acc)

The following chart shows the result of the investment strategy applied to iShares S&P 500 CHF Hedged UCITS ETF (Acc):

iShares S&P 500 CHF Hedged UCITS ETF (Acc)

Note: the dividends potentially given by iShares S&P 500 CHF Hedged UCITS ETF (Acc) 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 S&P 500 CHF Hedged UCITS ETF (Acc)

The following chart shows the employed capital evolution since the beginning of the investment strategy on iShares S&P 500 CHF Hedged UCITS ETF (Acc):

iShares S&P 500 CHF Hedged UCITS ETF (Acc)

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 S&P 500 CHF Hedged UCITS ETF (Acc)

In this section, I will compare the three previous investment strategies applied to iShares S&P 500 CHF Hedged UCITS ETF (Acc).

Equity curve comparison on iShares S&P 500 CHF Hedged UCITS ETF (Acc)

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

iShares S&P 500 CHF Hedged UCITS ETF (Acc) investment strategy comparison

Employed capital comparison on iShares S&P 500 CHF Hedged UCITS ETF (Acc)

iShares S&P 500 CHF Hedged UCITS ETF (Acc) investment comparison

Performance comparison on iShares S&P 500 CHF Hedged UCITS ETF (Acc)

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 10.72% 53.95fr 503.25fr 14.49%
Momentum 1 quarter 10.98% 118.15fr 1075.85fr 21.96%
Momentum 2 quarters 7.75% 34.35fr 443.25fr 29.81%
Non-directional 0% 0.0fr 0.0fr -0.0%
Annualized return comparison

Automatic investment

14.49 %

Momentum 1Q

29.81 %

Momentum 2Q

29.81 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with iShares S&P 500 CHF Hedged UCITS ETF (Acc):

Positive correlations

Most correlated stocks this year


Most correlated stocks last 3 months

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

Note: The algorithm computes the probability of correlation between iShares S&P 500 CHF Hedged UCITS ETF (Acc) and the other stocks. There may be false positives or some missing correlated stocks. If the price of iShares S&P 500 CHF Hedged UCITS ETF (Acc) does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name iShares S&P 500 CHF Hedged UCITS ETF (Acc)
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange XSWX
Ticker IUSC.XSWX
Market www.six-group.com

iShares S&P 500 CHF Hedged UCITS ETF (Acc) 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