SIZE MSCI USA Size Factor ETF
- All Cap Equities
SIZE - Profile
- Issuer: iShares
- Structure: ETF
- Expense Ratio: 0.15%
- ETF Home Page: SIZE
- Inception: Apr 16, 2013
- Tax Form: 1099
- SIZE Tracks This Index: MSCI USA Risk Weighted Index
- 52 Week Lo: $57.42
- 52 Week Hi: $68.10
- AUM: $240.3 M
- Shares: 3.6 M
Alternative ETFs in the All Cap Equities Category
|Type||Ticker||Expense Ratio||Assets||Avg. Daily Vol||YTD Return|
|Most Liquid (Volume)|
|Top YTD Performer|
The index is based on a traditional market cap weighted parent index, the MSCI USA Index, which includes US large and mid cap stocks. The index reweights each security of the parent index using a rules-based methodology so that stocks with relatively smaller average market capitalization and lower risk weightings based on the index provider's methodology constitute a higher percentage of the index. The risk weighting of each security is calculated using the inverse of its historical variance, estimated based on three years of weekly return data. The index seeks to provide negative exposure to two systematic factors, the size factor and volatility factor, by emphasizing stocks with smaller average market capitalization and lower realized volatility than its parent index.
SIZE - Realtime Rating
Realtime Rating Summary
SIZE is a passive ETF that seeks to replicate MSCI USA Risk Weighted Index. The index is based on a traditional market cap weighted parent index, the MSCI USA Index, which includes US large and mid cap stocks. The index reweights each security of the parent index using a rules-based methodology so that stocks with relatively smaller average market capitalization and lower risk weightings based on the index provider's methodology constitute a higher percentage of the index. The risk weighting of each security is calculated using the inverse of its historical variance, estimated based on three years of weekly return data. The index seeks to provide negative exposure to two systematic factors, the size factor and volatility factor, by emphasizing stocks with smaller average market capitalization and lower realized volatility than its parent index.
The adjacent table gives investors an individual Realtime Rating for SIZE on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the All Cap Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.
SIZE In-Depth Analysis
The following tables and charts contain in-depth metrics for SIZE and compare it to similar peer ETFs within its ETFdb Category.
SIZE - HoldingsFilings Data as of: May 04, 2015
Top Ten Holdings
RNR 0.58%RenaissanceRe Holdings Ltd
KMI 0.56%Kinder Morgan, Inc.
ACGL 0.49%Arch Capital Group Ltd
CLX 0.49%Clorox Co
PEP 0.47%PepsiCo Inc
MCD 0.47%McDonald's Corp
GIS 0.45%General Mills Inc
CL 0.43%Colgate-Palmolive Co
AWK 0.41%American Water Works Co Inc
BRK.B 0.40%Berkshire Hathaway Inc Class B
This section compares how balanced and deep SIZE is relative to the peer group ETFdb Category.
SIZE Asset Allocation
SIZE Sector Breakdown
SIZE Market Cap Breakdown
SIZE Region Breakdown
SIZE Market Tier Breakdown
SIZE Country Breakdown
SIZE - Expenses & Fees
This section compares the cost efficiency of SIZE to peers in the same ETFdb Category.
Expenses Ratio Analysis
Commission Free Trading in SIZE
SIZE is not currently available for commission free trading on any platforms.
Category Commission Free Trading
There are 13 other ETFs in the All Cap Equities ETFdb Category that are also eligible for commission free trading:
SIZE - Performance
This section shows how SIZE has performed relative to its peer group ETFdb Category.
SIZE - Charts
The following charts can be customized to display historical performance in a number of different formats, including line charts, bar charts, and candlesticks. Time periods can be adjusted to increase or decrease the period shown, ranging from five minutes to several months.
The following chart also includes the option to compare the performance of SIZE relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.
SIZE - Technicals
SIZE Volatility Analysis
This section shows how the volatility of SIZE compares to the peer group ETFdb Category.
- 20 Day MA: $66.98
- 60 Day MA: $66.88
- MACD 15 Period: 0.70
- MACD 100 Period: 1.35
- Williams % Range 10 Day: 9.01
- Williams % Range 20 Day: 5.13
- RSI 10 Day: 61
- RSI 20 Day: 56
- RSI 30 Day: 55
- Ultimate Oscillator: 67
SIZE Bollinger Bands
- Lower Bollinger (10 Day): $66.45
- Upper Bollinger (10 Day): $68.06
- Lower Bollinger (20 Day): $66.00
- Upper Bollinger (20 Day): $68.00
- Lower Bollinger (30 Day): $66.19
- Upper Bollinger (30 Day): $68.01
SIZE Support & Resistance
- Support Level 1: $67.70
- Support Level 2: $67.70
- Resistance Level 1: $67.70
- Resistance Level 2: $67.70
- Stochastic Oscillator %D (1 Day): 59.62
- Stochastic Oscillator %D (5 Day): 86.17
- Stochastic Oscillator %K (1 Day): 53.73
- Stochastic Oscillator %K (5 Day): 78.91
Latest SIZE News
iShares Launches MSCI USA Quality Factor ETF (QUAL)
April ETF Roundup: Launches, Filings And Closures
Launch Frenzy: iShares, FlexShares and Credit Suisse All Bring Funds To Market
2014 Morningstar, Inc. All Rights Reserved. The information contained herein: ( 1 ) is proprietary to Morningstar and/or its content providers; ( 2 ) may not be copied or distributed; and ( 3 ) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.