Global exchange-traded fund - ISHARES VI PLC ISHARES MSCI EUROPE MIN VOLATILITY

UK

ISH EUR MIN VOL decreases on low volume 18 May, 2018

NEWS BITES - ETF

iShares MSCI Europe Minimum Volatility UCITS ETF (L:IMV), the 35th largest Exchange Traded Fund by market cap in the United Kingdom, has decreased GBX5.75 (or 0.2%) from its last trading session of May 17, 2018 to close at GBX3,680.75. Compared with the Morgan Stanley Capital International United Kingdom Index [MSCI UNITED KINGDOM] which fell 21.1 points (0.2%) in the day, the relative price increase was 0.01%. The volume was 0.1 times the average daily trading of 13,313 units.

Price Change %1 Month3 Month6 Month1 Year
IMV4.14.71.73.9
MSCI UNITED KINGDOM6.87.97.57.5

THE PAST FOUR YEARS

ISH EUR MIN VOL rises for a fourth consecutive year, a four-year rise of 43%

iShares MSCI Europe Minimum Volatility UCITS ETF (L:IMV), extended its rise from 2.0% three years ago to 22.1% two years ago to 3.9% a year ago. In the past four years it has risen GBX1,107.75 (43.1%), compared with the Morgan Stanley Capital International United Kingdom Index which rose 2,802.4 points (30.3%) in the four years for a relative price increase of 12.8%.

SECTION 1

ISH EUR MIN VOL BEARISH SIGNALS

1.1 Technicals:

+ The price decreased 0.3% in the last week.

1.2 Overbought/Bearish/Resistance Signals:

+ The Money Flow Index [MFI] is 89.4 suggesting an overbought 14-day trend, being above 80. The Money Ratio of 8.4 suggests positive money flow was 8.4 times negative money flow.

SECTION 2

ISH EUR MIN VOL BULLISH SIGNALS

2.1 Technicals:

+ The present value of GBP1,000 (PV1000) invested five years ago in ISH EUR MIN VOL is GBP1,531, for a capital gain of GBP531.

+ 5 years Multiplier in GBP = 1.531x

+ Compound Annual Growth Rate (CAGR) in GBP = 8.9%

Present Value of USD1,000 invested 5 years ago:

+ The present value of USD1,000 (PV1000) invested five years ago in ISH EUR MIN VOL is $US1,352, for a capital gain of $US352.

+ 5 years ago GBP 1 equalled USD 1.53

+ 5 years Multiplier in USD = 1.352x

+ Compound Annual Growth Rate (CAGR) in USD = 6.2%

2.2 High Performance Indicators:

DescriptionValueRank In Market
Price/MAP501.04In Top 4%
Price/MAP2001.0In Top Quartile
% Prem to Vol Wtd Price2.8In Top Quartile

SECTION 3

PRICE VOLUME DYNAMICS

3.1 Technicals:

+ ISH EUR MIN VOL is at a discount of 1.6% to its 12-month high of GBX3,740.0 on September 01, 2017. It is also at a premium of 8.6% to the 12-month low of GBX3,388.50 on March 26.

+ The present value of GBP1,000 (PV1000) invested one year ago in ISH EUR MIN VOL is GBP1,039, for a capital gain of GBP39.

A comparison with Morgan Stanley Capital International World Index [MSCI World] and Morgan Stanley Capital International United Kingdom Index [MSCI UNITED KINGDOM] is shown below:

PV10001-week1-month1-year
IMV.L9971,0411,039
MSCI World1,0011,0121,127
MSCI UNITED KINGDOM1,0071,0401,082

3.2 The Best 3 weeks in the past quarter [Relative Price Change or RPC]

Mon-FriChange %MSCI UNITED KINGDOM Change %RPC %Vol Ind [1 is avg]
Feb 12-163.43.20.20.3
Mar 05-092.42.30.10.8
Mar 26-302.120.10.1

3.3 The Worst 3 weeks in the past quarter [Relative Price Change or RPC]

Mon-FriChange %MSCI UNITED KINGDOM Change %RPC %Vol Ind [1 is avg]
Mar 19-23-3.1-3.20.10.1
Feb 26-Mar 02-1.4-2.40.90.1
Mar 12-16-0.9-0.901.7

3.4 Trailing 3 months

TurnoverUS$22.6 million
Volume472,344
Volume Index (1 is avg)0.5

3.5 Trailing Price Change %

3-Year price change of 30% for IMV outperformed the change of 17.4% in the Morgan Stanley Capital International World Index [MSCI World] for a relative price change of 12.6%.

Price Change %QuarterYear3 Years
IMV4.73.930
MSCI World-0.612.517.4

3.6 MCap - Historical Perspective

In the past 3 years Market Capitalization has increased by GBP9.3 billion from GBX30.9 billion to GBX40.2 billion. Based on a dynamic start date of 3 years ago, there has been only 1 decline in MCap over the last 3 years.

Close PriceMCap (GBP B)MCap (US$ M)
LastGBX3,686.5040.2544.6
1 Year agoGBX3,585.5039.1-
2 Years agoGBX2,933.032459.1
3 Years agoGBX2,832.030.9487.7

3.7 Year-on-Year Comparison (Trailing year - ended 30 Apr)

In the past 5 years, IMV has jumped 56.0% from 2,319 to 3,617.25, an average annual compound rise of 9.3%.

201820172016201520142013
Close3,617.253,4162,921.52,832.52,540.52,319
% Price Change5.916.93.111.59.6
Avg Daily Volume13,60827,77723,48316,8864,578815
VWP3,598.963,133.542,763.642,775.212,390.922,255.75
Turnover Period3 yrs 4 mo4 yrs 4 mo2 yrs 5 mo4 yrs 30 d4 yrs 4 mo4 yrs 4 mo
Price Range3,388.5 - 3,7402,816.28 - 3,4652,574 - 3,0272,399.75 - 2,923.52,172.5 - 2,5432,028 - 2,326.5

In the past 5 years average daily volume has jumped 1,569.7% from 815 units to 13,608 units. Turnover period has decreased from 4 years 4 months to 3 years 4 months.

SECTION 4

RANKING

4.1 Global Rank out of 5,557 ETFs

Its 6-month relative strength (or price percentile rank) in USD is 18.

DescriptionValueRankQuartile
Net Assets (US$)1.2B583Top
Rel Strength 6 Mo (US$)184564Bottom

May 18, 2018: GBP 1 equals USD 1.3509

4.2 Rank in the Total United Kingdom ETF Market [out of 557 ETFs]

DescriptionValueRank
Rel Strength 6 Mon (GBP)69171
PV1000-1Year (GBP)1,039191

SECTION 5

PROFILE

5.1 Description

iShares MSCI Europe Minimum Volatility UCITS ETF is an open-end, UCITS compliant exchange traded fund incorporated in Ireland. The Fund aims to track the performance of the MSCI Europe Minimum Volatility Index. The fund reinvests income received back into the fund.

5.2 SNAPSHOT

iShares MSCI Europe Minimum Volatility UCITS ETF (L:IMV)

ISIN: IE00B86MWN23

Inception DateDecember 03, 2012
Expense Ratio0.2% of average net assets
CategoryEuropean Region-Equity
Asset ClassEquity ETF

5.3 ETF Summary

LastGBX3,686.50
Volume7,804
Volume Index (1 is avg)0.6
Market CapGBP401.8 million [US$544.6 million]
Day's Range3,644.00 - 3,686.50
52-Week Range3,388.50 - 3,740.00
Units Outstanding10,900,000
Relative Strength (3 mo)80

5.4 Management Fees

+ The management fee is 0.25% of total assets

SECTION 6

TOP HOLDINGS & PORTFOLIO ALLOCATION

6.1 Top Holdings (January 29, 2018)

HoldingsWeight (%)
Diageo PLC1.5
Swisscom AG1.5
Sampo Oyj1.5
Groep Brussel Lambert NV1.5
Kuehne und Nagel International AG1.5
L'Oreal SA1.5
National Grid PLC1.5
Randgold Resources Ltd1.5
Vodafone Group PLC1.5
Iberdrola SA1.5

6.2 Asset Allocation (December 19, 2017)

Asset Class%
Non-UK stock77.5
UK stock22.1
Cash0.4

6.3 Sector Breakdown (January 29, 2018)

Sector%
Financial Services15.7
Healthcare14.3
Industrials11.2
Utilities9.5
Communication Services8.8
Consumer Cyclical8.5
Other4.8
Basic Materials4.3
Energy3.3

IMV.L

Source: www.BuySellSignals.com