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iShares Edge MSCI Eurp Val Fctr ETF €Acc (IEVL.L)
LSE - LSE Delayed price. Currency in EUR
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At close: 04:22PM BST
Risk statistics
3 yearsIEVL.LCategory average
5 yearsIEVL.LCategory average
10 yearsIEVL.LCategory average
Alpha
-1.5N/A
0.22N/A
0N/A
BETA
1.09N/A
1.07N/A
0N/A
Mean annual return
0.8N/A
0.81N/A
0N/A
R-squared
97.11N/A
98.1N/A
0N/A
Standard deviation
14.62N/A
19.93N/A
0N/A
Sharpe ratio
0.58N/A
0.46N/A
0N/A
Treynor ratio
7.07N/A
6.99N/A
0N/A
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