iShares Usd Floating Rate Bond



Snapshot
TickerFLOA.LSE
DescriptioniShares Usd Floating Rate Bond
GroupEtf
CurncyUSD
CountryUK
CategoryEtf Fixed Income Aggregate
IsinIE00BDFGJ627
Last Trade19/10/21
Last Price5.333
Last SignalLong
Last signal change25/03/20
Last Buy4.89
Current Stop5.25
Current Profit %9.06%
Current Stop %1.64%

Notes

Stat Signals
Instr12 o'clockGroupCurncyCountryCategory
Trend Long100.00%93.57%69.90%60.43%56.80%37.79%
Trend Out4.78%28.52%38.84%42.27%61.56%
Buy @ next1.60%1.21%0.49%0.41%0.65%
Sell @ Next0.05%0.37%0.23%0.53%

Cyclic Analysis
InstrGroupCurncyCountryCategory
1 o'clock16.74%13.86%15.85%10.68%
2 o'clock8.39%11.00%10.49%6.00%
3 o'clock4.68%6.62%12.92%14.55%
4 o'clock3.02%4.59%7.62%3.91%
5 o'clock1.55%2.65%3.84%12.71%
6 o'clock7.01%12.06%8.42%20.80%
7 o'clock5.12%8.59%8.43%18.19%
8 o'clock3.09%4.04%6.25%1.42%
9 o'clock2.26%2.80%2.40%1.02%
10 o'clock1.20%1.52%1.57%3.22%
11 o'clock0.85%1.07%1.67%1.06%
12 o'clock100.00%46.09%31.19%20.55%6.45%

Notes

Trend analysis & Cyclical opportunities
Instr12 o'clockGroupCurncyCountryCategory
Weekly pos. trend74.00%54.33%52.42%51.46%50.59%45.02%
Weekly neg. trend26.00%45.67%47.59%48.54%49.41%54.98%

Range Min MaxInstrClockGroupCurncyCountryCategory
Average87.94%64.90%61.34%49.57%20.78%
1 Week66.67%86.29%71.85%66.69%64.10%31.84%
2 Weeks66.67%90.06%73.65%69.32%63.84%24.77%
5 Weeks60.00%89.77%64.90%61.52%46.15%17.74%
10 Weeks71.43%85.91%58.78%55.88%41.36%18.30%

Notes

Statistics
Instr12 o'clockGroupCurncyCountryCategory
Correlation with clock69.70%39.84%42.01%28.85%29.05%48.54%
Return / Risk57.82%61.35%61.56%47.36%45.05%54.89%
Std Dev.6.03%29.58%19.51%46.72%36.11%5.08%
Max loss from peak1.56%22.67%15.62%30.95%28.26%4.84%
1 day change 0.53%0.13%-0.02%0.02%-0.17%
1 week change 0.04%3.44%1.48%2.66%1.93%-0.01%
1 month change 0.01%6.89%1.87%1.83%-1.29%-0.88%
3 month change 0.10%14.18%2.86%5.37%3.19%-0.88%
1 year change 0.77%66.14%22.17%63.88%45.17%-1.18%
3 year change 5.15%85.17%33.20%136.92%69.95%7.20%
1 day change with A.I.0.46%0.11%0.11%0.13%-0.06%
1 week change with A.I.0.04%2.78%1.07%1.58%1.36%-0.07%
1 month change with A.I.0.01%5.13%1.28%1.14%-1.16%-0.47%
3 month change with A.I.0.10%10.28%2.14%3.76%2.61%-0.49%
1 year change with A.I.0.77%50.86%21.03%63.70%41.69%-0.17%
3 year change with A.I.13.38%142.42%62.78%248.30%128.93%11.57%

Instr12 o'clockGroupCurncyCountryCategory
Num. of items124292558222341252
Annual turnover0.4301.141.041.351.140.860
Liquidity ratio0.7700.6300.5900.5800.5900.510

Portfolios

Operations
DateOperationPriceVar.Duration
25/03/20Bought4.89
24/03/20Buy @ Next Open
10/03/20Sold5.274.64%1 yr 8 mth 12 day
09/03/20Sell @ Next Open
02/07/18Bought5.04
29/06/18Buy @ Next Open