SHY · iShares 1-3 Year Treasury Bond ETF
Price
Snapshot
50 fields · last close| Market Cap | — |
| P/E | — |
| Float | — |
| Beta | 0.05 |
| Volatility | 5.0% |
| Exchange | — |
| Sector | — |
| Cap tier | — |
| Macro sensitivity | Low |
| Clavix score | 96.6 |
| Price | 81.32 |
| Change | −0.05% |
| Prev Close | 81.36 |
| Open | 81.30 |
| Day Low | 81.28 |
| Day High | 81.38 |
| Avg Vol | 4 |
| Avg $ Vol | $319.2M |
| 52W High | 83.20 |
| 52W Low | 80.95 |
| 52W Pos | 16.4% |
| From High | −2.26% |
| From Low | +0.46% |
| Max DD 1Y | −2.56% |
| Spread | 0.10% |
| Liquidity | Normal |
| SMA 20 | +0.17% |
| SMA 50 | −0.26% |
| SMA 200 | −1.05% |
| RSI (14) | 54.5 |
| Vol 30D | 1.6% |
| Vol 90D | 1.8% |
| 1Y Range | 81–83 |
| Daily bars | 536 |
| Perf Week | +0.20% |
| Perf Month | +0.00% |
| Perf Quarter | −0.73% |
| Perf Half Y | −1.55% |
| Perf Year | −1.96% |
| Perf YTD | −1.86% |
| Prev Day | −0.05% |
| Clavix | A+ |
| Debt / Eq | — |
| Curr Ratio | — |
| Int Cover | — |
| FCF Margin | — |
| Rev Growth | — |
| Profit | Mixed |
| Leverage | Moderate |
| Sector rank | — |
Clavix risk grade
regraded every trading daySHY grades A+, 96.6 of 100. Steadiest on Sector Resilience (95), most exposed on News Sentiment (33, weak). 3 of the 4 weighted dimensions sit above the all-names median.
How rough the ride is
| SHY | |
|---|---|
| Betavs the overall market · lower is steadier | 0.05 |
| Volatilityannualized | 5.0% |
| Max drawdown, past yearworst peak-to-trough fall | −2.6% |
| Typical daily movemedian absolute daily change | 0.05% |
| Days beyond ±3%of the last 252 sessions | 0 (0%) |
How its days are spread
Daily returns over the last 252 sessions in 1% bins. Moves beyond ±6% land in the end bins.
52-week range
The bar runs from the lowest to the highest close of the last 252 sessions; the marker is the latest close.
Drawdown from the 1-year peak
Percent below the running high over the last 12 months. Zero is a fresh high.
Market sensitivity
| SHY | |
|---|---|
| Beta to the markethow much it swings with the S&P 500 · lower is safer | 0.05 |
| Macro sensitivityrate, dollar and credit exposure bucket | Low |
Where it sits on the macro scale
Low means rates, the dollar and credit spreads barely move it. Very High means they drive a large share of its swings.
Where it ranks in its sector
Rank by Clavix score within the sector. Right is the top of the sector.
Price performance
| SHY | |
|---|---|
| 1 week | +0.2% |
| 1 month | 0.0% |
| Year to date | −1.9% |
| 1 year | −2.0% |
Context for the rank, not itself a risk measure.
Recent coverage, scored
| SHY | |
|---|---|
| Articles scoredthe most recent scored coverage, up to 30 | 21 since 1 Apr |
| Average score0 most bearish, 100 most bullish | 43 |
| Bullish · bearisharticles above 60 · below 40 | 4 · 10 |
| Directionarticles whose tone is improving vs worsening | 3 ↑ 9 ↓ |
Where the article scores land
Each bar is a 10-point band of article scores. Below 40 reads bearish, above 60 bullish.
Growth
| SHY | |
|---|---|
| Revenue growthyear over year | — |
Financial Health is shown but does not count toward the grade. Why
0–100, higher is safer. The tick on each bar is the all-names median. Click a dimension for the evidence behind it. Financial Health is shown but does not count toward the grade.
Recent news
most recent scored articles · the chip is the article’s score · click to openThe article says Treasury bond yields are climbing in a way not seen since the early U.S. government's debt problems, pushing up mortgage rates, hurting retirement accounts, and raising the cost of federal borrowing. The piece frames this as bad news for President Trump.
The article says that bonds are offering the best yields in years yet still hurting portfolio returns, and a growing number of Wall Street managers are considering shorting Treasuries outright as a replacement for the bond half of the traditional 60/40 stock/bond portfolio.
The article says global competition for capital is keeping bond yields high, and the September rise in 10-year Treasury yields was entirely driven by real yields (the return above inflation), as measured by the TIPS market, which is the part of the Treasury market where bonds are protected against inflation. The article does not provide enough detail to draw specific conclusions.
The article reports that US 10-year government bond yields hit their highest level since 2002, then pulled back as Treasuries rebounded from a broader global bond selloff. The body is too short to establish specific drivers.
The article says U.S. Treasury 10-year yields are 2 basis points from their 2007 peak and notes four converging forces keeping pressure on mortgages, stock valuations, and portfolios. The body text provided is only a single introductory sentence, so no further detail is available.
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