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HEWG iShares Currency Hedged MSCI Germany ETF

36.09
0.0517 (0.14%)
After Hours
Last Updated: 17:00:00
Delayed by 15 minutes

Period:

Draw Mode:

Volume 1,142
Bid Price 35.83
Ask Price 36.31
News -
Day High 36.10

Low
27.91

52 Week Range

High
36.38

Day Low 36.07
Company Name Etf Ticker Symbol Market Type
iShares Currency Hedged MSCI Germany ETF HEWG NASDAQ Exchange Traded Fund
  Price Change Change Percent Etf Price Last Traded
0.0517 0.14% 36.09 17:00:00
Open Price Low Price High Price Close Price Prev Close
36.07 36.07 36.10 36.09 36.0383
Trades Volume VWAP Dollar Volume Avg Volume 52 Week Range
26 1,142  36.09  41,214 - 27.91 - 36.38
Last Trade Time Type Quantity Etf Price Currency
16:00:00 1  36.09 USD

iShares Currency Hedged MSCI Germany ETF Financials

Market Cap Shares in Issue Float Revenue Profit/Loss EPS PE Ratio
41.48M 1.15M - 1.16M 8.56M 7.44 4.85
Short Interest Dividends Per Share Dividend Yield Ex-Div Date Insider B/S Insider % Owned
- - - -

more financials information »

News iShares Currency Hedged ...

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HEWG Historical

Period Open High Low VWAP Avg. Daily Vol Change %
1 Week36.0536.3835.4436.031,4740.040.11%
1 Month34.2936.3834.2434.904,7311.805.25%
3 Months33.6036.3833.5634.783,2012.497.41%
6 Months30.6636.3830.580133.812,5255.4317.71%
1 Year31.9636.3827.9131.644,1984.1312.92%
3 Years32.4736.3823.1729.2038,9523.6211.15%
5 Years26.9336.3818.0127.8774,8189.1634.01%

The investment seeks to track the investment results of the MSCI Germany 100% Hedged to USD Index. The fund generally will invest at least 90% of its assets in the component securities (including indirect investments through the underlying fund) and other instruments of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index. The index primarily consists of stocks traded on the Frankfurt Stock Exchange with the currency risk inherent in the securities included in the underlying index hedged to the U.S. dollar on a monthly basis.

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