Blackrock Gbl Dividend Fund Market Value
| BABDX Fund | USD 12.42 0.06 0.48% |
| Symbol | Blackrock |
Blackrock Gbl 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Blackrock Gbl's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Blackrock Gbl.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in Blackrock Gbl on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Blackrock Gbl Dividend or generate 0.0% return on investment in Blackrock Gbl over 30 days. Blackrock Gbl is related to or competes with Transamerica Cleartrack, Vanguard Target, Voya Target, Calvert Moderate, Tiaa Cref, Moderate Strategy, and Hartford Moderate. The investment seeks to provide a level of current income that exceeds the average yield on global stocks generally More
Blackrock Gbl Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Blackrock Gbl's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Blackrock Gbl Dividend upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.59 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.21 |
Blackrock Gbl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Gbl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Gbl's standard deviation. In reality, there are many statistical measures that can use Blackrock Gbl historical prices to predict the future Blackrock Gbl's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | 0.0111 | |||
| Treynor Ratio | 0.5131 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackrock Gbl's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Blackrock Gbl Dividend Backtested Returns
Blackrock Gbl Dividend secures Sharpe Ratio (or Efficiency) of -0.0912, which signifies that the fund had a -0.0912 % return per unit of standard deviation over the last 3 months. Blackrock Gbl Dividend exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackrock Gbl's risk adjusted performance of (0.07), and Mean Deviation of 0.6354 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Blackrock Gbl are expected to decrease at a much lower rate. During the bear market, Blackrock Gbl is likely to outperform the market.
Auto-correlation | -0.7 |
Very good reverse predictability
Blackrock Gbl Dividend has very good reverse predictability. Overlapping area represents the amount of predictability between Blackrock Gbl time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Blackrock Gbl Dividend price movement. The serial correlation of -0.7 indicates that around 70.0% of current Blackrock Gbl price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blackrock Gbl Dividend lagged returns against current returns
Autocorrelation, which is Blackrock Gbl mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Blackrock Gbl's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Gbl returns to help us make a trade decision. For example, suppose you find that Blackrock Gbl has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Blackrock Gbl regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Blackrock Gbl mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Gbl mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackrock Gbl mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Gbl Lagged Returns
When evaluating Blackrock Gbl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Gbl mutual fund have on its future price. Blackrock Gbl autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Blackrock Gbl autocorrelation shows the relationship between Blackrock Gbl mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Gbl Dividend.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Blackrock Mutual Fund
Blackrock Gbl financial ratios help investors to determine whether Blackrock Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Blackrock with respect to the benefits of owning Blackrock Gbl security.
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