Blackrock All Cap Energy Fund Market Value
| BACAX Fund | USD 13.36 0.05 0.38% |
| Symbol | Blackrock |
Blackrock All '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 All'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 All.
| 12/23/2022 |
| 12/12/2024 |
If you would invest 0.00 in Blackrock All on December 23, 2022 and sell it all today you would earn a total of 0.00 from holding Blackrock All Cap Energy or generate 0.0% return on investment in Blackrock All over 720 days. Blackrock All is related to or competes with Blackrock California, Blackrock Balanced, Blackrock Eurofund, Blackrock Funds, Blackrock Equity, Blackrock Advantage, and Blackrock Large. The fund invests at least 80 percent of its total assets in equity securities of global energy and natural resources com... More
Blackrock All 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 All'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 All Cap Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 5.09 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 1.43 |
Blackrock All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock All's standard deviation. In reality, there are many statistical measures that can use Blackrock All historical prices to predict the future Blackrock All's volatility.| Risk Adjusted Performance | 0.0436 | |||
| Jensen Alpha | 0.0171 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1771 |
Blackrock All Cap Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock All Cap secures Sharpe Ratio (or Efficiency) of 0.0405, which signifies that the fund had a 0.0405% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Blackrock All Cap Energy, which you can use to evaluate the volatility of the entity. Please confirm Blackrock All's mean deviation of 0.8006, and Risk Adjusted Performance of 0.0436 to double-check if the risk estimate we provide is consistent with the expected return of 0.0428%. The fund shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock All's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock All is expected to be smaller as well.
Auto-correlation | -0.08 |
Very weak reverse predictability
Blackrock All Cap Energy has very weak reverse predictability. Overlapping area represents the amount of predictability between Blackrock All time series from 23rd of December 2022 to 18th of December 2023 and 18th of December 2023 to 12th of December 2024. 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 All Cap price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Blackrock All price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Blackrock All Cap lagged returns against current returns
Autocorrelation, which is Blackrock All 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 All's mutual fund expected returns. We can calculate the autocorrelation of Blackrock All returns to help us make a trade decision. For example, suppose you find that Blackrock All 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 All 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 All mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock All 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 All mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock All Lagged Returns
When evaluating Blackrock All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock All mutual fund have on its future price. Blackrock All 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 All autocorrelation shows the relationship between Blackrock All mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock All Cap Energy.
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 All 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 All security.
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