Blackrock Moderate Prepared Fund Market Value
| BAMPX Fund | USD 12.56 0.06 0.48% |
| Symbol | Blackrock |
Blackrock Moderate '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 Moderate'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 Moderate.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Blackrock Moderate on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Moderate Prepared or generate 0.0% return on investment in Blackrock Moderate over 90 days. Blackrock Moderate is related to or competes with Blackrock Conservative, Blackrock Gwth, Blackrock Aggressive, Blackrock Moderate, and Blackrock Incm. The fund, which is a fund of funds, normally obtains exposure to equity securities in an amount equal to 40 percent of i... More
Blackrock Moderate 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 Moderate'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 Moderate Prepared upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0981 | |||
| Maximum Drawdown | 2.29 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.7059 |
Blackrock Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Moderate's standard deviation. In reality, there are many statistical measures that can use Blackrock Moderate historical prices to predict the future Blackrock Moderate's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 4.0E-4 | |||
| Treynor Ratio | (0.20) |
Blackrock Moderate Backtested Returns
Blackrock Moderate secures Sharpe Ratio (or Efficiency) of -0.0799, which signifies that the fund had a -0.0799 % return per unit of standard deviation over the last 3 months. Blackrock Moderate Prepared exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackrock Moderate's risk adjusted performance of (0.1), and Mean Deviation of 0.3762 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackrock Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Moderate is expected to be smaller as well.
Auto-correlation | -0.68 |
Very good reverse predictability
Blackrock Moderate Prepared has very good reverse predictability. Overlapping area represents the amount of predictability between Blackrock Moderate time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Moderate price movement. The serial correlation of -0.68 indicates that around 68.0% of current Blackrock Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Blackrock Moderate lagged returns against current returns
Autocorrelation, which is Blackrock Moderate 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 Moderate's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Moderate returns to help us make a trade decision. For example, suppose you find that Blackrock Moderate 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 Moderate 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 Moderate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Moderate 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 Moderate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Moderate Lagged Returns
When evaluating Blackrock Moderate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Moderate mutual fund have on its future price. Blackrock Moderate 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 Moderate autocorrelation shows the relationship between Blackrock Moderate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Moderate Prepared.
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 Moderate 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 Moderate security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |