Blackrock Total Stock Fund Market Value
| BASMX Fund | USD 25.09 0.56 2.18% |
| Symbol | Blackrock |
Blackrock Total '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 Total'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 Total.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Blackrock Total on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Total Stock or generate 0.0% return on investment in Blackrock Total over 90 days. Blackrock Total is related to or competes with Blackrock, Blackrock Midcap, Blackrock Small/mid, Blackrock, and Blackrock Intern. The fund seeks to track the investment results of the Russell 3000 Index, which measures the performance of the broad U.... More
Blackrock Total 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 Total'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 Total Stock upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.62 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 1.18 |
Blackrock Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Total's standard deviation. In reality, there are many statistical measures that can use Blackrock Total historical prices to predict the future Blackrock Total's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 0.7234 |
Blackrock Total Stock Backtested Returns
Blackrock Total Stock secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the fund had a -0.15 % return per unit of standard deviation over the last 3 months. Blackrock Total Stock exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackrock Total's risk adjusted performance of (0.13), and Mean Deviation of 0.7802 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Blackrock Total are expected to decrease at a much lower rate. During the bear market, Blackrock Total is likely to outperform the market.
Auto-correlation | -0.57 |
Good reverse predictability
Blackrock Total Stock has good reverse predictability. Overlapping area represents the amount of predictability between Blackrock Total 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 Total Stock price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Blackrock Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.76 |
Blackrock Total Stock lagged returns against current returns
Autocorrelation, which is Blackrock Total 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 Total's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Total returns to help us make a trade decision. For example, suppose you find that Blackrock Total 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 Total 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 Total mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Total 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 Total mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Total Lagged Returns
When evaluating Blackrock Total's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Total mutual fund have on its future price. Blackrock Total 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 Total autocorrelation shows the relationship between Blackrock Total mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Total Stock.
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 Total 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 Total security.
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