Blackrock Advantage Small Fund Market Value
| BDSIX Fund | USD 16.52 0.28 1.67% |
| Symbol | Blackrock |
Blackrock Advantage '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 Advantage'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 Advantage.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Blackrock Advantage on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Advantage Small or generate 0.0% return on investment in Blackrock Advantage over 90 days. Blackrock Advantage is related to or competes with Artisan International, T Rowe, Columbia Overseas, Large Cap, and Harding Loevner. Under normal circumstances, the fund seeks to invest at least 80 percent of its net assets plus any borrowings for inves... More
Blackrock Advantage 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 Advantage'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 Advantage Small upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 5.14 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 1.37 |
Blackrock Advantage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Advantage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Advantage's standard deviation. In reality, there are many statistical measures that can use Blackrock Advantage historical prices to predict the future Blackrock Advantage's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.29) |
Blackrock Advantage Small Backtested Returns
Blackrock Advantage Small secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the fund had a -0.21 % return per unit of standard deviation over the last 3 months. Blackrock Advantage Small exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackrock Advantage's risk adjusted performance of (0.18), and Mean Deviation of 0.9416 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.96, which signifies possible diversification benefits within a given portfolio. Blackrock Advantage returns are very sensitive to returns on the market. As the market goes up or down, Blackrock Advantage is expected to follow.
Auto-correlation | -0.57 |
Good reverse predictability
Blackrock Advantage Small has good reverse predictability. Overlapping area represents the amount of predictability between Blackrock Advantage time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Advantage Small price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Blackrock Advantage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.73 |
Blackrock Advantage Small lagged returns against current returns
Autocorrelation, which is Blackrock Advantage 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 Advantage's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Advantage returns to help us make a trade decision. For example, suppose you find that Blackrock Advantage 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 Advantage 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 Advantage mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Advantage 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 Advantage mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Advantage Lagged Returns
When evaluating Blackrock Advantage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Advantage mutual fund have on its future price. Blackrock Advantage 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 Advantage autocorrelation shows the relationship between Blackrock Advantage mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Advantage Small.
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 Advantage 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 Advantage security.
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