Blackrock Systematic Multi Strategy Fund Market Value
| BKMBX Fund | USD 10.29 0.02 0.19% |
| Symbol | Blackrock |
Blackrock Systematic '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 Systematic'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 Systematic.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Blackrock Systematic on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Systematic Multi Strategy or generate 0.0% return on investment in Blackrock Systematic over 90 days. Blackrock Systematic is related to or competes with Praxis Genesis, Qs Defensive, L Abbett, Growth Fund, Upright Growth, Growth Allocation, and Gamco International. The fund seeks to achieve its investment objective by investing in a range of global asset classes, with a focus on fixe... More
Blackrock Systematic 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 Systematic'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 Systematic Multi Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2808 | |||
| Information Ratio | 0.3535 | |||
| Maximum Drawdown | 1.36 | |||
| Value At Risk | (0.39) | |||
| Potential Upside | 0.3895 |
Blackrock Systematic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Systematic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Systematic's standard deviation. In reality, there are many statistical measures that can use Blackrock Systematic historical prices to predict the future Blackrock Systematic's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | 0.0194 | |||
| Sortino Ratio | 0.3158 | |||
| Treynor Ratio | (0.21) |
Blackrock Systematic Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Systematic secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock Systematic Multi Strategy, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Systematic's risk adjusted performance of (0.02), and Mean Deviation of 0.1855 to double-check if the risk estimate we provide is consistent with the expected return of 0.0336%. The fund shows a Beta (market volatility) of 0.0387, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Systematic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Systematic is expected to be smaller as well.
Auto-correlation | 0.20 |
Weak predictability
Blackrock Systematic Multi Strategy has weak predictability. Overlapping area represents the amount of predictability between Blackrock Systematic time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Systematic price movement. The serial correlation of 0.2 indicates that over 20.0% of current Blackrock Systematic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Blackrock Systematic lagged returns against current returns
Autocorrelation, which is Blackrock Systematic 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 Systematic's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Systematic returns to help us make a trade decision. For example, suppose you find that Blackrock Systematic 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 Systematic 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 Systematic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Systematic 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 Systematic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Systematic Lagged Returns
When evaluating Blackrock Systematic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Systematic mutual fund have on its future price. Blackrock Systematic 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 Systematic autocorrelation shows the relationship between Blackrock Systematic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Systematic Multi Strategy.
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 Systematic 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 Systematic security.
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