Blackrock Developed Real Fund Market Value
| BKRDX Fund | USD 8.53 0.08 0.95% |
| Symbol | Blackrock |
Blackrock Developed '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 Developed'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 Developed.
| 12/10/2022 |
| 11/29/2024 |
If you would invest 0.00 in Blackrock Developed on December 10, 2022 and sell it all today you would earn a total of 0.00 from holding Blackrock Developed Real or generate 0.0% return on investment in Blackrock Developed over 720 days. Blackrock Developed is related to or competes with Us Real, Columbia Real, Jhancock Real, Guggenheim Risk, and Goldman Sachs. The fund seeks to track the investment results of the FTSE EPRANAREIT Developed Index, which measures the stock performa... More
Blackrock Developed 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 Developed'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 Developed Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8417 | |||
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 3.03 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.07 |
Blackrock Developed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Developed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Developed's standard deviation. In reality, there are many statistical measures that can use Blackrock Developed historical prices to predict the future Blackrock Developed's volatility.| Risk Adjusted Performance | 0.0135 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.0141 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackrock Developed's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Blackrock Developed Real Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Developed Real secures Sharpe Ratio (or Efficiency) of 0.0297, which signifies that the fund had a 0.0297% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock Developed Real, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Developed's risk adjusted performance of 0.0135, and Mean Deviation of 0.5748 to double-check if the risk estimate we provide is consistent with the expected return of 0.0212%. The fund shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Developed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Developed is expected to be smaller as well.
Auto-correlation | -0.57 |
Good reverse predictability
Blackrock Developed Real has good reverse predictability. Overlapping area represents the amount of predictability between Blackrock Developed time series from 10th of December 2022 to 5th of December 2023 and 5th of December 2023 to 29th of November 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 Developed Real price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Blackrock Developed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Blackrock Developed Real lagged returns against current returns
Autocorrelation, which is Blackrock Developed 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 Developed's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Developed returns to help us make a trade decision. For example, suppose you find that Blackrock Developed 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 Developed 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 Developed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Developed 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 Developed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Developed Lagged Returns
When evaluating Blackrock Developed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Developed mutual fund have on its future price. Blackrock Developed 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 Developed autocorrelation shows the relationship between Blackrock Developed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Developed Real.
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 Developed 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 Developed security.
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