Blackrock Large Cap Etf Market Value
| BLCR Etf | 30.93 0.70 2.32% |
| Symbol | BlackRock |
The market value of BlackRock Large Cap is measured differently than its book value, which is the value of BlackRock that is recorded on the company's balance sheet. Investors also form their own opinion of BlackRock Large's value that differs from its market value or its book value, called intrinsic value, which is BlackRock Large's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because BlackRock Large's market value can be influenced by many factors that don't directly affect BlackRock Large's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between BlackRock Large's value and its price as these two are different measures arrived at by different means. Investors typically determine if BlackRock Large is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BlackRock Large's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
BlackRock Large '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 Large's etf 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 Large.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in BlackRock Large on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding BlackRock Large Cap or generate 0.0% return on investment in BlackRock Large over 90 days. BlackRock Large is related to or competes with FT Vest, Northern Lights, Dimensional International, First Trust, EA Series, FT Cboe, and FT Cboe. BlackRock Large is entity of United States More
BlackRock Large 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 Large's etf 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 Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.65 | |||
| Value At Risk | (3.24) | |||
| Potential Upside | 1.5 |
BlackRock Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BlackRock Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BlackRock Large's standard deviation. In reality, there are many statistical measures that can use BlackRock Large historical prices to predict the future BlackRock Large's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0451 | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BlackRock Large'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 Large Cap Backtested Returns
BlackRock Large Cap secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the etf had a -0.1 % return per unit of standard deviation over the last 3 months. BlackRock Large Cap exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BlackRock Large's risk adjusted performance of (0.07), and Mean Deviation of 0.9924 to double-check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.97, which signifies possible diversification benefits within a given portfolio. BlackRock Large returns are very sensitive to returns on the market. As the market goes up or down, BlackRock Large is expected to follow.
Auto-correlation | -0.69 |
Very good reverse predictability
BlackRock Large Cap has very good reverse predictability. Overlapping area represents the amount of predictability between BlackRock Large 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 Large Cap price movement. The serial correlation of -0.69 indicates that around 69.0% of current BlackRock Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 2.16 |
BlackRock Large Cap lagged returns against current returns
Autocorrelation, which is BlackRock Large etf'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 Large's etf expected returns. We can calculate the autocorrelation of BlackRock Large returns to help us make a trade decision. For example, suppose you find that BlackRock Large has exhibited high autocorrelation historically, and you observe that the etf 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 Large 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 Large etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BlackRock Large etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BlackRock Large etf over time.
Current vs Lagged Prices |
| Timeline |
BlackRock Large Lagged Returns
When evaluating BlackRock Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BlackRock Large etf have on its future price. BlackRock Large 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 Large autocorrelation shows the relationship between BlackRock Large etf current value and its past values and can show if there is a momentum factor associated with investing in BlackRock Large Cap.
Regressed Prices |
| Timeline |
Pair Trading with BlackRock Large
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if BlackRock Large position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in BlackRock Large will appreciate offsetting losses from the drop in the long position's value.Moving together with BlackRock Etf
| 0.95 | VTI | Vanguard Total Stock | PairCorr |
| 0.95 | SPY | SPDR SP 500 | PairCorr |
| 0.95 | IVV | iShares Core SP | PairCorr |
| 0.8 | VIG | Vanguard Dividend | PairCorr |
| 0.96 | VV | Vanguard Large Cap | PairCorr |
Moving against BlackRock Etf
The ability to find closely correlated positions to BlackRock Large could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace BlackRock Large when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back BlackRock Large - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling BlackRock Large Cap to buy it.
The correlation of BlackRock Large is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as BlackRock Large moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if BlackRock Large Cap moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for BlackRock Large can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out BlackRock Large Correlation, BlackRock Large Volatility and BlackRock Large Alpha and Beta module to complement your research on BlackRock Large. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
BlackRock Large technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.