BlackRock's market value is the price at which a share of BlackRock trades on a public exchange. It measures the collective expectations of BlackRock investors about its performance. BlackRock is trading at 20845.00 as of the 18th of January 2025; that is 0.48 percent increase since the beginning of the trading day. The stock's open price was 20745.0. With this module, you can estimate the performance of a buy and hold strategy of BlackRock and determine expected loss or profit from investing in BlackRock over a given investment horizon. Check out BlackRock Correlation, BlackRock Volatility and BlackRock Alpha and Beta module to complement your research on BlackRock. For more information on how to buy BlackRock Stock please use our How to Invest in BlackRock guide.
Please note, there is a significant difference between BlackRock's value and its price as these two are different measures arrived at by different means. Investors typically determine if BlackRock is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BlackRock'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 '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's stock 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.
0.00
12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in BlackRock on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding BlackRock or generate 0.0% return on investment in BlackRock over 30 days. BlackRock is related to or competes with Ameriprise Financial, State Street, Regional SAB, and Vista Oil. The firm primarily provides its services to institutional, intermediary, and individual investors including corporate, p... More
BlackRock 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's stock 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 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for BlackRock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BlackRock's standard deviation. In reality, there are many statistical measures that can use BlackRock historical prices to predict the future BlackRock's volatility.
At this stage we consider BlackRock Stock to be very steady. BlackRock secures Sharpe Ratio (or Efficiency) of 0.0716, which signifies that the company had a 0.0716% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for BlackRock, which you can use to evaluate the volatility of the firm. Please confirm BlackRock's mean deviation of 1.1, and Risk Adjusted Performance of 0.077 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. BlackRock has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BlackRock's returns are expected to increase less than the market. However, during the bear market, the loss of holding BlackRock is expected to be smaller as well. BlackRock right now shows a risk of 1.55%. Please confirm BlackRock mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to decide if BlackRock will be following its price patterns.
Auto-correlation
-0.65
Very good reverse predictability
BlackRock has very good reverse predictability. Overlapping area represents the amount of predictability between BlackRock time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current BlackRock price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.65
Spearman Rank Test
0.38
Residual Average
0.0
Price Variance
162.9 K
BlackRock lagged returns against current returns
Autocorrelation, which is BlackRock stock'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's stock expected returns. We can calculate the autocorrelation of BlackRock returns to help us make a trade decision. For example, suppose you find that BlackRock has exhibited high autocorrelation historically, and you observe that the stock 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BlackRock stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BlackRock stock over time.
Current vs Lagged Prices
Timeline
BlackRock Lagged Returns
When evaluating BlackRock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BlackRock stock have on its future price. BlackRock 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 autocorrelation shows the relationship between BlackRock stock current value and its past values and can show if there is a momentum factor associated with investing in BlackRock.
Regressed Prices
Timeline
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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.
When running BlackRock's price analysis, check to measure BlackRock's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BlackRock is operating at the current time. Most of BlackRock's value examination focuses on studying past and present price action to predict the probability of BlackRock's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BlackRock's price. Additionally, you may evaluate how the addition of BlackRock to your portfolios can decrease your overall portfolio volatility.