Blackrock Future Health Etf Market Value
| BMED Etf | USD 24.51 0.31 1.25% |
| Symbol | BlackRock |
The market value of BlackRock Future Health 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 Future's value that differs from its market value or its book value, called intrinsic value, which is BlackRock Future'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 Future's market value can be influenced by many factors that don't directly affect BlackRock Future'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 Future's value and its price as these two are different measures arrived at by different means. Investors typically determine if BlackRock Future is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BlackRock Future'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 Future '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 Future'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 Future.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in BlackRock Future on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding BlackRock Future Health or generate 0.0% return on investment in BlackRock Future over 90 days. BlackRock Future is related to or competes with IShares Tech, and IShares Genomics. Under normal market conditions, the fund will invest at least 80 percent of its net assets plus any borrowings for inves... More
BlackRock Future 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 Future'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 Future Health upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0633 | |||
| Maximum Drawdown | 5.29 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.3 |
BlackRock Future Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BlackRock Future's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BlackRock Future's standard deviation. In reality, there are many statistical measures that can use BlackRock Future historical prices to predict the future BlackRock Future's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.0834 | |||
| Treynor Ratio | (0.53) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BlackRock Future'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 Future Health Backtested Returns
BlackRock Future Health secures Sharpe Ratio (or Efficiency) of -0.0725, which signifies that the etf had a -0.0725 % return per unit of standard deviation over the last 3 months. BlackRock Future Health exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BlackRock Future's risk adjusted performance of (0.06), and Mean Deviation of 0.7035 to double-check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BlackRock Future's returns are expected to increase less than the market. However, during the bear market, the loss of holding BlackRock Future is expected to be smaller as well.
Auto-correlation | -0.64 |
Very good reverse predictability
BlackRock Future Health has very good reverse predictability. Overlapping area represents the amount of predictability between BlackRock Future time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Future Health price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current BlackRock Future price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
BlackRock Future Health lagged returns against current returns
Autocorrelation, which is BlackRock Future 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 Future's etf expected returns. We can calculate the autocorrelation of BlackRock Future returns to help us make a trade decision. For example, suppose you find that BlackRock Future 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 Future 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 Future etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BlackRock Future etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BlackRock Future etf over time.
Current vs Lagged Prices |
| Timeline |
BlackRock Future Lagged Returns
When evaluating BlackRock Future's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BlackRock Future etf have on its future price. BlackRock Future 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 Future autocorrelation shows the relationship between BlackRock Future etf current value and its past values and can show if there is a momentum factor associated with investing in BlackRock Future Health.
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.When determining whether BlackRock Future Health is a strong investment it is important to analyze BlackRock Future's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact BlackRock Future's future performance. For an informed investment choice regarding BlackRock Etf, refer to the following important reports:Check out BlackRock Future Correlation, BlackRock Future Volatility and BlackRock Future Alpha and Beta module to complement your research on BlackRock Future. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
BlackRock Future 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.