Blackrock Inflation Protected Fund Market Value
| BPRAX Fund | USD 9.52 0.02 0.21% |
| Symbol | Blackrock |
Blackrock Inflation '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 Inflation'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 Inflation.
| 06/14/2024 |
| 12/11/2024 |
If you would invest 0.00 in Blackrock Inflation on June 14, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Inflation Protected or generate 0.0% return on investment in Blackrock Inflation over 180 days. Blackrock Inflation is related to or competes with Vanguard Inflation, Vanguard Inflation, American Funds, and American Funds. The fund invests at least 80 percent of its assets in inflation-indexed bonds of varying maturities issued by the U.S More
Blackrock Inflation 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 Inflation'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 Inflation Protected upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.52) | |||
| Maximum Drawdown | 1.04 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 0.3161 |
Blackrock Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Inflation's standard deviation. In reality, there are many statistical measures that can use Blackrock Inflation historical prices to predict the future Blackrock Inflation's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.50) |
Blackrock Inflation Backtested Returns
Blackrock Inflation secures Sharpe Ratio (or Efficiency) of -0.0682, which signifies that the fund had a -0.0682% return per unit of standard deviation over the last 3 months. Blackrock Inflation Protected exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackrock Inflation's mean deviation of 0.2062, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0419, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Inflation is expected to be smaller as well.
Auto-correlation | -0.81 |
Excellent reverse predictability
Blackrock Inflation Protected has excellent reverse predictability. Overlapping area represents the amount of predictability between Blackrock Inflation time series from 14th of June 2024 to 12th of September 2024 and 12th of September 2024 to 11th of December 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 Inflation price movement. The serial correlation of -0.81 indicates that around 81.0% of current Blackrock Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blackrock Inflation lagged returns against current returns
Autocorrelation, which is Blackrock Inflation 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 Inflation's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Inflation returns to help us make a trade decision. For example, suppose you find that Blackrock Inflation 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 Inflation 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 Inflation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Inflation 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 Inflation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Inflation Lagged Returns
When evaluating Blackrock Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Inflation mutual fund have on its future price. Blackrock Inflation 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 Inflation autocorrelation shows the relationship between Blackrock Inflation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Inflation Protected.
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 Inflation 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 Inflation security.
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