Blackrock Smid Cap Growth Fund Market Value
BSDAX Fund | USD 13.06 0.18 1.40% |
Symbol | Blackrock |
Blackrock Smid-cap '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 Smid-cap'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 Smid-cap.
01/02/2025 |
| 03/03/2025 |
If you would invest 0.00 in Blackrock Smid-cap on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Blackrock Smid Cap Growth or generate 0.0% return on investment in Blackrock Smid-cap over 60 days. Blackrock Smid-cap is related to or competes with Prudential High, Gmo High, Voya High, Pax High, City National, Buffalo High, and Pace High. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings fo... More
Blackrock Smid-cap 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 Smid-cap'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 Smid Cap Growth upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.09) | |||
Maximum Drawdown | 6.09 | |||
Value At Risk | (2.72) | |||
Potential Upside | 1.67 |
Blackrock Smid-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Smid-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Smid-cap's standard deviation. In reality, there are many statistical measures that can use Blackrock Smid-cap historical prices to predict the future Blackrock Smid-cap's volatility.Risk Adjusted Performance | (0.07) | |||
Jensen Alpha | (0.13) | |||
Total Risk Alpha | (0.11) | |||
Treynor Ratio | (0.18) |
Blackrock Smid Cap Backtested Returns
Blackrock Smid Cap secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the fund had a -0.12 % return per unit of standard deviation over the last 3 months. Blackrock Smid Cap Growth exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackrock Smid-cap's risk adjusted performance of (0.07), and Mean Deviation of 1.07 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. Blackrock Smid-cap returns are very sensitive to returns on the market. As the market goes up or down, Blackrock Smid-cap is expected to follow.
Auto-correlation | -0.44 |
Modest reverse predictability
Blackrock Smid Cap Growth has modest reverse predictability. Overlapping area represents the amount of predictability between Blackrock Smid-cap time series from 2nd of January 2025 to 1st of February 2025 and 1st of February 2025 to 3rd 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 Smid Cap price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Blackrock Smid-cap price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.44 | |
Spearman Rank Test | -0.41 | |
Residual Average | 0.0 | |
Price Variance | 0.28 |
Blackrock Smid Cap lagged returns against current returns
Autocorrelation, which is Blackrock Smid-cap 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 Smid-cap's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Smid-cap returns to help us make a trade decision. For example, suppose you find that Blackrock Smid-cap 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 Smid-cap 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 Smid-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Smid-cap 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 Smid-cap mutual fund over time.
Current vs Lagged Prices |
Timeline |
Blackrock Smid-cap Lagged Returns
When evaluating Blackrock Smid-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Smid-cap mutual fund have on its future price. Blackrock Smid-cap 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 Smid-cap autocorrelation shows the relationship between Blackrock Smid-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Smid Cap Growth.
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 Smid-cap 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 Smid-cap security.
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