Blackrock Utility Infrastructure Stock Market Value
| BUI Stock | USD 23.89 0.04 0.17% |
| Symbol | BlackRock |
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of BlackRock Utility. If investors know BlackRock will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about BlackRock Utility listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of BlackRock Utility 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 Utility's value that differs from its market value or its book value, called intrinsic value, which is BlackRock Utility'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 Utility's market value can be influenced by many factors that don't directly affect BlackRock Utility'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 Utility's value and its price as these two are different measures arrived at by different means. Investors typically determine if BlackRock Utility is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BlackRock Utility'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 Utility '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 Utility'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 Utility.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in BlackRock Utility on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding BlackRock Utility Infrastructure or generate 0.0% return on investment in BlackRock Utility over 360 days. BlackRock Utility is related to or competes with Columbia Seligman, Eaton Vance, BlackRock Health, BlackRock Science, Blackrock Enhanced, BlackRock Health, and BlackRock Limited. BlackRock Utility, Infrastructure Power Opportunities Trust is a closed ended equity mutual fund launched by BlackRock, ... More
BlackRock Utility 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 Utility'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 Utility Infrastructure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8798 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 3.44 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.27 |
BlackRock Utility Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BlackRock Utility's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BlackRock Utility's standard deviation. In reality, there are many statistical measures that can use BlackRock Utility historical prices to predict the future BlackRock Utility's volatility.| Risk Adjusted Performance | 0.0616 | |||
| Jensen Alpha | 0.0377 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.4655 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BlackRock Utility'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 Utility Backtested Returns
BlackRock Utility is very steady at the moment. BlackRock Utility secures Sharpe Ratio (or Efficiency) of 0.0811, which signifies that the company had a 0.0811% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for BlackRock Utility Infrastructure, which you can use to evaluate the volatility of the firm. Please confirm BlackRock Utility's risk adjusted performance of 0.0616, and Mean Deviation of 0.5486 to double-check if the risk estimate we provide is consistent with the expected return of 0.06%. BlackRock Utility has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BlackRock Utility's returns are expected to increase less than the market. However, during the bear market, the loss of holding BlackRock Utility is expected to be smaller as well. BlackRock Utility right now shows a risk of 0.74%. Please confirm BlackRock Utility value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if BlackRock Utility will be following its price patterns.
Auto-correlation | 0.29 |
Poor predictability
BlackRock Utility Infrastructure has poor predictability. Overlapping area represents the amount of predictability between BlackRock Utility time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Utility price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current BlackRock Utility price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
BlackRock Utility lagged returns against current returns
Autocorrelation, which is BlackRock Utility 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 Utility's stock expected returns. We can calculate the autocorrelation of BlackRock Utility returns to help us make a trade decision. For example, suppose you find that BlackRock Utility 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 Utility 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 Utility stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BlackRock Utility stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BlackRock Utility stock over time.
Current vs Lagged Prices |
| Timeline |
BlackRock Utility Lagged Returns
When evaluating BlackRock Utility's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BlackRock Utility stock have on its future price. BlackRock Utility 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 Utility autocorrelation shows the relationship between BlackRock Utility stock current value and its past values and can show if there is a momentum factor associated with investing in BlackRock Utility Infrastructure.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether BlackRock Utility offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of BlackRock Utility's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Blackrock Utility Infrastructure Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Blackrock Utility Infrastructure Stock:Check out BlackRock Utility Correlation, BlackRock Utility Volatility and BlackRock Utility Alpha and Beta module to complement your research on BlackRock Utility. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
BlackRock Utility technical stock 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, stock market cycles, or different charting patterns.