Blackrock Enhanced Capital Fund Market Value

CII Fund  USD 19.10  0.29  1.54%   
Blackrock Enhanced's market value is the price at which a share of Blackrock Enhanced trades on a public exchange. It measures the collective expectations of Blackrock Enhanced Capital investors about its performance. Blackrock Enhanced is trading at 19.10 as of the 24th of March 2025. This is a 1.54 percent increase since the beginning of the trading day. The fund's open price was 18.81.
With this module, you can estimate the performance of a buy and hold strategy of Blackrock Enhanced Capital and determine expected loss or profit from investing in Blackrock Enhanced over a given investment horizon. Check out Blackrock Enhanced Correlation, Blackrock Enhanced Volatility and Blackrock Enhanced Alpha and Beta module to complement your research on Blackrock Enhanced.
Symbol

Please note, there is a significant difference between Blackrock Enhanced's value and its price as these two are different measures arrived at by different means. Investors typically determine if Blackrock Enhanced is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blackrock Enhanced'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 Enhanced '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 Enhanced's 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 Enhanced.
0.00
12/24/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/24/2025
0.00
If you would invest  0.00  in Blackrock Enhanced on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Enhanced Capital or generate 0.0% return on investment in Blackrock Enhanced over 90 days. Blackrock Enhanced is related to or competes with Blackrock Resources, Blackrock International, BlackRock Global, Eaton Vance, BlackRock Health, Cohen, and Duff. BlackRock Enhanced Capital and Income Fund, Inc More

Blackrock Enhanced 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 Enhanced's 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 Enhanced Capital upside and downside potential and time the market with a certain degree of confidence.

Blackrock Enhanced Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Enhanced's standard deviation. In reality, there are many statistical measures that can use Blackrock Enhanced historical prices to predict the future Blackrock Enhanced's volatility.
Hype
Prediction
LowEstimatedHigh
17.9318.8119.69
Details
Intrinsic
Valuation
LowRealHigh
18.1419.0219.90
Details

Blackrock Enhanced Backtested Returns

Blackrock Enhanced secures Sharpe Ratio (or Efficiency) of -0.074, which signifies that the fund had a -0.074 % return per unit of standard deviation over the last 3 months. Blackrock Enhanced Capital exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackrock Enhanced's risk adjusted performance of (0.05), and Mean Deviation of 0.7637 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackrock Enhanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Enhanced is expected to be smaller as well.

Auto-correlation

    
  -0.84  

Excellent reverse predictability

Blackrock Enhanced Capital has excellent reverse predictability. Overlapping area represents the amount of predictability between Blackrock Enhanced time series from 24th of December 2024 to 7th of February 2025 and 7th of February 2025 to 24th 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 Enhanced price movement. The serial correlation of -0.84 indicates that around 84.0% of current Blackrock Enhanced price fluctuation can be explain by its past prices.
Correlation Coefficient-0.84
Spearman Rank Test-0.74
Residual Average0.0
Price Variance0.8
Blackrock ReturnsBlackrock Lagged ReturnsDiversified AwayBlackrock ReturnsBlackrock Lagged ReturnsDiversified Away100%

Blackrock Enhanced lagged returns against current returns

Autocorrelation, which is Blackrock Enhanced 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 Enhanced's fund expected returns. We can calculate the autocorrelation of Blackrock Enhanced returns to help us make a trade decision. For example, suppose you find that Blackrock Enhanced has exhibited high autocorrelation historically, and you observe that the 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   
JavaScript chart by amCharts 3.21.15Feb 10Feb 17Feb 24MarMar 10Mar 17Mar 24-10%-8%-6%-4%-2%0%2%4% 100200300400500600700800
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Blackrock Enhanced 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 Enhanced fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Enhanced fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackrock Enhanced fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 10Feb 17Feb 24MarMar 10Mar 17Mar 2418.519.019.520.020.521.0
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Blackrock Enhanced Lagged Returns

When evaluating Blackrock Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Enhanced fund have on its future price. Blackrock Enhanced 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 Enhanced autocorrelation shows the relationship between Blackrock Enhanced fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Enhanced Capital.
   Regressed Prices   
JavaScript chart by amCharts 3.21.152025FebMar18.519.019.520.020.521.0
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

Currently Active Assets on Macroaxis

Other Information on Investing in Blackrock Fund

Blackrock Enhanced financial ratios help investors to determine whether Blackrock 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 Enhanced security.
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
News Freq…Investor S…