Blackrock World Ex Etf Market Value
| LCTD Etf | USD 46.97 0.35 0.75% |
| Symbol | BlackRock |
The market value of BlackRock World ex 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 World's value that differs from its market value or its book value, called intrinsic value, which is BlackRock World'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 World's market value can be influenced by many factors that don't directly affect BlackRock World'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 World's value and its price as these two are different measures arrived at by different means. Investors typically determine if BlackRock World is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BlackRock World'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 World '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 World'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 World.
| 06/01/2024 |
| 02/26/2025 |
If you would invest 0.00 in BlackRock World on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding BlackRock World ex or generate 0.0% return on investment in BlackRock World over 270 days. BlackRock World is related to or competes with BlackRock Carbon, IShares MSCI, KraneShares California, KraneShares European, and VanEck Low. The fund seeks to outperform the price and yield performance of the MSCI World ex USA Index More
BlackRock World 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 World'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 World ex upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8091 | |||
| Information Ratio | 0.1069 | |||
| Maximum Drawdown | 3.77 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.19 |
BlackRock World Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BlackRock World's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BlackRock World's standard deviation. In reality, there are many statistical measures that can use BlackRock World historical prices to predict the future BlackRock World's volatility.| Risk Adjusted Performance | 0.0934 | |||
| Jensen Alpha | 0.0839 | |||
| Total Risk Alpha | 0.0812 | |||
| Sortino Ratio | 0.1006 | |||
| Treynor Ratio | 0.1751 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BlackRock World'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 World ex Backtested Returns
At this point, BlackRock World is very steady. BlackRock World ex secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the etf had a 0.1 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for BlackRock World ex, which you can use to evaluate the volatility of the entity. Please confirm BlackRock World's mean deviation of 0.5751, and Risk Adjusted Performance of 0.0934 to double-check if the risk estimate we provide is consistent with the expected return of 0.0775%. The etf shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BlackRock World's returns are expected to increase less than the market. However, during the bear market, the loss of holding BlackRock World is expected to be smaller as well.
Auto-correlation | 0.22 |
Weak predictability
BlackRock World ex has weak predictability. Overlapping area represents the amount of predictability between BlackRock World time series from 1st of June 2024 to 14th of October 2024 and 14th of October 2024 to 26th of February 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 World ex price movement. The serial correlation of 0.22 indicates that over 22.0% of current BlackRock World price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 1.12 |
BlackRock World ex lagged returns against current returns
Autocorrelation, which is BlackRock World 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 World's etf expected returns. We can calculate the autocorrelation of BlackRock World returns to help us make a trade decision. For example, suppose you find that BlackRock World 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 World 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 World etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BlackRock World etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BlackRock World etf over time.
Current vs Lagged Prices |
| Timeline |
BlackRock World Lagged Returns
When evaluating BlackRock World's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BlackRock World etf have on its future price. BlackRock World 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 World autocorrelation shows the relationship between BlackRock World etf current value and its past values and can show if there is a momentum factor associated with investing in BlackRock World ex.
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 World ex is a strong investment it is important to analyze BlackRock World'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 World's future performance. For an informed investment choice regarding BlackRock Etf, refer to the following important reports:Check out BlackRock World Correlation, BlackRock World Volatility and BlackRock World Alpha and Beta module to complement your research on BlackRock World. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
BlackRock World 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.