Blackrock Large Cap Fund Market Value
| MALVX Fund | USD 30.46 0.21 0.68% |
| Symbol | Blackrock |
Blackrock Large '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 Large'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 Large.
| 09/30/2024 |
| 12/29/2024 |
If you would invest 0.00 in Blackrock Large on September 30, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Large Cap or generate 0.0% return on investment in Blackrock Large over 90 days. Blackrock Large is related to or competes with Nexpoint Real, Virtus Real, Goldman Sachs, Davis Real, and Short Real. The fund seeks to invest at least 80 percent of its net assets plus the amount of any borrowings for investment purposes... More
Blackrock Large 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 Large'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 Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 8.66 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 1.07 |
Blackrock Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Large's standard deviation. In reality, there are many statistical measures that can use Blackrock Large historical prices to predict the future Blackrock Large's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.45) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackrock Large'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 Large Cap Backtested Returns
Blackrock Large Cap secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the fund had a -0.11% return per unit of standard deviation over the last 3 months. Blackrock Large Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackrock Large's risk adjusted performance of (0.07), and Mean Deviation of 0.5841 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Large is expected to be smaller as well.
Auto-correlation | -0.09 |
Very weak reverse predictability
Blackrock Large Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between Blackrock Large time series from 30th of September 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Large Cap price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Blackrock Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 2.59 |
Blackrock Large Cap lagged returns against current returns
Autocorrelation, which is Blackrock Large 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 Large's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Large returns to help us make a trade decision. For example, suppose you find that Blackrock Large 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 Large 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 Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Large 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 Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Large Lagged Returns
When evaluating Blackrock Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Large mutual fund have on its future price. Blackrock Large 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 Large autocorrelation shows the relationship between Blackrock Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Large Cap.
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 Large 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 Large security.
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