Blackrock Value Opps Fund Market Value
| MASPX Fund | USD 31.39 0.15 0.48% |
| Symbol | Blackrock |
Blackrock Value '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 Value'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 Value.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Blackrock Value on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Value Opps or generate 0.0% return on investment in Blackrock Value over 30 days. Blackrock Value is related to or competes with Fulcrum Diversified, Wealthbuilder Conservative, Elfun Diversified, Guggenheim Diversified, Stone Ridge, and Lord Abbett. Under normal circumstances, the fund seeks to invest at least 80 percent of its net assets, plus the amount of any borro... More
Blackrock Value 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 Value'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 Value Opps upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8702 | |||
| Information Ratio | 0.069 | |||
| Maximum Drawdown | 6.49 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 1.7 |
Blackrock Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Value's standard deviation. In reality, there are many statistical measures that can use Blackrock Value historical prices to predict the future Blackrock Value's volatility.| Risk Adjusted Performance | 0.1411 | |||
| Jensen Alpha | 0.0425 | |||
| Total Risk Alpha | 0.0235 | |||
| Sortino Ratio | 0.0807 | |||
| Treynor Ratio | 0.1486 |
Blackrock Value Opps Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Value Opps secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the fund had a 0.15% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock Value Opps, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Value's risk adjusted performance of 0.1411, and Mean Deviation of 0.7384 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund shows a Beta (market volatility) of 1.24, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Blackrock Value will likely underperform.
Auto-correlation | -0.84 |
Excellent reverse predictability
Blackrock Value Opps has excellent reverse predictability. Overlapping area represents the amount of predictability between Blackrock Value time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Value Opps price movement. The serial correlation of -0.84 indicates that around 84.0% of current Blackrock Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Blackrock Value Opps lagged returns against current returns
Autocorrelation, which is Blackrock Value 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 Value's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Value returns to help us make a trade decision. For example, suppose you find that Blackrock Value 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 Value 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 Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Value 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 Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Value Lagged Returns
When evaluating Blackrock Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Value mutual fund have on its future price. Blackrock Value 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 Value autocorrelation shows the relationship between Blackrock Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Value Opps.
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 Value 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 Value security.
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