Blackrock Intl A Fund Market Value
| MDILX Fund | USD 19.10 0.04 0.21% |
| Symbol | Blackrock |
Blackrock Intl '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 Intl'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 Intl.
| 12/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in Blackrock Intl on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Intl A or generate 0.0% return on investment in Blackrock Intl over 30 days. Blackrock Intl is related to or competes with Blackrock California, Blackrock Balanced, Blackrock Eurofund, Blackrock Funds, Blackrock Emerging, Blackrock Equity, and Blackrock Advantage. The fund invests primarily in stocks of companies located outside the United States More
Blackrock Intl 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 Intl'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 Intl A upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 4.15 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.01 |
Blackrock Intl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Intl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Intl's standard deviation. In reality, there are many statistical measures that can use Blackrock Intl historical prices to predict the future Blackrock Intl's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.81) |
Blackrock Intl A Backtested Returns
Blackrock Intl A secures Sharpe Ratio (or Efficiency) of -0.0891, which signifies that the fund had a -0.0891% return per unit of standard deviation over the last 3 months. Blackrock Intl A exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackrock Intl's mean deviation of 0.5885, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0849, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Intl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Intl is expected to be smaller as well.
Auto-correlation | 0.01 |
Virtually no predictability
Blackrock Intl A has virtually no predictability. Overlapping area represents the amount of predictability between Blackrock Intl time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th of January 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 Intl A price movement. The serial correlation of 0.01 indicates that just 1.0% of current Blackrock Intl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blackrock Intl A lagged returns against current returns
Autocorrelation, which is Blackrock Intl 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 Intl's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Intl returns to help us make a trade decision. For example, suppose you find that Blackrock Intl 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 Intl 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 Intl mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Intl 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 Intl mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Intl Lagged Returns
When evaluating Blackrock Intl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Intl mutual fund have on its future price. Blackrock Intl 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 Intl autocorrelation shows the relationship between Blackrock Intl mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Intl A.
Regressed Prices |
| Timeline |
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| TRX | TRON | |
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Other Information on Investing in Blackrock Mutual Fund
Blackrock Intl 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 Intl security.
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