Blackrock Balanced Capital Fund Market Value
| MKCPX Fund | USD 27.72 0.06 0.22% |
| Symbol | Blackrock |
Blackrock Balanced '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 Balanced'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 Balanced.
| 11/19/2024 |
| 12/19/2024 |
If you would invest 0.00 in Blackrock Balanced on November 19, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Balanced Capital or generate 0.0% return on investment in Blackrock Balanced over 30 days. Blackrock Balanced is related to or competes with Msift High, Strategic Advisers, Siit High, Gmo High, Alpine High, Inverse High, and City National. The fund invests in a combination of equity securities, fixed-income securities and derivatives More
Blackrock Balanced 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 Balanced'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 Balanced Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.368 | |||
| Information Ratio | 0.0037 | |||
| Maximum Drawdown | 2.21 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.7968 |
Blackrock Balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Balanced's standard deviation. In reality, there are many statistical measures that can use Blackrock Balanced historical prices to predict the future Blackrock Balanced's volatility.| Risk Adjusted Performance | 0.0522 | |||
| Jensen Alpha | 0.0197 | |||
| Total Risk Alpha | 0.0112 | |||
| Sortino Ratio | 0.0039 | |||
| Treynor Ratio | 0.4409 |
Blackrock Balanced Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Balanced secures Sharpe Ratio (or Efficiency) of 0.0476, which signifies that the fund had a 0.0476% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Blackrock Balanced Capital, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Balanced's mean deviation of 0.2785, and Risk Adjusted Performance of 0.0522 to double-check if the risk estimate we provide is consistent with the expected return of 0.0173%. The fund shows a Beta (market volatility) of 0.0466, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Balanced is expected to be smaller as well.
Auto-correlation | -0.89 |
Excellent reverse predictability
Blackrock Balanced Capital has excellent reverse predictability. Overlapping area represents the amount of predictability between Blackrock Balanced time series from 19th of November 2024 to 4th of December 2024 and 4th of December 2024 to 19th 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 Balanced price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Blackrock Balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blackrock Balanced lagged returns against current returns
Autocorrelation, which is Blackrock Balanced 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 Balanced's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Balanced returns to help us make a trade decision. For example, suppose you find that Blackrock Balanced 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 Balanced 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 Balanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Balanced 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 Balanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Balanced Lagged Returns
When evaluating Blackrock Balanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Balanced mutual fund have on its future price. Blackrock Balanced 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 Balanced autocorrelation shows the relationship between Blackrock Balanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Balanced Capital.
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 Balanced 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 Balanced security.
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