Blackrock Large Cap Fund Market Value
| MKFOX Fund | USD 8.55 0.15 1.79% |
| 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.
| 12/01/2024 |
| 03/01/2025 |
If you would invest 0.00 in Blackrock Large on December 1, 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 Invesco Gold, Global Gold, Wells Fargo, Precious Metals, Investment Managers, and Gold. The fund is an aggressive growth fund that invests primarily in common stock of not less than 25 to not more than 45 com... 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 | (0.03) | |||
| Maximum Drawdown | 6.69 | |||
| Value At Risk | (2.55) | |||
| Potential Upside | 1.78 |
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 | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 0.1832 |
Blackrock Large Cap Backtested Returns
Blackrock Large Cap secures Sharpe Ratio (or Efficiency) of -0.0668, which signifies that the fund had a -0.0668 % 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 mean deviation of 0.9897, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Blackrock Large are expected to decrease at a much lower rate. During the bear market, Blackrock Large is likely to outperform the market.
Auto-correlation | 0.44 |
Average predictability
Blackrock Large Cap has average predictability. Overlapping area represents the amount of predictability between Blackrock Large time series from 1st of December 2024 to 15th of January 2025 and 15th of January 2025 to 1st of March 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 Large Cap price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Blackrock Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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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