Blackrock Exchange Portfolio Fund Market Value
| STSEX Fund | USD 2,308 32.33 1.38% |
| Symbol | Blackrock |
Blackrock Exchange '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 Exchange'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 Exchange.
| 02/28/2025 |
| 03/30/2025 |
If you would invest 0.00 in Blackrock Exchange on February 28, 2025 and sell it all today you would earn a total of 0.00 from holding Blackrock Exchange Portfolio or generate 0.0% return on investment in Blackrock Exchange over 30 days. Blackrock Exchange is related to or competes with Ab High, T Rowe, Metropolitan West, Barings Us, Siit High, and Aqr Risk-balanced. The fund invests largely in, and holds a supervised portfolio comprised of, common stocks or convertible securities, bel... More
Blackrock Exchange 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 Exchange'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 Exchange Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7738 | |||
| Information Ratio | 0.0625 | |||
| Maximum Drawdown | 3.3 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.42 |
Blackrock Exchange Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Exchange's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Exchange's standard deviation. In reality, there are many statistical measures that can use Blackrock Exchange historical prices to predict the future Blackrock Exchange's volatility.| Risk Adjusted Performance | 0.0021 | |||
| Jensen Alpha | 0.0339 | |||
| Total Risk Alpha | 0.0401 | |||
| Sortino Ratio | 0.0606 | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackrock Exchange'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 Exchange Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Exchange secures Sharpe Ratio (or Efficiency) of 0.0304, which signifies that the fund had a 0.0304 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock Exchange Portfolio, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Exchange's mean deviation of 0.5736, and Risk Adjusted Performance of 0.0021 to double-check if the risk estimate we provide is consistent with the expected return of 0.0225%. The fund shows a Beta (market volatility) of 0.76, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackrock Exchange's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Exchange is expected to be smaller as well.
Auto-correlation | -0.4 |
Poor reverse predictability
Blackrock Exchange Portfolio has poor reverse predictability. Overlapping area represents the amount of predictability between Blackrock Exchange time series from 28th of February 2025 to 15th of March 2025 and 15th of March 2025 to 30th 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 Exchange price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Blackrock Exchange price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 173.86 |
Blackrock Exchange lagged returns against current returns
Autocorrelation, which is Blackrock Exchange 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 Exchange's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Exchange returns to help us make a trade decision. For example, suppose you find that Blackrock Exchange 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 Exchange 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 Exchange mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Exchange 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 Exchange mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Exchange Lagged Returns
When evaluating Blackrock Exchange's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Exchange mutual fund have on its future price. Blackrock Exchange 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 Exchange autocorrelation shows the relationship between Blackrock Exchange mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Exchange Portfolio.
Regressed Prices |
| Timeline |
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Other Information on Investing in Blackrock Mutual Fund
Blackrock Exchange 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 Exchange security.
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