BLACKROCK INC 32 Market Value
| 09247XAN1 | 94.34 3.68 3.75% |
| Symbol | BLACKROCK |
BLACKROCK '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's bond 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.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in BLACKROCK on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding BLACKROCK INC 32 or generate 0.0% return on investment in BLACKROCK over 90 days. BLACKROCK is related to or competes with 00108WAF7, Berkshire Hathaway, Alignment Healthcare, Ast Spacemobile, WinVest Acquisition, Ultrapar Participacoes, and Hamilton Insurance. More
BLACKROCK 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's bond 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 INC 32 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.073 | |||
| Maximum Drawdown | 2.97 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.2263 |
BLACKROCK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BLACKROCK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BLACKROCK's standard deviation. In reality, there are many statistical measures that can use BLACKROCK historical prices to predict the future BLACKROCK's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.0107 | |||
| Treynor Ratio | 1.71 |
BLACKROCK INC 32 Backtested Returns
BLACKROCK INC 32 retains Efficiency (Sharpe Ratio) of -0.0959, which signifies that the bond had a -0.0959 % return per unit of risk over the last 3 months. BLACKROCK exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BLACKROCK's variance of 0.3453, and Market Risk Adjusted Performance of 1.72 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.0316, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BLACKROCK are expected to decrease at a much lower rate. During the bear market, BLACKROCK is likely to outperform the market.
Auto-correlation | 0.65 |
Good predictability
BLACKROCK INC 32 has good predictability. Overlapping area represents the amount of predictability between BLACKROCK time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 INC 32 price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current BLACKROCK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
BLACKROCK INC 32 lagged returns against current returns
Autocorrelation, which is BLACKROCK bond'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's bond expected returns. We can calculate the autocorrelation of BLACKROCK returns to help us make a trade decision. For example, suppose you find that BLACKROCK has exhibited high autocorrelation historically, and you observe that the bond 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 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BLACKROCK bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BLACKROCK bond over time.
Current vs Lagged Prices |
| Timeline |
BLACKROCK Lagged Returns
When evaluating BLACKROCK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BLACKROCK bond have on its future price. BLACKROCK 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 autocorrelation shows the relationship between BLACKROCK bond current value and its past values and can show if there is a momentum factor associated with investing in BLACKROCK INC 32.
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 Bond
BLACKROCK financial ratios help investors to determine whether BLACKROCK Bond 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 security.