Blackrock Energy And Fund Market Value
| XBGRX Fund | USD 14.07 0.15 1.08% |
| Symbol | Blackrock |
Please note, there is a significant difference between Blackrock Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Blackrock Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blackrock Energy's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Blackrock Energy '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 Energy'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 Energy.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Blackrock Energy on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Energy And or generate 0.0% return on investment in Blackrock Energy over 60 days. Blackrock Energy is related to or competes with Columbia Global, Allianzgi Technology, Towpath Technology, Science Technology, Technology Ultrasector, Dreyfus Technology, and Hennessy Technology. Blackrock Energy is entity of United States More
Blackrock Energy 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 Energy'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 Energy And upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 4.71 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 1.15 |
Blackrock Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Energy's standard deviation. In reality, there are many statistical measures that can use Blackrock Energy historical prices to predict the future Blackrock Energy's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.27) |
Blackrock Energy And Backtested Returns
Blackrock Energy And secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the fund had a -0.11% return per unit of standard deviation over the last 3 months. Blackrock Energy And exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackrock Energy's risk adjusted performance of (0.04), and Mean Deviation of 0.7006 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Energy is expected to be smaller as well.
Auto-correlation | -0.54 |
Good reverse predictability
Blackrock Energy And has good reverse predictability. Overlapping area represents the amount of predictability between Blackrock Energy time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Energy And price movement. The serial correlation of -0.54 indicates that about 54.0% of current Blackrock Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Blackrock Energy And lagged returns against current returns
Autocorrelation, which is Blackrock Energy 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 Energy's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Energy returns to help us make a trade decision. For example, suppose you find that Blackrock Energy 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 Energy 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 Energy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Energy 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 Energy mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Energy Lagged Returns
When evaluating Blackrock Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Energy mutual fund have on its future price. Blackrock Energy 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 Energy autocorrelation shows the relationship between Blackrock Energy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Energy And.
Regressed Prices |
| Timeline |
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Other Information on Investing in Blackrock Mutual Fund
Blackrock Energy 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 Energy security.
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