Blackrock Conservtive Prprdptfinvstrc Fund Market Value
| BCCPX Fund | USD 10.90 0.00 0.00% |
| Symbol | Blackrock |
Blackrock Conservtive '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 Conservtive'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 Conservtive.
| 12/28/2024 |
| 01/27/2025 |
If you would invest 0.00 in Blackrock Conservtive on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Conservtive Prprdptfinvstrc or generate 0.0% return on investment in Blackrock Conservtive over 30 days. Blackrock Conservtive is related to or competes with Dodge Cox, Alternative Asset, Franklin Moderate, Qs Large, Pnc Balanced, and Tax-managed. The fund, which is a fund of funds, normally the advisor intends to obtain exposure to equity securities in an amount eq... More
Blackrock Conservtive 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 Conservtive'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 Conservtive Prprdptfinvstrc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 1.84 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.5535 |
Blackrock Conservtive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Conservtive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Conservtive's standard deviation. In reality, there are many statistical measures that can use Blackrock Conservtive historical prices to predict the future Blackrock Conservtive's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.14) |
Blackrock Conservtive Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Conservtive secures Sharpe Ratio (or Efficiency) of 0.019, which signifies that the fund had a 0.019 % return per unit of standard deviation over the last 3 months. We have found nineteen technical indicators for Blackrock Conservtive Prprdptfinvstrc, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Conservtive's risk adjusted performance of (0.03), and Mean Deviation of 0.2468 to double-check if the risk estimate we provide is consistent with the expected return of 0.0067%. The fund shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Conservtive's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Conservtive is expected to be smaller as well.
Auto-correlation | -0.43 |
Modest reverse predictability
Blackrock Conservtive Prprdptfinvstrc has modest reverse predictability. Overlapping area represents the amount of predictability between Blackrock Conservtive time series from 28th of December 2024 to 12th of January 2025 and 12th of January 2025 to 27th 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 Conservtive price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Blackrock Conservtive price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blackrock Conservtive lagged returns against current returns
Autocorrelation, which is Blackrock Conservtive 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 Conservtive's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Conservtive returns to help us make a trade decision. For example, suppose you find that Blackrock Conservtive 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 Conservtive 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 Conservtive mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Conservtive 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 Conservtive mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Conservtive Lagged Returns
When evaluating Blackrock Conservtive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Conservtive mutual fund have on its future price. Blackrock Conservtive 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 Conservtive autocorrelation shows the relationship between Blackrock Conservtive mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Conservtive Prprdptfinvstrc.
Regressed Prices |
| Timeline |
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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 Conservtive 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 Conservtive security.
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