Blackrock Acwi Exus Fund Market Value
| BDOKX Fund | USD 10.43 0.08 0.77% |
| Symbol | Blackrock |
Blackrock Acwi '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 Acwi'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 Acwi.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Blackrock Acwi on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding Blackrock Acwi Exus or generate 0.0% return on investment in Blackrock Acwi over 540 days. Blackrock Acwi is related to or competes with Delaware Limited-term, Fidelity Advisor, Tax-managed, Small Cap, Adams Diversified, and The Gabelli. The fund is a feeder fund that invests all of its assets in the master portfolio More
Blackrock Acwi 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 Acwi'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 Acwi Exus upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 4.23 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.3 |
Blackrock Acwi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Acwi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Acwi's standard deviation. In reality, there are many statistical measures that can use Blackrock Acwi historical prices to predict the future Blackrock Acwi's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.06) |
Blackrock Acwi Exus Backtested Returns
Blackrock Acwi Exus secures Sharpe Ratio (or Efficiency) of -0.016, which signifies that the fund had a -0.016% return per unit of standard deviation over the last 3 months. Blackrock Acwi Exus exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackrock Acwi's mean deviation of 0.6339, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackrock Acwi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Acwi is expected to be smaller as well.
Auto-correlation | 0.25 |
Poor predictability
Blackrock Acwi Exus has poor predictability. Overlapping area represents the amount of predictability between Blackrock Acwi time series from 9th of June 2023 to 5th of March 2024 and 5th of March 2024 to 30th of November 2024. 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 Acwi Exus price movement. The serial correlation of 0.25 indicates that over 25.0% of current Blackrock Acwi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Blackrock Acwi Exus lagged returns against current returns
Autocorrelation, which is Blackrock Acwi 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 Acwi's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Acwi returns to help us make a trade decision. For example, suppose you find that Blackrock Acwi 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 Acwi 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 Acwi mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Acwi 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 Acwi mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Acwi Lagged Returns
When evaluating Blackrock Acwi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Acwi mutual fund have on its future price. Blackrock Acwi 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 Acwi autocorrelation shows the relationship between Blackrock Acwi mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Acwi Exus.
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 Acwi 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 Acwi security.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
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