Blackrock Short Obligations Fund Market Value
| BISOX Fund | USD 10.07 0.00 0.00% |
| Symbol | Blackrock |
Blackrock Short '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 Short'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 Short.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Blackrock Short on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Short Obligations or generate 0.0% return on investment in Blackrock Short over 90 days. Blackrock Short is related to or competes with Ultramid-cap Profund, Ultrasmall-cap Profund, Amg River, Amg River, Heartland Value, Queens Road, and Vanguard Small-cap. The fund will invest in U.S. dollar-denominated investment grade and short-term fixed and floating rate debt securities ... More
Blackrock Short 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 Short'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 Short Obligations upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.34) | |||
| Maximum Drawdown | 0.5011 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 0.1 |
Blackrock Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Short's standard deviation. In reality, there are many statistical measures that can use Blackrock Short historical prices to predict the future Blackrock Short's volatility.| Risk Adjusted Performance | 0.0666 | |||
| Jensen Alpha | 0.0092 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.34) |
Blackrock Short Obli Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Short Obli secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14% return per unit of standard deviation over the last 3 months. We have found eighteen technical indicators for Blackrock Short Obligations, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Short's mean deviation of 0.0424, and Risk Adjusted Performance of 0.0666 to double-check if the risk estimate we provide is consistent with the expected return of 0.0109%. The fund shows a Beta (market volatility) of -0.0195, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Blackrock Short are expected to decrease at a much lower rate. During the bear market, Blackrock Short is likely to outperform the market.
Auto-correlation | 0.48 |
Average predictability
Blackrock Short Obligations has average predictability. Overlapping area represents the amount of predictability between Blackrock Short time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd of December 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 Short Obli price movement. The serial correlation of 0.48 indicates that about 48.0% of current Blackrock Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Blackrock Short Obli lagged returns against current returns
Autocorrelation, which is Blackrock Short 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 Short's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Short returns to help us make a trade decision. For example, suppose you find that Blackrock Short 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 Short 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 Short mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Short 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 Short mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Short Lagged Returns
When evaluating Blackrock Short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Short mutual fund have on its future price. Blackrock Short 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 Short autocorrelation shows the relationship between Blackrock Short mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Short Obligations.
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 Short 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 Short security.
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