Blackrock Short Term Inflat Protected Fund Market Value
| BKIPX Fund | USD 9.65 0.01 0.10% |
| Symbol | BlackRock |
Blackrock Short-term '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-term'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-term.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Blackrock Short-term on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Short Term Inflat Protected or generate 0.0% return on investment in Blackrock Short-term over 180 days. Blackrock Short-term is related to or competes with Blackrock California, Blackrock Balanced, Blackrock Eurofund, Blackrock Funds, Blackrock Emerging, Blackrock Equity, and Blackrock Advantage. The fund seeks to track the investment results of the Bloomberg U.S More
Blackrock Short-term 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-term'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 Term Inflat Protected upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1683 | |||
| Information Ratio | (1.04) | |||
| Maximum Drawdown | 0.6203 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2075 |
Blackrock Short-term Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Short-term's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Short-term's standard deviation. In reality, there are many statistical measures that can use Blackrock Short-term historical prices to predict the future Blackrock Short-term's volatility.| Risk Adjusted Performance | 0.0169 | |||
| Jensen Alpha | (0.0005) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.75) | |||
| Treynor Ratio | 0.0884 |
Blackrock Short Term Backtested Returns
At this stage we consider BlackRock Mutual Fund to be very steady. Blackrock Short Term secures Sharpe Ratio (or Efficiency) of 0.0934, which signifies that the fund had a 0.0934% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock Short Term Inflat Protected, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Short-term's mean deviation of 0.0923, and Risk Adjusted Performance of 0.0169 to double-check if the risk estimate we provide is consistent with the expected return of 0.0115%. The fund shows a Beta (market volatility) of 0.0125, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Short-term's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Short-term is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
Blackrock Short Term Inflat Protected has very weak reverse predictability. Overlapping area represents the amount of predictability between Blackrock Short-term time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 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 Short Term price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Blackrock Short-term price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Blackrock Short Term lagged returns against current returns
Autocorrelation, which is Blackrock Short-term 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-term's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Short-term returns to help us make a trade decision. For example, suppose you find that Blackrock Short-term 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-term 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-term mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Short-term 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-term mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Short-term Lagged Returns
When evaluating Blackrock Short-term's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Short-term mutual fund have on its future price. Blackrock Short-term 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-term autocorrelation shows the relationship between Blackrock Short-term mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Short Term Inflat Protected.
Regressed Prices |
| Timeline |
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Blackrock Short-term 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-term security.
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