Blackrock 4060 Target Fund Market Value
| BKMPX Fund | USD 13.04 0.02 0.15% |
| Symbol | Blackrock |
Blackrock 40/60 '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 40/60'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 40/60.
| 12/28/2024 |
| 01/27/2025 |
If you would invest 0.00 in Blackrock 40/60 on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock 4060 Target or generate 0.0% return on investment in Blackrock 40/60 over 30 days. Blackrock 40/60 is related to or competes with Vy(r) Clarion, Fidelity Real, Amg Managers, and Neuberger Berman. The fund, which is a fund of funds, normally obtains exposure to equity securities in an amount equal to 40 percent of i... More
Blackrock 40/60 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 40/60'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 4060 Target upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5542 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 2.63 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.7059 |
Blackrock 40/60 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock 40/60's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock 40/60's standard deviation. In reality, there are many statistical measures that can use Blackrock 40/60 historical prices to predict the future Blackrock 40/60's volatility.| Risk Adjusted Performance | 0.0128 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0088 |
Blackrock 4060 Target Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock 4060 Target secures Sharpe Ratio (or Efficiency) of 0.0573, which signifies that the fund had a 0.0573 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock 4060 Target, which you can use to evaluate the volatility of the entity. Please confirm Blackrock 40/60's mean deviation of 0.3269, and Risk Adjusted Performance of 0.0128 to double-check if the risk estimate we provide is consistent with the expected return of 0.0269%. The fund shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock 40/60's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock 40/60 is expected to be smaller as well.
Auto-correlation | -0.26 |
Weak reverse predictability
Blackrock 4060 Target has weak reverse predictability. Overlapping area represents the amount of predictability between Blackrock 40/60 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 4060 Target price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Blackrock 40/60 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Blackrock 4060 Target lagged returns against current returns
Autocorrelation, which is Blackrock 40/60 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 40/60's mutual fund expected returns. We can calculate the autocorrelation of Blackrock 40/60 returns to help us make a trade decision. For example, suppose you find that Blackrock 40/60 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 40/60 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 40/60 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock 40/60 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 40/60 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock 40/60 Lagged Returns
When evaluating Blackrock 40/60's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock 40/60 mutual fund have on its future price. Blackrock 40/60 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 40/60 autocorrelation shows the relationship between Blackrock 40/60 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock 4060 Target.
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 40/60 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 40/60 security.
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