Blackrock Limited Duration Stock Market Value
| BLW Stock | USD 14.16 0.01 0.07% |
| Symbol | BlackRock |
BlackRock Limited Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of BlackRock Limited. If investors know BlackRock will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about BlackRock Limited listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.32) | Dividend Share 1.265 | Earnings Share 1.58 | Revenue Per Share 1.72 | Quarterly Revenue Growth 0.152 |
The market value of BlackRock Limited is measured differently than its book value, which is the value of BlackRock that is recorded on the company's balance sheet. Investors also form their own opinion of BlackRock Limited's value that differs from its market value or its book value, called intrinsic value, which is BlackRock Limited's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because BlackRock Limited's market value can be influenced by many factors that don't directly affect BlackRock Limited's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between BlackRock Limited's value and its price as these two are different measures arrived at by different means. Investors typically determine if BlackRock Limited is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BlackRock Limited's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
BlackRock Limited '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 Limited's stock 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 Limited.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in BlackRock Limited on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding BlackRock Limited Duration or generate 0.0% return on investment in BlackRock Limited over 720 days. BlackRock Limited is related to or competes with Invesco High, Blackrock Muniholdings, MFS Investment, and Federated Premier. BlackRock Limited Duration Income Trust is a close ended fixed income mutual fund launched by BlackRock, Inc More
BlackRock Limited 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 Limited's stock 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 Limited Duration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4614 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 1.06 |
BlackRock Limited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BlackRock Limited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BlackRock Limited's standard deviation. In reality, there are many statistical measures that can use BlackRock Limited historical prices to predict the future BlackRock Limited's volatility.| Risk Adjusted Performance | 0.0195 | |||
| Jensen Alpha | 3.0E-4 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 0.1039 |
BlackRock Limited Backtested Returns
At this stage we consider BlackRock Stock to be very steady. BlackRock Limited secures Sharpe Ratio (or Efficiency) of 0.0355, which signifies that the company had a 0.0355% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for BlackRock Limited Duration, which you can use to evaluate the volatility of the firm. Please confirm BlackRock Limited's mean deviation of 0.3557, and Risk Adjusted Performance of 0.0195 to double-check if the risk estimate we provide is consistent with the expected return of 0.0179%. BlackRock Limited has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0607, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BlackRock Limited's returns are expected to increase less than the market. However, during the bear market, the loss of holding BlackRock Limited is expected to be smaller as well. BlackRock Limited right now shows a risk of 0.5%. Please confirm BlackRock Limited coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if BlackRock Limited will be following its price patterns.
Auto-correlation | 0.63 |
Good predictability
BlackRock Limited Duration has good predictability. Overlapping area represents the amount of predictability between BlackRock Limited time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Limited price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current BlackRock Limited price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
BlackRock Limited lagged returns against current returns
Autocorrelation, which is BlackRock Limited stock'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 Limited's stock expected returns. We can calculate the autocorrelation of BlackRock Limited returns to help us make a trade decision. For example, suppose you find that BlackRock Limited has exhibited high autocorrelation historically, and you observe that the stock 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 Limited 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 Limited stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BlackRock Limited stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BlackRock Limited stock over time.
Current vs Lagged Prices |
| Timeline |
BlackRock Limited Lagged Returns
When evaluating BlackRock Limited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BlackRock Limited stock have on its future price. BlackRock Limited 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 Limited autocorrelation shows the relationship between BlackRock Limited stock current value and its past values and can show if there is a momentum factor associated with investing in BlackRock Limited Duration.
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.Additional Tools for BlackRock Stock Analysis
When running BlackRock Limited's price analysis, check to measure BlackRock Limited's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BlackRock Limited is operating at the current time. Most of BlackRock Limited's value examination focuses on studying past and present price action to predict the probability of BlackRock Limited's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BlackRock Limited's price. Additionally, you may evaluate how the addition of BlackRock Limited to your portfolios can decrease your overall portfolio volatility.