BlackRock Frontiers (UK) Market Value
| BRFI Stock | 155.00 1.00 0.65% |
| Symbol | BlackRock |
BlackRock Frontiers '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 Frontiers' 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 Frontiers.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in BlackRock Frontiers on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding BlackRock Frontiers Investment or generate 0.0% return on investment in BlackRock Frontiers over 30 days. BlackRock Frontiers is related to or competes with Zoom Video, Odfjell Drilling, Sabre Insurance, Electronic Arts, Solstad Offshore, SBM Offshore, and Aptitude Software. BlackRock Frontiers is entity of United Kingdom More
BlackRock Frontiers 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 Frontiers' 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 Frontiers Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9534 | |||
| Information Ratio | 0.1131 | |||
| Maximum Drawdown | 4.24 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 2.03 |
BlackRock Frontiers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BlackRock Frontiers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BlackRock Frontiers' standard deviation. In reality, there are many statistical measures that can use BlackRock Frontiers historical prices to predict the future BlackRock Frontiers' volatility.| Risk Adjusted Performance | 0.1285 | |||
| Jensen Alpha | 0.1282 | |||
| Total Risk Alpha | 0.1023 | |||
| Sortino Ratio | 0.1099 | |||
| Treynor Ratio | 1.72 |
BlackRock Frontiers Backtested Returns
Currently, BlackRock Frontiers Investment is very steady. BlackRock Frontiers secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for BlackRock Frontiers Investment, which you can use to evaluate the volatility of the firm. Please confirm BlackRock Frontiers' risk adjusted performance of 0.1285, and Mean Deviation of 0.7026 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. BlackRock Frontiers has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0758, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BlackRock Frontiers' returns are expected to increase less than the market. However, during the bear market, the loss of holding BlackRock Frontiers is expected to be smaller as well. BlackRock Frontiers right now shows a risk of 0.93%. Please confirm BlackRock Frontiers semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if BlackRock Frontiers will be following its price patterns.
Auto-correlation | -0.66 |
Very good reverse predictability
BlackRock Frontiers Investment has very good reverse predictability. Overlapping area represents the amount of predictability between BlackRock Frontiers time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd 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 Frontiers price movement. The serial correlation of -0.66 indicates that around 66.0% of current BlackRock Frontiers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 3.33 |
BlackRock Frontiers lagged returns against current returns
Autocorrelation, which is BlackRock Frontiers 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 Frontiers' stock expected returns. We can calculate the autocorrelation of BlackRock Frontiers returns to help us make a trade decision. For example, suppose you find that BlackRock Frontiers 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 Frontiers 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 Frontiers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BlackRock Frontiers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BlackRock Frontiers stock over time.
Current vs Lagged Prices |
| Timeline |
BlackRock Frontiers Lagged Returns
When evaluating BlackRock Frontiers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BlackRock Frontiers stock have on its future price. BlackRock Frontiers 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 Frontiers autocorrelation shows the relationship between BlackRock Frontiers stock current value and its past values and can show if there is a momentum factor associated with investing in BlackRock Frontiers Investment.
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 Frontiers' price analysis, check to measure BlackRock Frontiers' 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 Frontiers is operating at the current time. Most of BlackRock Frontiers' value examination focuses on studying past and present price action to predict the probability of BlackRock Frontiers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BlackRock Frontiers' price. Additionally, you may evaluate how the addition of BlackRock Frontiers to your portfolios can decrease your overall portfolio volatility.