Blackrock Gwth Prepared Fund Market Value
| BRGPX Fund | USD 16.18 0.02 0.12% |
| Symbol | Blackrock |
Blackrock Gwth '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 Gwth'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 Gwth.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in Blackrock Gwth on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Gwth Prepared or generate 0.0% return on investment in Blackrock Gwth over 180 days. Blackrock Gwth is related to or competes with Balanced Fund, Rbb Fund, Falcon Focus, Bbh Limited, Iaadx, and Aam Select. The fund, which is a fund of funds, normally obtains exposure to equity securities in an amount equal to 60 percent of i... More
Blackrock Gwth 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 Gwth'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 Gwth Prepared upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5313 | |||
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 2.32 | |||
| Value At Risk | (0.68) | |||
| Potential Upside | 0.7481 |
Blackrock Gwth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Gwth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Gwth's standard deviation. In reality, there are many statistical measures that can use Blackrock Gwth historical prices to predict the future Blackrock Gwth's volatility.| Risk Adjusted Performance | 0.0357 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 0.0363 |
Blackrock Gwth Prepared Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Gwth Prepared secures Sharpe Ratio (or Efficiency) of 0.0669, which signifies that the fund had a 0.0669% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock Gwth Prepared, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Gwth's risk adjusted performance of 0.0357, and Mean Deviation of 0.3498 to double-check if the risk estimate we provide is consistent with the expected return of 0.0313%. The fund shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackrock Gwth's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Gwth is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
Blackrock Gwth Prepared has modest predictability. Overlapping area represents the amount of predictability between Blackrock Gwth time series from 31st of May 2024 to 29th of August 2024 and 29th of August 2024 to 27th 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 Gwth Prepared price movement. The serial correlation of 0.52 indicates that about 52.0% of current Blackrock Gwth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Blackrock Gwth Prepared lagged returns against current returns
Autocorrelation, which is Blackrock Gwth 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 Gwth's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Gwth returns to help us make a trade decision. For example, suppose you find that Blackrock Gwth 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 Gwth 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 Gwth mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Gwth 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 Gwth mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Gwth Lagged Returns
When evaluating Blackrock Gwth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Gwth mutual fund have on its future price. Blackrock Gwth 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 Gwth autocorrelation shows the relationship between Blackrock Gwth mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Gwth Prepared.
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 Gwth 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 Gwth security.
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