Blackrock Sp 500 Fund Market Value
| BSPIX Fund | USD 700.22 2.44 0.35% |
| Symbol | Blackrock |
Blackrock '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'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.
| 12/04/2022 |
| 11/23/2024 |
If you would invest 0.00 in Blackrock on December 4, 2022 and sell it all today you would earn a total of 0.00 from holding Blackrock Sp 500 or generate 0.0% return on investment in Blackrock over 720 days. Blackrock is related to or competes with Blackrock, Columbia Mid, Columbia Small, Janus Triton, and Blackrock Intern. The fund is a feeder fund that invests all of its assets in the Master Portfolio of MIP, which has the same investment o... More
Blackrock 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'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 Sp 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8285 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.84 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.17 |
Blackrock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock's standard deviation. In reality, there are many statistical measures that can use Blackrock historical prices to predict the future Blackrock's volatility.| Risk Adjusted Performance | 0.1114 | |||
| Jensen Alpha | (0.00007) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1207 |
Blackrock Sp 500 Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Sp 500 secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock Sp 500, which you can use to evaluate the volatility of the entity. Please confirm Blackrock's risk adjusted performance of 0.1114, and Mean Deviation of 0.5556 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund shows a Beta (market volatility) of 0.85, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackrock's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
Blackrock Sp 500 has very good predictability. Overlapping area represents the amount of predictability between Blackrock time series from 4th of December 2022 to 29th of November 2023 and 29th of November 2023 to 23rd 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 Sp 500 price movement. The serial correlation of 0.82 indicates that around 82.0% of current Blackrock price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 2027.44 |
Blackrock Sp 500 lagged returns against current returns
Autocorrelation, which is Blackrock 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's mutual fund expected returns. We can calculate the autocorrelation of Blackrock returns to help us make a trade decision. For example, suppose you find that Blackrock 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 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock 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 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Lagged Returns
When evaluating Blackrock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock mutual fund have on its future price. Blackrock 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 autocorrelation shows the relationship between Blackrock mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Sp 500.
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 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 security.
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |