Blackrock Mid Cap Fund Market Value
| CMGSX Fund | USD 32.21 0.18 0.56% |
| Symbol | Blackrock |
Blackrock Mid '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 Mid'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 Mid.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Blackrock Mid on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Blackrock Mid Cap or generate 0.0% return on investment in Blackrock Mid over 90 days. Blackrock Mid is related to or competes with Blackrock Science, Clearbridge International, T Rowe, Brown Advisory, Brown Advisory, and Franklin Mutual. The fund normally invests at least 80 percent of its net assets in growth equity securities issued by U.S More
Blackrock Mid 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 Mid'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 Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.1063 | |||
| Maximum Drawdown | 26.06 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 2.0 |
Blackrock Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Mid's standard deviation. In reality, there are many statistical measures that can use Blackrock Mid historical prices to predict the future Blackrock Mid's volatility.| Risk Adjusted Performance | 0.1083 | |||
| Jensen Alpha | 0.3382 | |||
| Total Risk Alpha | 0.1135 | |||
| Sortino Ratio | 0.2311 | |||
| Treynor Ratio | 0.4449 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackrock Mid's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Blackrock Mid February 22, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1083 | |||
| Market Risk Adjusted Performance | 0.4549 | |||
| Mean Deviation | 1.43 | |||
| Semi Deviation | 1.16 | |||
| Downside Deviation | 1.43 | |||
| Coefficient Of Variation | 757.06 | |||
| Standard Deviation | 3.12 | |||
| Variance | 9.72 | |||
| Information Ratio | 0.1063 | |||
| Jensen Alpha | 0.3382 | |||
| Total Risk Alpha | 0.1135 | |||
| Sortino Ratio | 0.2311 | |||
| Treynor Ratio | 0.4449 | |||
| Maximum Drawdown | 26.06 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 2.0 | |||
| Downside Variance | 2.06 | |||
| Semi Variance | 1.34 | |||
| Expected Short fall | (1.74) | |||
| Skewness | 5.81 | |||
| Kurtosis | 41.97 |
Blackrock Mid Cap Backtested Returns
Blackrock Mid appears to be very steady, given 3 months investment horizon. Blackrock Mid Cap secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the fund had a 0.15 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock Mid Cap, which you can use to evaluate the volatility of the entity. Please makes use of Blackrock Mid's risk adjusted performance of 0.1083, and Mean Deviation of 1.43 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.9, which signifies possible diversification benefits within a given portfolio. Blackrock Mid returns are very sensitive to returns on the market. As the market goes up or down, Blackrock Mid is expected to follow.
Auto-correlation | -0.53 |
Good reverse predictability
Blackrock Mid Cap has good reverse predictability. Overlapping area represents the amount of predictability between Blackrock Mid time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd of February 2026. 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 Mid Cap price movement. The serial correlation of -0.53 indicates that about 53.0% of current Blackrock Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
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 Mid 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 Mid security.
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments |