Blackrock Equity Factor Etf Market Value
| DYNF Etf | USD 52.89 0.12 0.23% |
| Symbol | BlackRock |
The market value of BlackRock Equity Factor 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 Equity's value that differs from its market value or its book value, called intrinsic value, which is BlackRock Equity'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 Equity's market value can be influenced by many factors that don't directly affect BlackRock Equity'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 Equity's value and its price as these two are different measures arrived at by different means. Investors typically determine if BlackRock Equity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BlackRock Equity'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 Equity '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 Equity's etf 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 Equity.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in BlackRock Equity on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding BlackRock Equity Factor or generate 0.0% return on investment in BlackRock Equity over 30 days. BlackRock Equity is related to or competes with IShares Focused, SPDR SSGA, IShares Equity, IShares MSCI, and IShares MSCI. The fund seeks to achieve its investment objective by investing, under normal circumstances, at least 80 percent of its ... More
BlackRock Equity 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 Equity's etf 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 Equity Factor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.6 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.21 |
BlackRock Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BlackRock Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BlackRock Equity's standard deviation. In reality, there are many statistical measures that can use BlackRock Equity historical prices to predict the future BlackRock Equity's volatility.| Risk Adjusted Performance | 0.0727 | |||
| Jensen Alpha | 0.0326 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1786 |
BlackRock Equity Factor Backtested Returns
At this point, BlackRock Equity is very steady. BlackRock Equity Factor secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the etf had a 0.13 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for BlackRock Equity Factor, which you can use to evaluate the volatility of the entity. Please confirm BlackRock Equity's mean deviation of 0.6052, and Risk Adjusted Performance of 0.0727 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The etf shows a Beta (market volatility) of 0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BlackRock Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding BlackRock Equity is expected to be smaller as well.
Auto-correlation | 0.01 |
Virtually no predictability
BlackRock Equity Factor has virtually no predictability. Overlapping area represents the amount of predictability between BlackRock Equity time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st 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 Equity Factor price movement. The serial correlation of 0.01 indicates that just 1.0% of current BlackRock Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
BlackRock Equity Factor lagged returns against current returns
Autocorrelation, which is BlackRock Equity etf'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 Equity's etf expected returns. We can calculate the autocorrelation of BlackRock Equity returns to help us make a trade decision. For example, suppose you find that BlackRock Equity has exhibited high autocorrelation historically, and you observe that the etf 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 Equity 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 Equity etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BlackRock Equity etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BlackRock Equity etf over time.
Current vs Lagged Prices |
| Timeline |
BlackRock Equity Lagged Returns
When evaluating BlackRock Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BlackRock Equity etf have on its future price. BlackRock Equity 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 Equity autocorrelation shows the relationship between BlackRock Equity etf current value and its past values and can show if there is a momentum factor associated with investing in BlackRock Equity Factor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether BlackRock Equity Factor is a strong investment it is important to analyze BlackRock Equity's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact BlackRock Equity's future performance. For an informed investment choice regarding BlackRock Etf, refer to the following important reports:Check out BlackRock Equity Correlation, BlackRock Equity Volatility and BlackRock Equity Alpha and Beta module to complement your research on BlackRock Equity. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
BlackRock Equity technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.