Blackrock Lifepath Dynamic Fund Market Value
| LPRAX Fund | USD 7.78 0.01 0.13% |
| Symbol | Blackrock |
Blackrock Lifepath '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 Lifepath'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 Lifepath.
| 09/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Blackrock Lifepath on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Lifepath Dynamic or generate 0.0% return on investment in Blackrock Lifepath over 60 days. Blackrock Lifepath is related to or competes with Ancora/thelen Small-mid, Ab Small, Fisher Investments, Qs Us, Gmo Small, Vanguard Strategic, and Chartwell Small. The fund advisor allocates and reallocates the funds assets among a combination of equity, bond and money market funds a... More
Blackrock Lifepath 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 Lifepath'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 Lifepath Dynamic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4012 | |||
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 1.69 | |||
| Value At Risk | (0.64) | |||
| Potential Upside | 0.6596 |
Blackrock Lifepath Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Lifepath's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Lifepath's standard deviation. In reality, there are many statistical measures that can use Blackrock Lifepath historical prices to predict the future Blackrock Lifepath's volatility.| Risk Adjusted Performance | 0.031 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.27) | |||
| Treynor Ratio | 0.0306 |
Blackrock Lifepath Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Lifepath secures Sharpe Ratio (or Efficiency) of 0.0606, which signifies that the fund had a 0.0606% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock Lifepath Dynamic, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Lifepath's risk adjusted performance of 0.031, and Mean Deviation of 0.2788 to double-check if the risk estimate we provide is consistent with the expected return of 0.023%. The fund shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackrock Lifepath's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Lifepath is expected to be smaller as well.
Auto-correlation | -0.1 |
Very weak reverse predictability
Blackrock Lifepath Dynamic has very weak reverse predictability. Overlapping area represents the amount of predictability between Blackrock Lifepath time series from 28th of September 2024 to 28th of October 2024 and 28th of October 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 Lifepath price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Blackrock Lifepath price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Blackrock Lifepath lagged returns against current returns
Autocorrelation, which is Blackrock Lifepath 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 Lifepath's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Lifepath returns to help us make a trade decision. For example, suppose you find that Blackrock Lifepath 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 Lifepath 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 Lifepath mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Lifepath 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 Lifepath mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Lifepath Lagged Returns
When evaluating Blackrock Lifepath's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Lifepath mutual fund have on its future price. Blackrock Lifepath 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 Lifepath autocorrelation shows the relationship between Blackrock Lifepath mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Lifepath Dynamic.
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 Lifepath 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 Lifepath security.
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. |