Blk Rk Sg Fund Market Value
| MAWIX Fund | USD 5.22 0.01 0.19% |
| Symbol | Blk |
Blk Rk '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 Blk Rk'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 Blk Rk.
| 11/28/2023 |
| 11/22/2024 |
If you would invest 0.00 in Blk Rk on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Blk Rk Sg or generate 0.0% return on investment in Blk Rk over 360 days. Blk Rk is related to or competes with Franklin Natural, Firsthand Alternative, Calvert Global, Fidelity Advisor, Jennison Natural, Goehring Rozencwajg, and Short Oil. The fund mainly invests in bonds and other fixed-income securities that periodically pay interest or dividends More
Blk Rk 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 Blk Rk'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 Blk Rk Sg upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.46) | |||
| Maximum Drawdown | 1.51 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 0.381 |
Blk Rk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blk Rk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blk Rk's standard deviation. In reality, there are many statistical measures that can use Blk Rk historical prices to predict the future Blk Rk's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (2.20) |
Blk Rk Sg Backtested Returns
Blk Rk Sg secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the fund had a -0.12% return per unit of risk over the last 3 months. Blk Rk Sg exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blk Rk's Mean Deviation of 0.2319, standard deviation of 0.297, and Risk Adjusted Performance of (0.09) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0174, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blk Rk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blk Rk is expected to be smaller as well.
Auto-correlation | -0.04 |
Very weak reverse predictability
Blk Rk Sg has very weak reverse predictability. Overlapping area represents the amount of predictability between Blk Rk time series from 28th of November 2023 to 26th of May 2024 and 26th of May 2024 to 22nd 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 Blk Rk Sg price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Blk Rk price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blk Rk Sg lagged returns against current returns
Autocorrelation, which is Blk Rk 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 Blk Rk's mutual fund expected returns. We can calculate the autocorrelation of Blk Rk returns to help us make a trade decision. For example, suppose you find that Blk Rk 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 |
Blk Rk 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 Blk Rk mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blk Rk mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blk Rk mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blk Rk Lagged Returns
When evaluating Blk Rk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blk Rk mutual fund have on its future price. Blk Rk 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, Blk Rk autocorrelation shows the relationship between Blk Rk mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blk Rk Sg.
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 Blk Mutual Fund
Blk Rk financial ratios help investors to determine whether Blk 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 Blk with respect to the benefits of owning Blk Rk security.
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