Blackrock Intern Index Fund Market Value
| MDIIX Fund | USD 15.82 0.08 0.51% |
| Symbol | Blackrock |
Blackrock Intern '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 Intern'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 Intern.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Blackrock Intern on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Intern Index or generate 0.0% return on investment in Blackrock Intern over 30 days. Blackrock Intern is related to or competes with Qs Us, T Rowe, T Rowe, Goldman Sachs, Jhancock Disciplined, Massmutual Select, and Quantitative. The fund will be substantially invested in securities in the MSCI EAFE Index, and will invest at least 80 percent of its assets in securities or other financial instruments that are components of or have economic characteristics similar to the securities included in the MSCI EAFE Index. More
Blackrock Intern 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 Intern'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 Intern Index upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 4.3 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 0.9926 |
Blackrock Intern Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Intern's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Intern's standard deviation. In reality, there are many statistical measures that can use Blackrock Intern historical prices to predict the future Blackrock Intern's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.20) |
Blackrock Intern Index Backtested Returns
Blackrock Intern Index secures Sharpe Ratio (or Efficiency) of -0.099, which signifies that the fund had a -0.099% return per unit of standard deviation over the last 3 months. Blackrock Intern Index exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackrock Intern's risk adjusted performance of (0.08), and Mean Deviation of 0.6645 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackrock Intern's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Intern is expected to be smaller as well.
Auto-correlation | 0.50 |
Modest predictability
Blackrock Intern Index has modest predictability. Overlapping area represents the amount of predictability between Blackrock Intern time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Intern Index price movement. The serial correlation of 0.5 indicates that about 50.0% of current Blackrock Intern price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blackrock Intern Index lagged returns against current returns
Autocorrelation, which is Blackrock Intern 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 Intern's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Intern returns to help us make a trade decision. For example, suppose you find that Blackrock Intern 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 Intern 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 Intern mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Intern 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 Intern mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Intern Lagged Returns
When evaluating Blackrock Intern's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Intern mutual fund have on its future price. Blackrock Intern 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 Intern autocorrelation shows the relationship between Blackrock Intern mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Intern Index.
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 Intern 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 Intern security.
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