Blackrock Basic Value Fund Market Value
| MRBVX Fund | USD 17.01 0.09 0.53% |
| Symbol | Blackrock |
Blackrock Basic '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 Basic'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 Basic.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Blackrock Basic on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Blackrock Basic Value or generate 0.0% return on investment in Blackrock Basic over 90 days. Blackrock Basic is related to or competes with Metropolitan West, Bbh Intermediate, Versatile Bond, Rbc Bluebay, Ashmore Emerging, and Federated Short-intermedia. Under normal circumstances, the Fund seeks to invest at least 80 percent of its net assets plus the amount of any borrowings for investment purposes in large cap value equity securities and derivatives that provide investment exposure to such securities or to one or more market risk factors associated with such securities. More
Blackrock Basic 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 Basic'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 Basic Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7583 | |||
| Information Ratio | 0.1507 | |||
| Maximum Drawdown | 12.54 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.69 |
Blackrock Basic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Basic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Basic's standard deviation. In reality, there are many statistical measures that can use Blackrock Basic historical prices to predict the future Blackrock Basic's volatility.| Risk Adjusted Performance | 0.1672 | |||
| Jensen Alpha | 0.253 | |||
| Total Risk Alpha | 0.1293 | |||
| Sortino Ratio | 0.3002 | |||
| Treynor Ratio | 0.4401 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackrock Basic'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 Basic January 23, 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 | 0.1672 | |||
| Market Risk Adjusted Performance | 0.4501 | |||
| Mean Deviation | 0.7683 | |||
| Semi Deviation | 0.2953 | |||
| Downside Deviation | 0.7583 | |||
| Coefficient Of Variation | 455.51 | |||
| Standard Deviation | 1.51 | |||
| Variance | 2.28 | |||
| Information Ratio | 0.1507 | |||
| Jensen Alpha | 0.253 | |||
| Total Risk Alpha | 0.1293 | |||
| Sortino Ratio | 0.3002 | |||
| Treynor Ratio | 0.4401 | |||
| Maximum Drawdown | 12.54 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 0.575 | |||
| Semi Variance | 0.0872 | |||
| Expected Short fall | (0.96) | |||
| Skewness | 5.06 | |||
| Kurtosis | 34.69 |
Blackrock Basic Value Backtested Returns
Blackrock Basic appears to be very steady, given 3 months investment horizon. Blackrock Basic Value secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Blackrock Basic Value, which you can use to evaluate the volatility of the entity. Please makes use of Blackrock Basic's risk adjusted performance of 0.1672, and Mean Deviation of 0.7683 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.73, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackrock Basic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Basic is expected to be smaller as well.
Auto-correlation | 0.41 |
Average predictability
Blackrock Basic Value has average predictability. Overlapping area represents the amount of predictability between Blackrock Basic time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 Basic Value price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Blackrock Basic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
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 Basic 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 Basic security.
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