Blackrock Gbl Alloc Fund Market Value
| MRLOX Fund | USD 19.02 0.06 0.32% |
| Symbol | BlackRock |
Blackrock Gbl '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 Gbl'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 Gbl.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Blackrock Gbl on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Blackrock Gbl Alloc or generate 0.0% return on investment in Blackrock Gbl over 90 days. Blackrock Gbl is related to or competes with Materials Portfolio, T Rowe, Qs Us, Ab Value, and Balanced Fund. The investment seeks to provide high total investment return More
Blackrock Gbl 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 Gbl'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 Gbl Alloc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5504 | |||
| Information Ratio | 0.0604 | |||
| Maximum Drawdown | 4.57 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.9243 |
Blackrock Gbl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Gbl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Gbl's standard deviation. In reality, there are many statistical measures that can use Blackrock Gbl historical prices to predict the future Blackrock Gbl's volatility.| Risk Adjusted Performance | 0.1282 | |||
| Jensen Alpha | 0.1021 | |||
| Total Risk Alpha | 0.0461 | |||
| Sortino Ratio | 0.0743 | |||
| Treynor Ratio | 1.05 |
Blackrock Gbl January 25, 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 | 0.1282 | |||
| Market Risk Adjusted Performance | 1.06 | |||
| Mean Deviation | 0.4518 | |||
| Semi Deviation | 0.2639 | |||
| Downside Deviation | 0.5504 | |||
| Coefficient Of Variation | 567.56 | |||
| Standard Deviation | 0.6767 | |||
| Variance | 0.4579 | |||
| Information Ratio | 0.0604 | |||
| Jensen Alpha | 0.1021 | |||
| Total Risk Alpha | 0.0461 | |||
| Sortino Ratio | 0.0743 | |||
| Treynor Ratio | 1.05 | |||
| Maximum Drawdown | 4.57 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.9243 | |||
| Downside Variance | 0.3029 | |||
| Semi Variance | 0.0696 | |||
| Expected Short fall | (0.55) | |||
| Skewness | 2.21 | |||
| Kurtosis | 11.42 |
Blackrock Gbl Alloc Backtested Returns
At this stage we consider BlackRock Mutual Fund to be very steady. Blackrock Gbl Alloc secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock Gbl Alloc, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Gbl's risk adjusted performance of 0.1282, and Mean Deviation of 0.4518 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Gbl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Gbl is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Blackrock Gbl Alloc has poor reverse predictability. Overlapping area represents the amount of predictability between Blackrock Gbl time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 Gbl Alloc price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Blackrock Gbl price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
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 Gbl 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 Gbl security.
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