Blackrock Tcp Capital Stock Market Value
| TCPC Stock | USD 9.18 0.32 3.61% |
| Symbol | BlackRock |
BlackRock TCP Capital Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of BlackRock TCP. If investors know BlackRock will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about BlackRock TCP listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.139 | Dividend Share 1.36 | Earnings Share (0.55) | Revenue Per Share | Quarterly Revenue Growth 0.308 |
The market value of BlackRock TCP Capital is measured differently than its book value, which is the value of BlackRock that is recorded on the company's balance sheet. Investors also form their own opinion of BlackRock TCP's value that differs from its market value or its book value, called intrinsic value, which is BlackRock TCP's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because BlackRock TCP's market value can be influenced by many factors that don't directly affect BlackRock TCP's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between BlackRock TCP's value and its price as these two are different measures arrived at by different means. Investors typically determine if BlackRock TCP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BlackRock TCP's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
BlackRock TCP '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 TCP's stock 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 TCP.
| 03/12/2023 |
| 01/30/2025 |
If you would invest 0.00 in BlackRock TCP on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding BlackRock TCP Capital or generate 0.0% return on investment in BlackRock TCP over 690 days. BlackRock TCP is related to or competes with Triplepoint Venture, Sixth Street, Golub Capital, New Mountain, Carlyle Secured, Fidus Investment, and WhiteHorse Finance. BlackRock TCP Capital Corp. is a business development company specializing in direct equity and debt investments in midd... More
BlackRock TCP 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 TCP's stock 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 TCP Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | 0.0574 | |||
| Maximum Drawdown | 13.02 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 2.31 |
BlackRock TCP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BlackRock TCP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BlackRock TCP's standard deviation. In reality, there are many statistical measures that can use BlackRock TCP historical prices to predict the future BlackRock TCP's volatility.| Risk Adjusted Performance | 0.0916 | |||
| Jensen Alpha | 0.178 | |||
| Total Risk Alpha | 0.0149 | |||
| Sortino Ratio | 0.0672 | |||
| Treynor Ratio | 2.78 |
BlackRock TCP Capital Backtested Returns
BlackRock TCP appears to be not too volatile, given 3 months investment horizon. BlackRock TCP Capital secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for BlackRock TCP Capital, which you can use to evaluate the volatility of the firm. Please makes use of BlackRock TCP's risk adjusted performance of 0.0916, and Mean Deviation of 1.28 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BlackRock TCP holds a performance score of 12. The firm shows a Beta (market volatility) of 0.0659, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BlackRock TCP's returns are expected to increase less than the market. However, during the bear market, the loss of holding BlackRock TCP is expected to be smaller as well. Please check BlackRock TCP's information ratio, downside variance, day median price, as well as the relationship between the treynor ratio and kurtosis , to make a quick decision on whether BlackRock TCP's price patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
BlackRock TCP Capital has weak reverse predictability. Overlapping area represents the amount of predictability between BlackRock TCP time series from 12th of March 2023 to 20th of February 2024 and 20th of February 2024 to 30th of January 2025. 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 TCP Capital price movement. The serial correlation of -0.22 indicates that over 22.0% of current BlackRock TCP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
BlackRock TCP Capital lagged returns against current returns
Autocorrelation, which is BlackRock TCP stock'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 TCP's stock expected returns. We can calculate the autocorrelation of BlackRock TCP returns to help us make a trade decision. For example, suppose you find that BlackRock TCP has exhibited high autocorrelation historically, and you observe that the stock 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 TCP 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 TCP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BlackRock TCP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BlackRock TCP stock over time.
Current vs Lagged Prices |
| Timeline |
BlackRock TCP Lagged Returns
When evaluating BlackRock TCP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BlackRock TCP stock have on its future price. BlackRock TCP 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 TCP autocorrelation shows the relationship between BlackRock TCP stock current value and its past values and can show if there is a momentum factor associated with investing in BlackRock TCP Capital.
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.When determining whether BlackRock TCP Capital offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of BlackRock TCP's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Blackrock Tcp Capital Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Blackrock Tcp Capital Stock:Check out BlackRock TCP Correlation, BlackRock TCP Volatility and BlackRock TCP Alpha and Beta module to complement your research on BlackRock TCP. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
BlackRock TCP technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.