Blackrock Multi Sector Stock Market Value
| BIT Stock | USD 14.80 0.12 0.82% |
| Symbol | Blackrock |
Blackrock Multi Sector 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 Multi. 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 Multi listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.6 | Return On Equity (4.92) |
The market value of Blackrock Multi Sector 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 Multi's value that differs from its market value or its book value, called intrinsic value, which is Blackrock Multi'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 Multi's market value can be influenced by many factors that don't directly affect Blackrock Multi'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 Multi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Blackrock Multi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blackrock Multi'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 Multi '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 Multi'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 Multi.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Blackrock Multi on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Multi Sector or generate 0.0% return on investment in Blackrock Multi over 30 days. Blackrock Multi is related to or competes with Visa, Diamond Hill, Deutsche Bank, and Dynex Capital. BlackRock Multi-Sector Income Trust is a close ended fixed income mutual fund launched by BlackRock, Inc More
Blackrock Multi 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 Multi'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 Multi Sector upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4344 | |||
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 1.9 | |||
| Value At Risk | (0.68) | |||
| Potential Upside | 0.6807 |
Blackrock Multi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Multi's standard deviation. In reality, there are many statistical measures that can use Blackrock Multi historical prices to predict the future Blackrock Multi's volatility.| Risk Adjusted Performance | 0.021 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.22) | |||
| Treynor Ratio | 0.0422 |
Blackrock Multi Sector Backtested Returns
Currently, Blackrock Multi Sector is very steady. Blackrock Multi Sector secures Sharpe Ratio (or Efficiency) of 0.0454, which signifies that the company had a 0.0454% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Blackrock Multi Sector, which you can use to evaluate the volatility of the firm. Please confirm Blackrock Multi's risk adjusted performance of 0.021, and Mean Deviation of 0.3567 to double-check if the risk estimate we provide is consistent with the expected return of 0.0201%. Blackrock Multi has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Multi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Multi is expected to be smaller as well. Blackrock Multi Sector right now shows a risk of 0.44%. Please confirm Blackrock Multi Sector coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Blackrock Multi Sector will be following its price patterns.
Auto-correlation | -0.65 |
Very good reverse predictability
Blackrock Multi Sector has very good reverse predictability. Overlapping area represents the amount of predictability between Blackrock Multi time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 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 Multi Sector price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Blackrock Multi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blackrock Multi Sector lagged returns against current returns
Autocorrelation, which is Blackrock Multi 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 Multi's stock expected returns. We can calculate the autocorrelation of Blackrock Multi returns to help us make a trade decision. For example, suppose you find that Blackrock Multi 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 Multi 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 Multi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Multi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackrock Multi stock over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Multi Lagged Returns
When evaluating Blackrock Multi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Multi stock have on its future price. Blackrock Multi 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 Multi autocorrelation shows the relationship between Blackrock Multi stock current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Multi Sector.
Regressed Prices |
| Timeline |
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Additional Tools for Blackrock Stock Analysis
When running Blackrock Multi's price analysis, check to measure Blackrock Multi's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Blackrock Multi is operating at the current time. Most of Blackrock Multi's value examination focuses on studying past and present price action to predict the probability of Blackrock Multi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Blackrock Multi's price. Additionally, you may evaluate how the addition of Blackrock Multi to your portfolios can decrease your overall portfolio volatility.