Blackrock Financial Institutions Fund Market Value
| MCBXX Fund | 1.00 0.00 0.00% |
| Symbol | Blackrock |
Please note, there is a significant difference between Blackrock Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Blackrock Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blackrock Financial'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 Financial '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 Financial's money market 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 Financial.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Blackrock Financial on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Financial Institutions or generate 0.0% return on investment in Blackrock Financial over 30 days. Blackrock Financial is related to or competes with Commonwealth Global, Eic Value, Rbb Fund, Ab Value, Rbc Funds, Nasdaq 100, and Vanguard Small-cap. Blackrock Financial is entity of United States More
Blackrock Financial 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 Financial's money market 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 Financial Institutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.98) | |||
| Maximum Drawdown | 1.01 |
Blackrock Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Financial's standard deviation. In reality, there are many statistical measures that can use Blackrock Financial historical prices to predict the future Blackrock Financial's volatility.| Risk Adjusted Performance | 0.0426 | |||
| Jensen Alpha | 0.0039 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 0.4822 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackrock Financial'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 Financial Backtested Returns
We have found sixteen technical indicators for Blackrock Financial Institutions, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Financial's risk adjusted performance of 0.0426, and Mean Deviation of 0.0301 to double-check if the risk estimate we provide is consistent with the expected return of 0.0%. The fund shows a Beta (market volatility) of 0.011, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Financial is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Blackrock Financial Institutions has no correlation between past and present. Overlapping area represents the amount of predictability between Blackrock Financial time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Financial price movement. The serial correlation of 0.0 indicates that just 0.0% of current Blackrock Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Blackrock Financial lagged returns against current returns
Autocorrelation, which is Blackrock Financial money market 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 Financial's money market fund expected returns. We can calculate the autocorrelation of Blackrock Financial returns to help us make a trade decision. For example, suppose you find that Blackrock Financial has exhibited high autocorrelation historically, and you observe that the money market 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 Financial 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 Financial money market fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Financial money market fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackrock Financial money market fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Financial Lagged Returns
When evaluating Blackrock Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Financial money market fund have on its future price. Blackrock Financial 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 Financial autocorrelation shows the relationship between Blackrock Financial money market fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Financial Institutions.
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 Money Market Fund
Blackrock Financial financial ratios help investors to determine whether Blackrock Money Market 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 Financial security.
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