Blackrock Capital Appreciation Fund Market Value
| MDFGX Fund | USD 39.23 0.21 0.53% |
| Symbol | Blackrock |
Blackrock Capital '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 Capital'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 Capital.
| 12/23/2022 |
| 12/12/2024 |
If you would invest 0.00 in Blackrock Capital on December 23, 2022 and sell it all today you would earn a total of 0.00 from holding Blackrock Capital Appreciation or generate 0.0% return on investment in Blackrock Capital over 720 days. Blackrock Capital is related to or competes with Blackrock California, Blackrock Balanced, Blackrock Eurofund, Blackrock Funds, Blackrock Emerging, Blackrock Equity, and Blackrock Advantage. The fund invests primarily in a diversified portfolio consisting primarily of common stock of U.S More
Blackrock Capital 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 Capital'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 Capital Appreciation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.0914 | |||
| Maximum Drawdown | 5.68 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 1.88 |
Blackrock Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Capital's standard deviation. In reality, there are many statistical measures that can use Blackrock Capital historical prices to predict the future Blackrock Capital's volatility.| Risk Adjusted Performance | 0.1542 | |||
| Jensen Alpha | 0.2048 | |||
| Total Risk Alpha | 0.0435 | |||
| Sortino Ratio | 0.0851 | |||
| Treynor Ratio | 3.77 |
Blackrock Capital Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Capital secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Blackrock Capital Appreciation, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Capital's risk adjusted performance of 0.1542, and Mean Deviation of 0.7587 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund shows a Beta (market volatility) of 0.056, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Capital is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
Blackrock Capital Appreciation has good predictability. Overlapping area represents the amount of predictability between Blackrock Capital time series from 23rd of December 2022 to 18th of December 2023 and 18th of December 2023 to 12th 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 Capital price movement. The serial correlation of 0.7 indicates that around 70.0% of current Blackrock Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 4.64 |
Blackrock Capital lagged returns against current returns
Autocorrelation, which is Blackrock Capital mutual 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 Capital's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Capital returns to help us make a trade decision. For example, suppose you find that Blackrock Capital has exhibited high autocorrelation historically, and you observe that the mutual 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 Capital 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 Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackrock Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Capital Lagged Returns
When evaluating Blackrock Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Capital mutual fund have on its future price. Blackrock Capital 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 Capital autocorrelation shows the relationship between Blackrock Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Capital Appreciation.
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 Mutual Fund
Blackrock Capital 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 Capital security.
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