Blackrock Alternative Capital Fund Market Value
| BAMBX Fund | USD 10.69 0.03 0.28% |
| Symbol | Blackrock |
Blackrock Alternative '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 Alternative'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 Alternative.
| 06/23/2024 |
| 09/21/2024 |
If you would invest 0.00 in Blackrock Alternative on June 23, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Alternative Capital or generate 0.0% return on investment in Blackrock Alternative over 90 days. Blackrock Alternative is related to or competes with Blckrk Lc, Calamos Market, Pimco Trends, Blackrock Global, and Jpmorgan Hedged. The fund seeks to achieve its investment objective by investing in a range of global asset classes, with a focus on fixe... More
Blackrock Alternative 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 Alternative'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 Alternative Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2383 | |||
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 1.16 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.3902 |
Blackrock Alternative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Alternative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Alternative's standard deviation. In reality, there are many statistical measures that can use Blackrock Alternative historical prices to predict the future Blackrock Alternative's volatility.| Risk Adjusted Performance | 0.2211 | |||
| Jensen Alpha | 0.0457 | |||
| Total Risk Alpha | 0.0268 | |||
| Sortino Ratio | (0.23) | |||
| Treynor Ratio | 0.527 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackrock Alternative'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 Alternative Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Alternative secures Sharpe Ratio (or Efficiency) of 0.31, which signifies that the fund had a 0.31% return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Blackrock Alternative Capital, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Alternative's risk adjusted performance of 0.2211, and Mean Deviation of 0.1747 to double-check if the risk estimate we provide is consistent with the expected return of 0.0701%. The fund shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Alternative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Alternative is expected to be smaller as well.
Auto-correlation | 0.68 |
Good predictability
Blackrock Alternative Capital has good predictability. Overlapping area represents the amount of predictability between Blackrock Alternative time series from 23rd of June 2024 to 7th of August 2024 and 7th of August 2024 to 21st of September 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 Alternative price movement. The serial correlation of 0.68 indicates that around 68.0% of current Blackrock Alternative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blackrock Alternative lagged returns against current returns
Autocorrelation, which is Blackrock Alternative 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 Alternative's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Alternative returns to help us make a trade decision. For example, suppose you find that Blackrock Alternative 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 Alternative 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 Alternative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Alternative 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 Alternative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Alternative Lagged Returns
When evaluating Blackrock Alternative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Alternative mutual fund have on its future price. Blackrock Alternative 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 Alternative autocorrelation shows the relationship between Blackrock Alternative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Alternative 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.Other Information on Investing in Blackrock Mutual Fund
Blackrock Alternative 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 Alternative security.
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities |