Blackrock Capital Allocation Stock Market Value
| BCAT Stock | USD 16.04 0.02 0.12% |
| Symbol | BlackRock |
BlackRock Capital Company Valuation
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 Capital. 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 Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 1.96 |
The market value of BlackRock 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 Capital's value that differs from its market value or its book value, called intrinsic value, which is BlackRock Capital'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 Capital's market value can be influenced by many factors that don't directly affect BlackRock Capital'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 Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if BlackRock Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BlackRock Capital'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 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 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 Capital.
| 10/20/2024 |
| 11/19/2024 |
If you would invest 0.00 in BlackRock Capital on October 20, 2024 and sell it all today you would earn a total of 0.00 from holding BlackRock Capital Allocation or generate 0.0% return on investment in BlackRock Capital over 30 days. BlackRock Capital is related to or competes with Trupanion, Sabre Insurance, CDW Corp, Pekin Life, Datadog, United Fire, and Atlantic American. BlackRock Capital is entity of United States 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 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 Capital Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5747 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.49 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 1.16 |
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 | 0.1113 | |||
| Jensen Alpha | 0.0444 | |||
| Total Risk Alpha | 0.0083 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1926 |
BlackRock Capital Backtested Returns
Currently, BlackRock Capital Allocation is very steady. BlackRock Capital secures Sharpe Ratio (or Efficiency) of 0.0985, which signifies that the company had a 0.0985% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for BlackRock Capital Allocation, which you can use to evaluate the volatility of the firm. Please confirm BlackRock Capital's risk adjusted performance of 0.1113, and Mean Deviation of 0.4759 to double-check if the risk estimate we provide is consistent with the expected return of 0.0594%. BlackRock Capital has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. 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. BlackRock Capital right now shows a risk of 0.6%. Please confirm BlackRock Capital value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if BlackRock Capital will be following its price patterns.
Auto-correlation | -0.67 |
Very good reverse predictability
BlackRock Capital Allocation has very good reverse predictability. Overlapping area represents the amount of predictability between BlackRock Capital time series from 20th of October 2024 to 4th of November 2024 and 4th of November 2024 to 19th of November 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 -0.67 indicates that around 67.0% of current BlackRock Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
BlackRock Capital lagged returns against current returns
Autocorrelation, which is BlackRock Capital 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 Capital's stock 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BlackRock Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BlackRock Capital stock 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 stock 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 stock current value and its past values and can show if there is a momentum factor associated with investing in BlackRock Capital Allocation.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for BlackRock Stock Analysis
When running BlackRock Capital's price analysis, check to measure BlackRock Capital'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 Capital is operating at the current time. Most of BlackRock Capital's value examination focuses on studying past and present price action to predict the probability of BlackRock Capital'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 Capital's price. Additionally, you may evaluate how the addition of BlackRock Capital to your portfolios can decrease your overall portfolio volatility.