Blackrock Government Bond Fund Market Value
| BIGLX Fund | USD 9.10 0.02 0.22% |
| Symbol | Blackrock |
Blackrock Government '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 Government'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 Government.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in Blackrock Government on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding Blackrock Government Bond or generate 0.0% return on investment in Blackrock Government over 90 days. Blackrock Government is related to or competes with Smallcap Fund, Praxis Small, Transamerica International, Ab Small, and Tax-managed. The fund seeks to achieve its objective by investing at least 80 percent of its net assets, plus any borrowings for inve... More
Blackrock Government 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 Government'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 Government Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.335 | |||
| Information Ratio | (0.53) | |||
| Maximum Drawdown | 1.46 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.6593 |
Blackrock Government Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Government's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Government's standard deviation. In reality, there are many statistical measures that can use Blackrock Government historical prices to predict the future Blackrock Government's volatility.| Risk Adjusted Performance | 0.058 | |||
| Jensen Alpha | 0.0067 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.53) | |||
| Treynor Ratio | 0.293 |
Blackrock Government Bond Backtested Returns
At this stage we consider Blackrock Mutual Fund to be very steady. Blackrock Government Bond secures Sharpe Ratio (or Efficiency) of 0.023, which signifies that the fund had a 0.023 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Blackrock Government Bond, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Government's mean deviation of 0.2807, and Risk Adjusted Performance of 0.058 to double-check if the risk estimate we provide is consistent with the expected return of 0.0076%. The fund shows a Beta (market volatility) of 0.0711, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Government's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Government is expected to be smaller as well.
Auto-correlation | -0.64 |
Very good reverse predictability
Blackrock Government Bond has very good reverse predictability. Overlapping area represents the amount of predictability between Blackrock Government time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th of July 2025. 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 Government Bond price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Blackrock Government price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Blackrock Government Bond lagged returns against current returns
Autocorrelation, which is Blackrock Government 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 Government's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Government returns to help us make a trade decision. For example, suppose you find that Blackrock Government 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 Government 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 Government mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Government 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 Government mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Government Lagged Returns
When evaluating Blackrock Government's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Government mutual fund have on its future price. Blackrock Government 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 Government autocorrelation shows the relationship between Blackrock Government mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Government Bond.
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 Government 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 Government security.
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