Blackrock Impact Equity Fund Market Value
| BIRIX Fund | USD 22.30 0.20 0.90% |
| Symbol | Blackrock |
Blackrock Impact '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 Impact'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 Impact.
| 05/09/2025 |
| 08/07/2025 |
If you would invest 0.00 in Blackrock Impact on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding Blackrock Impact Equity or generate 0.0% return on investment in Blackrock Impact over 90 days. Blackrock Impact is related to or competes with Blackrock California, Blackrock Balanced, Mkeax, Blackrock Eurofund, Blackrock Funds, Blackrock Emerging, and Blackrock Equity. Under normal circumstances, the fund seeks to invest at least 80 percent of its net assets plus the amount of any borrow... More
Blackrock Impact 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 Impact'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 Impact Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6856 | |||
| Information Ratio | 0.1269 | |||
| Maximum Drawdown | 5.05 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.53 |
Blackrock Impact Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Impact's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Impact's standard deviation. In reality, there are many statistical measures that can use Blackrock Impact historical prices to predict the future Blackrock Impact's volatility.| Risk Adjusted Performance | 0.2053 | |||
| Jensen Alpha | 0.1906 | |||
| Total Risk Alpha | 0.0998 | |||
| Sortino Ratio | 0.145 | |||
| Treynor Ratio | 4.85 |
Blackrock Impact Equity Backtested Returns
Blackrock Impact appears to be very steady, given 3 months investment horizon. Blackrock Impact Equity secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the fund had a 0.26 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Blackrock Impact Equity, which you can use to evaluate the volatility of the entity. Please makes use of Blackrock Impact's risk adjusted performance of 0.2053, and Mean Deviation of 0.5621 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.0401, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Impact's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Impact is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
Blackrock Impact Equity has good predictability. Overlapping area represents the amount of predictability between Blackrock Impact time series from 9th of May 2025 to 23rd of June 2025 and 23rd of June 2025 to 7th of August 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 Impact Equity price movement. The serial correlation of 0.79 indicates that around 79.0% of current Blackrock Impact price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Blackrock Impact Equity lagged returns against current returns
Autocorrelation, which is Blackrock Impact 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 Impact's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Impact returns to help us make a trade decision. For example, suppose you find that Blackrock Impact 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 Impact 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 Impact mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Impact 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 Impact mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Impact Lagged Returns
When evaluating Blackrock Impact's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Impact mutual fund have on its future price. Blackrock Impact 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 Impact autocorrelation shows the relationship between Blackrock Impact mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Impact Equity.
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 Impact 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 Impact security.
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