Blackrock Stock Market Value
| BLK Stock | USD 1,036 19.32 1.90% |
| Symbol | BlackRock |
BlackRock Price To Book Ratio
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. 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 listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.023 | Dividend Share 5 | Earnings Share 40.51 | Revenue Per Share 130.415 | Quarterly Revenue Growth 0.149 |
The market value of BlackRock 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's value that differs from its market value or its book value, called intrinsic value, which is BlackRock'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's market value can be influenced by many factors that don't directly affect BlackRock'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's value and its price as these two are different measures arrived at by different means. Investors typically determine if BlackRock is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BlackRock'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 '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'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.
| 12/31/2022 |
| 12/20/2024 |
If you would invest 0.00 in BlackRock on December 31, 2022 and sell it all today you would earn a total of 0.00 from holding BlackRock or generate 0.0% return on investment in BlackRock over 720 days. BlackRock is related to or competes with KKR Co, Apollo Global, Brookfield Asset, Carlyle, Franklin Resources, Main Street, and Blackstone. The firm primarily provides its services to institutional, intermediary, and individual investors including corporate, p... More
BlackRock 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'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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.1154 | |||
| Maximum Drawdown | 6.38 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.85 |
BlackRock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BlackRock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BlackRock's standard deviation. In reality, there are many statistical measures that can use BlackRock historical prices to predict the future BlackRock's volatility.| Risk Adjusted Performance | 0.1186 | |||
| Jensen Alpha | 0.1338 | |||
| Total Risk Alpha | 0.1176 | |||
| Sortino Ratio | 0.1252 | |||
| Treynor Ratio | 0.218 |
BlackRock Backtested Returns
As of now, BlackRock Stock is very steady. BlackRock secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for BlackRock, which you can use to evaluate the volatility of the firm. Please confirm BlackRock's risk adjusted performance of 0.1186, and Mean Deviation of 0.8352 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. BlackRock has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.69, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BlackRock's returns are expected to increase less than the market. However, during the bear market, the loss of holding BlackRock is expected to be smaller as well. BlackRock right now shows a risk of 1.1%. Please confirm BlackRock value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if BlackRock will be following its price patterns.
Auto-correlation | 0.22 |
Weak predictability
BlackRock has weak predictability. Overlapping area represents the amount of predictability between BlackRock time series from 31st of December 2022 to 26th of December 2023 and 26th of December 2023 to 20th 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 price movement. The serial correlation of 0.22 indicates that over 22.0% of current BlackRock price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 9261.21 |
BlackRock lagged returns against current returns
Autocorrelation, which is BlackRock 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's stock expected returns. We can calculate the autocorrelation of BlackRock returns to help us make a trade decision. For example, suppose you find that BlackRock 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BlackRock stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BlackRock stock over time.
Current vs Lagged Prices |
| Timeline |
BlackRock Lagged Returns
When evaluating BlackRock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BlackRock stock have on its future price. BlackRock 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 autocorrelation shows the relationship between BlackRock stock current value and its past values and can show if there is a momentum factor associated with investing in BlackRock.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out BlackRock Correlation, BlackRock Volatility and BlackRock Alpha and Beta module to complement your research on BlackRock. For more information on how to buy BlackRock Stock please use our How to buy in BlackRock Stock guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
BlackRock technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.