Bondbloxx Private Credit Etf Market Value
| PCMM Etf | 50.71 0.02 0.04% |
| Symbol | BondBloxx |
The market value of BondBloxx Private Credit is measured differently than its book value, which is the value of BondBloxx that is recorded on the company's balance sheet. Investors also form their own opinion of BondBloxx Private's value that differs from its market value or its book value, called intrinsic value, which is BondBloxx Private'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 BondBloxx Private's market value can be influenced by many factors that don't directly affect BondBloxx Private'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 BondBloxx Private's value and its price as these two are different measures arrived at by different means. Investors typically determine if BondBloxx Private is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BondBloxx Private'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.
BondBloxx Private '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 BondBloxx Private's etf 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 BondBloxx Private.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in BondBloxx Private on May 27, 2025 and sell it all today you would earn a total of 0.00 from holding BondBloxx Private Credit or generate 0.0% return on investment in BondBloxx Private over 90 days. BondBloxx Private is related to or competes with VanEck Vectors, BondBloxx ETF, Vanguard ESG, Vanguard Intermediate, Vanguard Long, Vanguard Short, and Virtus ETF. More
BondBloxx Private 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 BondBloxx Private's etf 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 BondBloxx Private Credit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4103 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.23 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 0.6375 |
BondBloxx Private Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BondBloxx Private's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BondBloxx Private's standard deviation. In reality, there are many statistical measures that can use BondBloxx Private historical prices to predict the future BondBloxx Private's volatility.| Risk Adjusted Performance | 0.0515 | |||
| Jensen Alpha | 0.0326 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | (0.20) |
BondBloxx Private Credit Backtested Returns
As of now, BondBloxx Etf is very steady. BondBloxx Private Credit secures Sharpe Ratio (or Efficiency) of 0.0817, which signifies that the etf had a 0.0817 % return per unit of risk over the last 3 months. We have found thirty technical indicators for BondBloxx Private Credit, which you can use to evaluate the volatility of the entity. Please confirm BondBloxx Private's Downside Deviation of 0.4103, mean deviation of 0.2886, and Risk Adjusted Performance of 0.0515 to double-check if the risk estimate we provide is consistent with the expected return of 0.0321%. The etf shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BondBloxx Private are expected to decrease at a much lower rate. During the bear market, BondBloxx Private is likely to outperform the market.
Auto-correlation | 0.33 |
Below average predictability
BondBloxx Private Credit has below average predictability. Overlapping area represents the amount of predictability between BondBloxx Private time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th 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 BondBloxx Private Credit price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current BondBloxx Private price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
BondBloxx Private Credit lagged returns against current returns
Autocorrelation, which is BondBloxx Private etf'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 BondBloxx Private's etf expected returns. We can calculate the autocorrelation of BondBloxx Private returns to help us make a trade decision. For example, suppose you find that BondBloxx Private has exhibited high autocorrelation historically, and you observe that the etf 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 |
BondBloxx Private 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 BondBloxx Private etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BondBloxx Private etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BondBloxx Private etf over time.
Current vs Lagged Prices |
| Timeline |
BondBloxx Private Lagged Returns
When evaluating BondBloxx Private's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BondBloxx Private etf have on its future price. BondBloxx Private 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, BondBloxx Private autocorrelation shows the relationship between BondBloxx Private etf current value and its past values and can show if there is a momentum factor associated with investing in BondBloxx Private Credit.
Regressed Prices |
| Timeline |
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BondBloxx Private technical etf 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, etf market cycles, or different charting patterns.