Blackrock All Cap Energy Fund Market Value
| BACCX Fund | USD 13.12 0.18 1.39% |
| Symbol | Blackrock |
Blackrock All '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 All'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 All.
| 06/05/2025 |
| 07/05/2025 |
If you would invest 0.00 in Blackrock All on June 5, 2025 and sell it all today you would earn a total of 0.00 from holding Blackrock All Cap Energy or generate 0.0% return on investment in Blackrock All over 30 days. Blackrock All is related to or competes with Elfun Diversified, Tiaa-cref Small-cap, Tiaa Cref, Jpmorgan Diversified, and Victory Diversified. The fund invests at least 80 percent of its total assets in equity securities of global energy and natural resources com... More
Blackrock All 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 All'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 All Cap Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.87 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 1.78 |
Blackrock All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock All's standard deviation. In reality, there are many statistical measures that can use Blackrock All historical prices to predict the future Blackrock All's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackrock All's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Blackrock All Cap Backtested Returns
Blackrock All appears to be not too volatile, given 3 months investment horizon. Blackrock All Cap secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the fund had a 0.15 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for Blackrock All Cap Energy, which you can use to evaluate the volatility of the entity. Please makes use of Blackrock All's mean deviation of 1.25, and Risk Adjusted Performance of (0.02) to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.9, which signifies possible diversification benefits within a given portfolio. Blackrock All returns are very sensitive to returns on the market. As the market goes up or down, Blackrock All is expected to follow.
Auto-correlation | 0.02 |
Virtually no predictability
Blackrock All Cap Energy has virtually no predictability. Overlapping area represents the amount of predictability between Blackrock All time series from 5th of June 2025 to 20th of June 2025 and 20th of June 2025 to 5th 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 All Cap price movement. The serial correlation of 0.02 indicates that only 2.0% of current Blackrock All price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Blackrock All Cap lagged returns against current returns
Autocorrelation, which is Blackrock All 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 All's mutual fund expected returns. We can calculate the autocorrelation of Blackrock All returns to help us make a trade decision. For example, suppose you find that Blackrock All 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 All 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 All mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock All 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 All mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock All Lagged Returns
When evaluating Blackrock All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock All mutual fund have on its future price. Blackrock All 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 All autocorrelation shows the relationship between Blackrock All mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock All Cap Energy.
Regressed Prices |
| Timeline |
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Other Information on Investing in Blackrock Mutual Fund
Blackrock All 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 All security.
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