Blackrock Aggressive Prprd Fund Market Value
| BCAPX Fund | USD 17.01 0.08 0.47% |
| Symbol | Blackrock |
Blackrock Aggressive '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 Aggressive'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 Aggressive.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Blackrock Aggressive on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Blackrock Aggressive Prprd or generate 0.0% return on investment in Blackrock Aggressive over 90 days. Blackrock Aggressive is related to or competes with Managed Account, Blackrock, Blackrock High, Blackrock, Blackrock High, Blackrock California, and Blackrock Balanced. The fund, which is a fund of funds, normally obtains exposure to equity securities in an amount equal to 80 percent of i... More
Blackrock Aggressive 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 Aggressive'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 Aggressive Prprd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7544 | |||
| Information Ratio | 0.0835 | |||
| Maximum Drawdown | 3.47 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.5 |
Blackrock Aggressive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Aggressive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Aggressive's standard deviation. In reality, there are many statistical measures that can use Blackrock Aggressive historical prices to predict the future Blackrock Aggressive's volatility.| Risk Adjusted Performance | 0.2625 | |||
| Jensen Alpha | 0.1027 | |||
| Total Risk Alpha | 0.0912 | |||
| Sortino Ratio | 0.0774 | |||
| Treynor Ratio | 0.2861 |
Blackrock Aggressive Backtested Returns
Blackrock Aggressive appears to be very steady, given 3 months investment horizon. Blackrock Aggressive secures Sharpe Ratio (or Efficiency) of 0.38, which signifies that the fund had a 0.38 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Blackrock Aggressive Prprd, which you can use to evaluate the volatility of the entity. Please makes use of Blackrock Aggressive's mean deviation of 0.4805, and Risk Adjusted Performance of 0.2625 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.66, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackrock Aggressive's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Aggressive is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
Blackrock Aggressive Prprd has very good predictability. Overlapping area represents the amount of predictability between Blackrock Aggressive time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Aggressive price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Blackrock Aggressive price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Blackrock Aggressive lagged returns against current returns
Autocorrelation, which is Blackrock Aggressive 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 Aggressive's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Aggressive returns to help us make a trade decision. For example, suppose you find that Blackrock Aggressive 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 Aggressive 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 Aggressive mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Aggressive 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 Aggressive mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Aggressive Lagged Returns
When evaluating Blackrock Aggressive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Aggressive mutual fund have on its future price. Blackrock Aggressive 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 Aggressive autocorrelation shows the relationship between Blackrock Aggressive mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Aggressive Prprd.
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 Aggressive 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 Aggressive security.
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