BLK Market Value
| BLK Crypto | USD 0.04 0.0004 1.12% |
| Symbol | BLK |
BLK '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 BLK's crypto coin 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 BLK.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in BLK on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding BLK or generate 0.0% return on investment in BLK over 90 days. BLK is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. BLK is peer-to-peer digital currency powered by the Blockchain technology.
BLK 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 BLK's crypto coin 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 BLK upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | 0.18 | |||
| Maximum Drawdown | 13.68 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 4.19 |
BLK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BLK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BLK's standard deviation. In reality, there are many statistical measures that can use BLK historical prices to predict the future BLK's volatility.| Risk Adjusted Performance | 0.2362 | |||
| Jensen Alpha | 0.5255 | |||
| Total Risk Alpha | 0.2149 | |||
| Sortino Ratio | 0.2506 | |||
| Treynor Ratio | (4.15) |
BLK Backtested Returns
BLK appears to be relatively risky, given 3 months investment horizon. BLK secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that digital coin had a 0.21 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for BLK, which you can use to evaluate the volatility of coin. Please makes use of BLK's Risk Adjusted Performance of 0.2362, mean deviation of 1.4, and Semi Deviation of 0.8967 to double-check if our risk estimates are consistent with your expectations. The crypto shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BLK are expected to decrease at a much lower rate. During the bear market, BLK is likely to outperform the market.
Auto-correlation | 0.56 |
Modest predictability
BLK has modest predictability. Overlapping area represents the amount of predictability between BLK time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 BLK price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current BLK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BLK lagged returns against current returns
Autocorrelation, which is BLK crypto coin'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 BLK's crypto coin expected returns. We can calculate the autocorrelation of BLK returns to help us make a trade decision. For example, suppose you find that BLK has exhibited high autocorrelation historically, and you observe that the crypto coin 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 |
BLK 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 BLK crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BLK crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BLK crypto coin over time.
Current vs Lagged Prices |
| Timeline |
BLK Lagged Returns
When evaluating BLK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BLK crypto coin have on its future price. BLK 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, BLK autocorrelation shows the relationship between BLK crypto coin current value and its past values and can show if there is a momentum factor associated with investing in BLK.
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.When determining whether BLK offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of BLK's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Blk Crypto.Check out BLK Correlation, BLK Volatility and Investing Opportunities module to complement your research on BLK. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
BLK technical crypto coin 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, crypto market cycles, or different charting patterns.