Blackrock Stock Market Value

BLK
 Stock
  

USD 695.93  0.08  0.0115%   

Blackrock's market value is the price at which a share of Blackrock stock trades on a public exchange. It measures the collective expectations of Blackrock investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Blackrock and determine expected loss or profit from investing in Blackrock over a given investment horizon. Continue to Blackrock Hype Analysis, Blackrock Correlation, Blackrock Valuation, Blackrock Volatility, as well as analyze Blackrock Alpha and Beta and Blackrock Performance.
Symbol


Is Blackrock's industry 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 YOY
-0.21
Market Capitalization
105.1 B
Quarterly Revenue Growth YOY
-0.061
Return On Assets
0.0304
Return On Equity
0.16
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 Blackrock value 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.
0.00
07/08/2022
No Change 0.00  0.0 
In 31 days
08/07/2022
0.00
If you would invest  0.00  in Blackrock on July 8, 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 30 days. Blackrock is related to or competes with Starbucks Corp, Chevron Corp, Travelers Companies, McDonalds Corp, Microsoft Corp, International Business, and Johnson Johnson. 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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Blackrock'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. Please use the tools below to analyze the current value of Blackrock in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
692.49694.64696.79
Details
Intrinsic
Valuation
LowReal ValueHigh
626.34862.02864.17
Details
Naive
Forecast
LowNext ValueHigh
702.12704.27706.42
Details
12 Analysts
Consensus
LowTarget PriceHigh
803.00990.101,123
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Blackrock. Your research has to be compared to or analyzed against Blackrock's peers to derive any actionable benefits. When done correctly, Blackrock's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Blackrock.

Blackrock Backtested Returns

Blackrock appears to be very steady, given 3 months investment horizon. Blackrock secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had 0.12% of return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Blackrock, which you can use to evaluate the future volatility of the firm. Please makes use of Blackrock's mean deviation of 1.82, and Risk Adjusted Performance of 0.1119 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Blackrock holds a performance score of 8. The firm shows a Beta (market volatility) of 1.5171, which signifies a somewhat significant risk relative to the market. Let's try to break down what Blackrock's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Blackrock will likely underperform. Although it is vital to follow Blackrock historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Blackrock technical indicators, you can presently evaluate if the expected return of 0.25% will be sustainable into the future. Please makes use of Blackrock value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall to make a quick decision on whether Blackrock price patterns will revert.

Auto-correlation

    
  0.63  

Good predictability

Blackrock has good predictability. Overlapping area represents the amount of predictability between Blackrock time series from 8th of July 2022 to 23rd of July 2022 and 23rd of July 2022 to 7th of August 2022. 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 0.63 indicates that roughly 63.0% of current Blackrock price fluctuation can be explain by its past prices.
Correlation Coefficient0.63
Spearman Rank Test0.67
Residual Average0.0
Price Variance608.71

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 stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       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   
Share
       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   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Blackrock without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Blackrock

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Blackrock position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Blackrock will appreciate offsetting losses from the drop in the long position's value.

Moving together with Blackrock

0.83BENFranklin Resources Fiscal Year End 7th of November 2022 PairCorr
0.61BCORBlucora Earnings Call  TomorrowPairCorr
0.66MNManning Napier Earnings Call  TomorrowPairCorr
The ability to find closely correlated positions to Blackrock could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Blackrock when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Blackrock - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Blackrock to buy it.
The correlation of Blackrock is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Blackrock moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Blackrock moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Blackrock can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Blackrock Hype Analysis, Blackrock Correlation, Blackrock Valuation, Blackrock Volatility, as well as analyze Blackrock Alpha and Beta and Blackrock Performance. Note that the Blackrock information on this page should be used as a complementary analysis to other Blackrock's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

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When running Blackrock price analysis, check to measure Blackrock's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Blackrock is operating at the current time. Most of Blackrock's value examination focuses on studying past and present price action to predict the probability of Blackrock's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Blackrock's price. Additionally, you may evaluate how the addition of Blackrock to your portfolios can decrease your overall portfolio volatility.
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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.
A focus of Blackrock technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Blackrock trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...