Blackrock Stock Market Value

BLK
 Stock
  

USD 614.74  5.98  0.96%   

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
Backtest


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.
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
07/11/2021
No Change 0.00  0.0 
In 11 months and 27 days
07/06/2022
0.00
If you would invest  0.00  in Blackrock on July 11, 2021 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 360 days. Blackrock is related to or competes with Omnia Wellness, Caterpillar, Home Depot, Walmart, Dupont Denemours, Boeing, and McDonalds Corp. 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
551.03614.71617.12
Details
Intrinsic
Valuation
LowReal ValueHigh
551.03713.20715.61
Details
12 Analysts
Consensus
LowTarget PriceHigh
803.00990.101,123
Details
Earnings
Estimates (6)
LowProjected EPSHigh
40.9842.6444.05
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 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. Macroaxis philosophy in foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Blackrock exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Blackrock risk adjusted performance of (0.18), and Mean Deviation of 1.88 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.4126, 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. Even though it is essential to pay attention to Blackrock historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy in foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Blackrock exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Blackrock has an expected return of -0.28%. Please be advised to confirm Blackrock value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall to decide if Blackrock performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.64  

Very good reverse predictability

Blackrock has very good reverse predictability. Overlapping area represents the amount of predictability between Blackrock time series from 11th of July 2021 to 7th of January 2022 and 7th of January 2022 to 6th of July 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 -0.64 indicates that roughly 64.0% of current Blackrock price fluctuation can be explain by its past prices.
Correlation Coefficient-0.64
Spearman Rank Test-0.36
Residual Average0.0
Price Variance5939.58

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 
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      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 

Blackrock Investors Sentiment

The influence of Blackrock's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Blackrock. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Blackrock Implied Volatility

    
  42.64  
Blackrock's implied volatility exposes the market's sentiment of Blackrock stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Blackrock's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Blackrock stock will not fluctuate a lot when Blackrock's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Blackrock in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Blackrock's short interest history, or implied volatility extrapolated from Blackrock options trading.

Current Sentiment - BLK

Blackrock Investor Sentiment

Predominant part of Macroaxis users are currently bullish on Blackrock. What is your opinion about investing in Blackrock? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

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.

Blackrock Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

Complementary Tools for Blackrock Stock analysis

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...