Blackrock Mutual Fund Alpha and Beta Analysis

BCGPX
 Fund
  

USD 13.41  0.06  0.45%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blackrock 6040 Target. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blackrock 6040 over a specified time horizon. Remember, high Blackrock 6040's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Continue to Blackrock 6040 Backtesting, Portfolio Optimization, Blackrock 6040 Correlation, Blackrock 6040 Hype Analysis, Blackrock 6040 Volatility, Blackrock 6040 History and analyze Blackrock 6040 Performance.
  
Please note that although Blackrock 6040 alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Blackrock 6040 did 0.027114  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Blackrock 6040 Target fund's relative risk over its benchmark. Blackrock 6040 Target has a beta of 0.0228  . Let's try to break down what Blackrock's beta means in this case. As returns on the market increase, returns on owning Blackrock 6040 are expected to decrease at a much lower rate. During the bear market, Blackrock 6040 is likely to outperform the market.
.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Blackrock 6040 Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blackrock 6040 market risk premium is the additional return an investor will receive from holding Blackrock 6040 long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Blackrock 6040. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Blackrock 6040's performance over market.
α-0.03   β-0.02
90 days against DJI

Blackrock 6040 expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Blackrock 6040's Buy-and-hold return. Our buy-and-hold chart shows how Blackrock 6040 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Blackrock 6040 Market Price Analysis

Market price analysis indicators help investors to evaluate how Blackrock 6040 mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Blackrock 6040 shares will generate the highest return on investment. By understating and applying Blackrock 6040 mutual fund market price indicators, traders can identify Blackrock 6040 position entry and exit signals to maximize returns.

Blackrock 6040 Return and Market Media

The median price of Blackrock 6040 for the period between Wed, May 11, 2022 and Tue, Aug 9, 2022 is 13.14 with a coefficient of variation of 2.66. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 13.13, and mean deviation of 0.3. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Blackrock 6040 Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Blackrock 6040 Target has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.

Blackrock 6040 Investors Sentiment

The influence of Blackrock 6040'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.
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 6040 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 6040's short interest history, or implied volatility extrapolated from Blackrock 6040 options trading.

Build Portfolio with Blackrock 6040

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Continue to Blackrock 6040 Backtesting, Portfolio Optimization, Blackrock 6040 Correlation, Blackrock 6040 Hype Analysis, Blackrock 6040 Volatility, Blackrock 6040 History and analyze Blackrock 6040 Performance. Note that the Blackrock 6040 Target information on this page should be used as a complementary analysis to other Blackrock 6040'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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

Complementary Tools for Blackrock Mutual Fund analysis

When running Blackrock 6040 Target price analysis, check to measure Blackrock 6040'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 6040 is operating at the current time. Most of Blackrock 6040's value examination focuses on studying past and present price action to predict the probability of Blackrock 6040's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Blackrock 6040's price. Additionally, you may evaluate how the addition of Blackrock 6040 to your portfolios can decrease your overall portfolio volatility.
Money Managers
Screen money managers from public funds and ETFs managed around the world
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments
Go
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Go
Blackrock 6040 technical mutual fund 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 6040 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Blackrock 6040 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...