Blackrock Lifepath Dynamic Fund Market Value
| LPCRX Fund | USD 9.29 0.14 1.48% |
| Symbol | Blackrock |
Blackrock Lifepath '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 Lifepath'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 Lifepath.
| 03/17/2024 |
| 04/16/2024 |
If you would invest 0.00 in Blackrock Lifepath on March 17, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Lifepath Dynamic or generate 0.0% return on investment in Blackrock Lifepath over 30 days. Blackrock Lifepath is related to or competes with Blackrock California, Blackrock Balanced, Blackrock Eurofund, Blackrock Emerging, Blackrock Equity, Blackrock Advantage, and Blackrock Large. The fund allocates and reallocates its assets among a combination of equity, bond and money market funds and derivatives... More
Blackrock Lifepath 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 Lifepath'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 Lifepath Dynamic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.566 | |||
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 2.15 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.6557 |
Blackrock Lifepath Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Lifepath's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Lifepath's standard deviation. In reality, there are many statistical measures that can use Blackrock Lifepath historical prices to predict the future Blackrock Lifepath's volatility.| Risk Adjusted Performance | 0.0179 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0096 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackrock Lifepath'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.
Blackrock Lifepath Backtested Returns
We consider Blackrock Lifepath very steady. Blackrock Lifepath secures Sharpe Ratio (or Efficiency) of 0.0659, which signifies that the fund had a 0.0659% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Blackrock Lifepath Dynamic, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Lifepath's risk adjusted performance of 0.0179, and Mean Deviation of 0.3367 to double-check if the risk estimate we provide is consistent with the expected return of 0.0304%. The fund shows a Beta (market volatility) of 0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackrock Lifepath's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Lifepath is expected to be smaller as well.
Auto-correlation | -0.66 |
Very good reverse predictability
Blackrock Lifepath Dynamic has very good reverse predictability. Overlapping area represents the amount of predictability between Blackrock Lifepath time series from 17th of March 2024 to 1st of April 2024 and 1st of April 2024 to 16th of April 2024. 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 Lifepath price movement. The serial correlation of -0.66 indicates that around 66.0% of current Blackrock Lifepath price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Blackrock Lifepath lagged returns against current returns
Autocorrelation, which is Blackrock Lifepath 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 Lifepath's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Lifepath returns to help us make a trade decision. For example, suppose you find that Blackrock Lifepath 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 Lifepath 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 Lifepath mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Lifepath 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 Lifepath mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Lifepath Lagged Returns
When evaluating Blackrock Lifepath's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Lifepath mutual fund have on its future price. Blackrock Lifepath 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 Lifepath autocorrelation shows the relationship between Blackrock Lifepath mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Lifepath Dynamic.
Regressed Prices |
| Timeline |
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 Lifepath 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 Lifepath's short interest history, or implied volatility extrapolated from Blackrock Lifepath options trading.
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Blackrock Lifepath 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, fund market cycles, or different charting patterns.