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Alpha and Beta Analysis

 
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Investment horizon: 
  30 Days    Login   to change
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Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also BlackRock Backtesting, BlackRock Valuation, BlackRock Correlation, BlackRock Prediction, BlackRock Volatility, BlackRock History and anaylize BlackRock Performance

BlackRock Maryland Municipal Bond Trust

    
alpha for BlackRock Maryland Municipal Bond Trust (alpha)=(0.05)    beta for BlackRock Maryland Municipal Bond Trust (beta)= 0.90     
30 days against S&P 500
Risk Adjusted Performance     0.0207Jensen Alpha     (0.05)Total Risk Alpha     (2.01)Sortino Ratio     (0.01)Treynor Ratio     0.1325
    

BlackRock Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
47%
In The Next
Two Years
BlackRock Maryland Municipal Bond Trust has less than 47.0 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

BlackRock Market Performance

    
BlackRock
Performance
1
Out Of
100
Over 30
Days
99% of all equities and portfolios perform better than BlackRock Maryland Municipal Bond Trust. Compared with the overall equity markets, risk-adjusted returns on investments in BlackRock Maryland Municipal Bond Trust are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.
    

BlackRock Return and Market Media

    
The median price of BlackRock for the period between Wed, Apr 24, 2013 and Fri, May 24, 2013 is 4.4 with a coefficient of variation of 8.02. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 4.25, and mean deviation of 0.28. The Stock did not receive any noticable media coverage during the period.
BlackRock         SP 500
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