BlackRock risk analysis

Use BlackRock Insured Municipal Income Trust risk analysis together with your stock portfolios to enhance returns of your portfolios and to determine Stock optimization strategy that fits your criteria.  Suggest Portfolio

Projected Return Density against Market

Considering 30-days investment horizon, BlackRock has beta of 0.15 . This suggests as returns on market go up, BlackRock avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding BlackRock Insured Municipal Income Trust will be expected to be much smaller as well. Moreover, BlackRock Insured Municipal Income Trust has alpha of 0.15 implying that it can potentially generate 0.15% excess return over S&P 500 after adjusting for the inherited market risk (beta).Considering 30-days investment horizon, the coefficient of variation of BlackRock is -844.93. The daily returns are destributed with a variance of 0.2 and standard deviation of 0.45. The mean deviation of BlackRock Insured Municipal Income Trust is currently at 0.3. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.55

	(alpha)	=	0.15	Details
	(beta)	=	0.15	Details
	(volatility)	=	0.45	Details

Actual Return Volatility

BlackRock Insured Municipal Income Trust has volatility of 0.45% on return distribution over 30 days investment horizon. S&P 500 shows 0.55% volatility of returns over 30 trading days.