BlackRock ISF (Ireland) Backtesting

IE00B040CX25 -- Ireland Fund  

USD 23.52  0.24  1.03%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of BlackRock ISF North America Idx and determine expected loss or profit from investing in BlackRock ISF over given investment horizon. Please also check BlackRock ISF Hype Analysis, BlackRock ISF Correlation, Portfolio Optimization, BlackRock ISF Volatility as well as analyze BlackRock ISF Alpha and Beta and BlackRock ISF Performance.
 Time Horizon     30 Days    Login   to change

BlackRock ISF 'What if' Analysis

June 19, 2018
No Change 0.00  0.0%
In 31 days
July 19, 2018
If you would invest  0.00  in BlackRock ISF on June 19, 2018 and sell it all today you would earn a total of 0.00 from holding BlackRock ISF North America Idx or generate 0.0% return on investment in BlackRock ISF over 30 days. The investment objective of this Fund is to provide a total return, taking into account both capital and income returns,...

BlackRock ISF Upside/Downside Indicators


BlackRock ISF Market Premium Indicators

BlackRock ISF North Backtested Returns

We consider BlackRock ISF not too risky. BlackRock ISF North secures Sharpe Ratio (or Efficiency) of 0.1078 which signifies that BlackRock ISF North had 0.1078% of return per unit of standard deviation over the last 1 month. Our philosophy in foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for BlackRock ISF North America Idx which you can use to evaluate future volatility of the entity. Please confirm BlackRock ISF North to double-check if risk estimate we provide are consistent with the epected return of 0.0917%. The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and BlackRock ISF are completely uncorrelated. Although it is extremely important to respect BlackRock ISF North historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing BlackRock ISF North technical indicators you can presently evaluate if the expected return of 0.0917% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.47) 

Modest reverse predictability

BlackRock ISF North America Idx has modest reverse predictability. Overlapping area represents the amount of predictability between BlackRock ISF time series from June 19, 2018 to July 4, 2018 and July 4, 2018 to July 19, 2018. 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 ISF North price movement. The serial correlation of -0.47 indicates that about 47.0% of current BlackRock ISF price fluctuation can be explain by its past prices. Given that BlackRock ISF North America Idx has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of BlackRock ISF for similar time interval.
Correlation Coefficient -0.47
Price Variance 0.06
Lagged Price Variance 0.02
Average Price 23.27

BlackRock ISF North lagged returns against current returns

 Current and Lagged Values 

BlackRock ISF regressed lagged prices vs. current prices

 Current vs Lagged Prices 

BlackRock ISF Lagged Returns

 Regressed Prices 

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Please also check BlackRock ISF Hype Analysis, BlackRock ISF Correlation, Portfolio Optimization, BlackRock ISF Volatility as well as analyze BlackRock ISF Alpha and Beta and BlackRock ISF Performance. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.