Blackrock Stock Market Value

BLK -  USA Stock  

USD 845.24  12.03  1.40%

Blackrock's market value is the price at which a share of Blackrock stock trades on a public exchange. It measures the collective expectations of Blackrock investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Blackrock and determine expected loss or profit from investing in Blackrock over a given investment horizon. Continue to Blackrock Hype Analysis, Blackrock Correlation, Blackrock Valuation, Blackrock Volatility, as well as analyze Blackrock Alpha and Beta and Blackrock Performance.
Symbol
Backtest


The market value of Blackrock is measured differently than its book value, which is the value of Blackrock that is recorded on the company's balance sheet. Investors also form their own opinion of Blackrock's value that differs from its market value or its book value, called intrinsic value, which is Blackrock's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Blackrock's market value can be influenced by many factors that don't directly affect Blackrock underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Blackrock's value and its price as these two are different measures arrived at by different means. Investors typically determine Blackrock value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blackrock's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Blackrock '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's stock 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.
0.00
08/27/2020
No Change 0.00  0.0 
In 1 year and 26 days
09/21/2021
0.00
If you would invest  0.00  in Blackrock on August 27, 2020 and sell it all today you would earn a total of 0.00 from holding Blackrock or generate 0.0% return on investment in Blackrock over 390 days. Blackrock is related to or competes with Bank of New York, and Jupai Holdings. The firm primarily provides its services to institutional, intermediary, and individual investors including corporate, p...

Blackrock 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's stock 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 upside and downside potential and time the market with a certain degree of confidence.

Blackrock Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock's standard deviation. In reality, there are many statistical measures that can use Blackrock historical prices to predict the future Blackrock's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Blackrock'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. Please use the tools below to analyze the current value of Blackrock in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
844.05845.36846.67
Details
Intrinsic
Valuation
LowReal ValueHigh
760.82927.46928.77
Details
11 Analysts
Consensus
LowTarget PriceHigh
803.00982.221,117
Details
Earnings
Estimates (5)
LowProjected EPSHigh
37.6038.2438.91
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Blackrock. Your research has to be compared to or analyzed against Blackrock's peers to derive any actionable benefits. When done correctly, Blackrock's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Blackrock.

Blackrock Backtested Returns

Blackrock secures Sharpe Ratio (or Efficiency) of -0.0218, which signifies that the company had -0.0218% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Blackrock exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Blackrock risk adjusted performance of 0.0135, and Mean Deviation of 0.9787 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.4442, which signifies a somewhat significant risk relative to the market. Let's try to break down what Blackrock's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Blackrock will likely underperform. Even though it is essential to pay attention to Blackrock historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy in foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Blackrock exposes twenty-one different technical indicators, which can help you to evaluate its performance. Blackrock has an expected return of -0.0288%. Please be advised to confirm Blackrock information ratio, and the relationship between the downside deviation and value at risk to decide if Blackrock performance from the past will be repeated at some point in the near future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.82   

Very good predictability

Blackrock has very good predictability. Overlapping area represents the amount of predictability between Blackrock time series from 27th of August 2020 to 10th of March 2021 and 10th of March 2021 to 21st of September 2021. 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 price movement. The serial correlation of 0.82 indicates that around 82.0% of current Blackrock price fluctuation can be explain by its past prices.
Correlation Coefficient0.82
Spearman Rank Test0.81
Residual Average0.0
Price Variance3583.14

Blackrock lagged returns against current returns

Autocorrelation, which is Blackrock stock'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's stock expected returns. We can calculate the autocorrelation of Blackrock returns to help us make a trade decision. For example, suppose you find that Blackrock stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Blackrock 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackrock stock over time.
 Current vs Lagged Prices 
Share
      Timeline 

Blackrock Lagged Returns

When evaluating Blackrock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock stock have on its future price. Blackrock 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 autocorrelation shows the relationship between Blackrock stock current value and its past values and can show if there is a momentum factor associated with investing in Blackrock.
 Regressed Prices 
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      Timeline 

Blackrock Investors Sentiment

The influence of Blackrock'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.

Current Sentiment - BLK

Blackrock Investor Sentiment

Predominant part of Macroaxis users are currently bullish on Blackrock. What is your opinion about investing in Blackrock? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Pair Trading with Blackrock

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Blackrock position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Blackrock will appreciate offsetting losses from the drop in the long position's value.

Blackrock Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Blackrock and Bank of New York. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Continue to Blackrock Hype Analysis, Blackrock Correlation, Blackrock Valuation, Blackrock Volatility, as well as analyze Blackrock Alpha and Beta and Blackrock Performance. Note that the Blackrock information on this page should be used as a complementary analysis to other Blackrock'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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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When running Blackrock price analysis, check to measure Blackrock'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 is operating at the current time. Most of Blackrock's value examination focuses on studying past and present price action to predict the probability of Blackrock's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Blackrock's price. Additionally, you may evaluate how the addition of Blackrock to your portfolios can decrease your overall portfolio volatility.
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Blackrock technical stock 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 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Blackrock 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...