BDMIX
BlackRock Global Equity Market Neutral Fund
1W: +1.2%
1M: +4.1%
3M: +0.3%
YTD: +2.5%
$16.24
+0.05 (+0.31%)
Weekly Expected Move ±0.9%
$16
$16
$16
$16
$16
Portfolio Health Summary
IS Overall Score
58.5
★★★★★
Altman Z-Score
21.91
Safe
Weight Coverage
-1%
of portfolio analyzed
Holdings Matched
3,807
with fundamental data
InsiderStreet Scorecard
★★★★★
58.5
Top Holdings: Score Breakdown
Risk & Quality Signals
Altman Z-Score
21.91
Safe Zone (>2.99)
Piotroski F-Score
-24.7 / 9
Weak
Beneish M-Score
-38883.26
Unlikely Manipulator
Credit Score
—
Earnings Quality
299.6 / 100
Portfolio Valuation
P/E
-144.57x
P/B
-30.54x
P/S
-81.15x
EV/EBITDA
8.41x
EV/Revenue
7.71x
P/FCF
177.15x
P/OCF
-1004.34x
PEG
0.26x
Earnings Yield
-0.69%
FCF Yield
0.56%
OCF Yield
-0.10%
Median P/E
16.31x
Growth & Shareholder Returns
Year-over-Year Growth
Revenue
+2537.4%
Net Income
+278.1%
EPS
+134.2%
FCF
-1432.4%
EBITDA
+3024.4%
Op. Income
—
Compound Growth Rates
Rev CAGR 3Y
-306.3%
Rev CAGR 5Y
-81.5%
EPS CAGR 3Y
-564.8%
EPS CAGR 5Y
+4.5%
FCF CAGR 3Y
+50.1%
FCF CAGR 5Y
-4.7%
EBITDA CAGR 3Y
-175.4%
EBITDA CAGR 5Y
-50.8%
Payout Ratio
161.76%
Buyback Yield
49.22%
Dividend Yield
-21.74%
Total Shareholder Return
40.99%
Earnings Stability
Monte Carlo Price Simulation
Geometric Brownian Motion with 1,000 antithetic paths over 1 year, seeded from 101 days of historical volatility. Percentile bands show the range of statistically plausible outcomes — this is a statistical model, not a forecast.
Current Price
$16.19
Median 1Y
$17.08
5th Pctile
$13.52
95th Pctile
$21.59
Ann. Volatility
14.1%
25th–75th percentile
5th–95th percentile
Median path
Historical
All Ratios & Metrics
Valuation (12)
| Metric | Value |
|---|---|
| Portfolio P/E | -144.57 |
| Portfolio P/B | -30.54 |
| Portfolio P/S | -81.15 |
| EV/EBITDA | 8.41 |
| EV/Revenue | 7.71 |
| P/FCF | 177.15 |
| P/OCF | -1004.34 |
| PEG | 0.26 |
| Earnings Yield | -0.69% |
| FCF Yield | 0.56% |
| OCF Yield | -0.10% |
| Median P/E | 16.31 |
Profitability & Returns (9)
| Metric | Value |
|---|---|
| Gross Margin | -91.59% |
| Operating Margin | 24.24% |
| Net Margin | 57.71% |
| FCF Margin | -62.93% |
| ROE | 25.21% |
| ROA | -2.19% |
| ROIC | 0.88% |
| ROCE | — |
| Asset Turnover | — |
Leverage & Solvency (6)
| Metric | Value |
|---|---|
| Debt/Equity | -0.27 |
| Debt/Assets | 0.03 |
| Net Debt/EBITDA | 10.64 |
| Interest Coverage | -1.75 |
| Current Ratio | -3.86 |
| Quick Ratio | -3.69 |
Efficiency (4)
| Metric | Value |
|---|---|
| Asset Turnover | — |
| Inventory Turnover | — |
| Receivables Turnover | — |
| Payables Turnover | — |
Growth — YoY (6)
| Metric | Value |
|---|---|
| Revenue Growth | 2537.42% |
| Net Income Growth | 278.10% |
| EPS Growth | 134.23% |
| FCF Growth | -1432.42% |
| EBITDA Growth | 3024.41% |
| Op. Income Growth | — |
Growth — CAGR (16)
| Metric | Value |
|---|---|
| Revenue CAGR 3Y | -306.33% |
| Revenue CAGR 5Y | -81.52% |
| Revenue CAGR 10Y | — |
| EPS CAGR 3Y | -564.80% |
| EPS CAGR 5Y | 4.55% |
| EPS CAGR 10Y | — |
| FCF CAGR 3Y | 50.14% |
| FCF CAGR 5Y | -4.65% |
| FCF CAGR 10Y | — |
| EBITDA CAGR 3Y | -175.44% |
| EBITDA CAGR 5Y | -50.82% |
| EBITDA CAGR 10Y | — |
| Net Income CAGR 3Y | -671.78% |
| Net Income CAGR 5Y | -6.19% |
| Op. Income CAGR 3Y | — |
| Op. Income CAGR 5Y | — |
Quality Scores (13)
| Metric | Value |
|---|---|
| IS Overall | 58.5 |
| IS Profitability | 2530.9 |
| IS Balance Sheet | -161.8 |
| IS Earnings Quality | 299.6 |
| IS Growth | 1148.4 |
| IS Value | 32.1 |
| IS Momentum | 987.0 |
| IS Safety | 70.6 |
| IS Quality | 910.8 |
| Altman Z-Score | 21.91 |
| Piotroski F-Score | -24.74 |
| Beneish M-Score | -38883.26 |
| Credit Score | — |
Dividends & Payout (4)
| Metric | Value |
|---|---|
| Dividend Yield | -21.74% |
| Payout Ratio | 161.76% |
| Buyback Yield | 49.22% |
| Total Shareholder Return | 40.99% |
Growth Stability (4)
| Metric | Value |
|---|---|
| Revenue Stability | -2.350 |
| Earnings Stability | -3.270 |
| Earnings Persistence | 1.306 |
| Margin Stability | 1.047 |
Medians (3)
| Metric | Value |
|---|---|
| Median P/E | 16.31 |
| Median P/B | 2.15 |
| Median Dividend Yield | — |
Coverage Meta (3)
| Metric | Value |
|---|---|
| Weight Coverage % | -1.24% |
| Holdings Matched | 3807 |
| Total Holdings | 3896 |