Blackstone Group Stock Alpha and Beta Analysis
| BX Stock | USD 199.05 5.04 2.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blackstone Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blackstone over a specified time horizon. Remember, high Blackstone's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Blackstone's market risk premium analysis include:
Beta 1.58 | Alpha 0.41 | Risk 1.72 | Sharpe Ratio 0.33 | Expected Return 0.56 |
Blackstone Quarterly Cash And Equivalents |
|
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Blackstone |
Blackstone Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blackstone market risk premium is the additional return an investor will receive from holding Blackstone long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Blackstone. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Blackstone's performance over market.| α | 0.41 | β | 1.58 |
Blackstone expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Blackstone's Buy-and-hold return. Our buy-and-hold chart shows how Blackstone performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Blackstone Market Price Analysis
Market price analysis indicators help investors to evaluate how Blackstone stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Blackstone shares will generate the highest return on investment. By understating and applying Blackstone stock market price indicators, traders can identify Blackstone position entry and exit signals to maximize returns.
Blackstone Return and Market Media
The median price of Blackstone for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 155.52 with a coefficient of variation of 10.02. The daily time series for the period is distributed with a sample standard deviation of 15.96, arithmetic mean of 159.26, and mean deviation of 13.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Jonathan Gray of 197896 shares of Blackstone subject to Rule 16b-3 | 10/31/2024 |
| Blackstone dividend paid on 4th of November 2024 | 11/04/2024 |
2 | Blackstone to Acquire Retail Opportunity Investments for 4 Billion | 11/06/2024 |
3 | Acquisition by William Parrett of 1242 shares of Blackstone subject to Rule 16b-3 | 11/08/2024 |
4 | Houlihan Lokey general counsel sells 464,850 in stock | 11/12/2024 |
5 | Sargent Investment Group LLC Sells 3,020 Shares of Blackstone Inc. | 11/14/2024 |
6 | SVP-BackedKloeckner Tests Investor Demand for 2 Billion Debt Plan | 11/15/2024 |
7 | Smartsheets chief legal officer Marshall sells 179,223 in stock | 11/19/2024 |
8 | Cardo AI announces 15mn Series A Funding Co-Led by Blackstone, FINTOP Capital and JAM FINTOP | 11/20/2024 |
9 | Blackstone Stock Surges Amid Acquisition News | 11/21/2024 |
10 | Blackstone sells 331M South Florida industrial portfolio | 11/22/2024 |
About Blackstone Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Blackstone or other stocks. Alpha measures the amount that position in Blackstone Group has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.0494 | 0.0441 | 0.0419 | Price To Sales Ratio | 5.59 | 12.61 | 13.24 |
Blackstone Upcoming Company Events
As portrayed in its financial statements, the presentation of Blackstone's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Blackstone's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Blackstone's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Blackstone. Please utilize our Beneish M Score to check the likelihood of Blackstone's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Blackstone
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for Blackstone Stock Analysis
When running Blackstone's price analysis, check to measure Blackstone'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 Blackstone is operating at the current time. Most of Blackstone's value examination focuses on studying past and present price action to predict the probability of Blackstone's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Blackstone's price. Additionally, you may evaluate how the addition of Blackstone to your portfolios can decrease your overall portfolio volatility.