Blackstone Secured Lending Stock Alpha and Beta Analysis
| BXSL Stock | USD 32.12 0.32 1.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blackstone Secured Lending. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blackstone Secured over a specified time horizon. Remember, high Blackstone Secured'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 Secured's market risk premium analysis include:
Beta 0.44 | Alpha 0.0834 | Risk 0.82 | Sharpe Ratio 0.17 | Expected Return 0.14 |
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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.
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Blackstone Secured Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blackstone Secured market risk premium is the additional return an investor will receive from holding Blackstone Secured 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 Secured. 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 Secured's performance over market.| α | 0.08 | β | 0.44 |
Blackstone Secured 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 Secured's Buy-and-hold return. Our buy-and-hold chart shows how Blackstone Secured performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Blackstone Secured Market Price Analysis
Market price analysis indicators help investors to evaluate how Blackstone Secured 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 Secured shares will generate the highest return on investment. By understating and applying Blackstone Secured stock market price indicators, traders can identify Blackstone Secured position entry and exit signals to maximize returns.
Blackstone Secured Return and Market Media
The median price of Blackstone Secured for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 29.83 with a coefficient of variation of 3.07. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 30.2, and mean deviation of 0.85. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Blackstone Fund Launches Equity Sales, Adjusts Market Agreements - TipRanks | 09/25/2024 |
2 | Blackstone Secured Lending Fund Prices Public Offering of 400.0 million 5.350 percent Unsecured Notes due 2028 | 10/09/2024 |
3 | Brokerages Set Blackstone Secured Lending Fund PT at 31.80 | 10/17/2024 |
| Blackstone Secured dividend paid on 25th of October 2024 | 10/25/2024 |
4 | Stellus Capital Q3 Earnings and Revenues Miss Estimates | 11/08/2024 |
5 | Blackstone Secured Lending Fund Reports Third Quarter 2024 Results | 11/12/2024 |
6 | Q3 2024 Blackstone Secured Lending Fund Earnings Call Transcript | 11/13/2024 |
7 | Insider Trading | 11/15/2024 |
8 | Acquisition by Brad Marshall of tradable shares of Blackstone Secured at 24.1325 subject to Rule 16b-3 | 11/19/2024 |
9 | How To Trade - Stock Traders Daily | 11/21/2024 |
About Blackstone Secured 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 Secured 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 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0517 | 0.11 | 0.0945 | 0.0565 | Price To Sales Ratio | 10.38 | 9.57 | 4.05 | 3.85 |
Blackstone Secured Upcoming Company Events
As portrayed in its financial statements, the presentation of Blackstone Secured's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Blackstone Secured's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Blackstone Secured's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Blackstone Secured. Please utilize our Beneish M Score to check the likelihood of Blackstone Secured's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Blackstone Secured
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
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Check out Blackstone Secured Backtesting, Blackstone Secured Valuation, Blackstone Secured Correlation, Blackstone Secured Hype Analysis, Blackstone Secured Volatility, Blackstone Secured History and analyze Blackstone Secured Performance. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Blackstone Secured 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.