Blackrock Stock Alpha and Beta Analysis
| BLK Stock | USD 1,036 8.46 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BlackRock. It also helps investors analyze the systematic and unsystematic risks associated with investing in BlackRock over a specified time horizon. Remember, high BlackRock'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 BlackRock's market risk premium analysis include:
Beta 0.78 | Alpha 0.18 | Risk 1.09 | Sharpe Ratio 0.24 | Expected Return 0.26 |
BlackRock Quarterly Cash And Equivalents |
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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.
BlackRock |
BlackRock Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BlackRock market risk premium is the additional return an investor will receive from holding BlackRock 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 BlackRock. 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 BlackRock's performance over market.| α | 0.18 | β | 0.78 |
BlackRock 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 BlackRock's Buy-and-hold return. Our buy-and-hold chart shows how BlackRock performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BlackRock Market Price Analysis
Market price analysis indicators help investors to evaluate how BlackRock stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BlackRock shares will generate the highest return on investment. By understating and applying BlackRock stock market price indicators, traders can identify BlackRock position entry and exit signals to maximize returns.
BlackRock Return and Market Media
The median price of BlackRock for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 955.92 with a coefficient of variation of 6.08. The daily time series for the period is distributed with a sample standard deviation of 58.24, arithmetic mean of 958.75, and mean deviation of 49.99. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 800 shares by Mark Wiedman of BlackRock at 854.14 subject to Rule 16b-3 | 08/30/2024 |
| BlackRock dividend paid on 23rd of September 2024 | 09/23/2024 |
2 | Wells Fargo Company Cramer Thinks Banks Represent The Least Expensive Group | 10/07/2024 |
3 | Disposition of 1667 shares by Laurence Fink of BlackRock at 844.5376 subject to Rule 16b-3 | 11/01/2024 |
4 | Root, Inc. sees 32.4m stock sales by major investor | 11/12/2024 |
5 | Saba Capital Management, L.P. Expands Stake in BlackRock Innovation Growth Trust | 11/14/2024 |
6 | Binance Sees Persistent Bitcoin Outflows as Price Holds Near 90,000, Signal of Long-Term Bullish Sentiment | 11/15/2024 |
7 | iShares MSCI Global Metals Mining Producers ETF Sets New 12-Month High Heres Why | 11/18/2024 |
8 | BlackRocks Head Of Digital Assets Says IBIT Spot Bitcoin ETF Options Blow Past 1 Billion In Trading Volume | 11/20/2024 |
9 | JPMorgan Maintains Overweight Rating on Alphabet Inc. Amid Google Antitrust Case Concerns and Potential Apple Shift | 11/22/2024 |
About BlackRock 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 BlackRock or other stocks. Alpha measures the amount that position in BlackRock 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 | 0.0183 | 0.028 | 0.025 | 0.0165 | Price To Sales Ratio | 7.19 | 5.98 | 6.79 | 4.18 |
BlackRock Upcoming Company Events
As portrayed in its financial statements, the presentation of BlackRock's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BlackRock's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BlackRock's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BlackRock. Please utilize our Beneish M Score to check the likelihood of BlackRock's management manipulating its earnings.
| 12th of April 2024 Upcoming Quarterly Report | View | |
| 12th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 10th 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 BlackRock
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
Check out BlackRock Backtesting, BlackRock Valuation, BlackRock Correlation, BlackRock Hype Analysis, BlackRock Volatility, BlackRock History and analyze BlackRock Performance. For more information on how to buy BlackRock Stock please use our How to buy in BlackRock Stock guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
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.