Blackstone Gso Strategic Fund Market Value
| BGB Fund | USD 12.46 0.06 0.48% |
| Symbol | Blackstone |
Blackstone Gso '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 Blackstone Gso's fund 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 Blackstone Gso.
| 04/02/2023 |
| 11/22/2024 |
If you would invest 0.00 in Blackstone Gso on April 2, 2023 and sell it all today you would earn a total of 0.00 from holding Blackstone Gso Strategic or generate 0.0% return on investment in Blackstone Gso over 600 days. Blackstone Gso is related to or competes with MFS Investment, Eaton Vance, Blackrock Muniyield, Munivest Fund, DTF Tax, Blackrock Muniholdings, and Blackrock Muniyield. Blackstone Strategic Credit 2027 Term Fund is a close ended fixed income mutual fund launched and managed by GSO Blackst... More
Blackstone Gso 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 Blackstone Gso's fund 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 Blackstone Gso Strategic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.388 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 2.05 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 0.5897 |
Blackstone Gso Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackstone Gso's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackstone Gso's standard deviation. In reality, there are many statistical measures that can use Blackstone Gso historical prices to predict the future Blackstone Gso's volatility.| Risk Adjusted Performance | 0.1032 | |||
| Jensen Alpha | 0.0401 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.5308 |
Blackstone Gso Strategic Backtested Returns
At this point, Blackstone Gso is very steady. Blackstone Gso Strategic secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackstone Gso Strategic, which you can use to evaluate the volatility of the entity. Please confirm Blackstone Gso's risk adjusted performance of 0.1032, and Mean Deviation of 0.3054 to double-check if the risk estimate we provide is consistent with the expected return of 0.0766%. The fund shows a Beta (market volatility) of 0.093, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackstone Gso's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackstone Gso is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Blackstone Gso Strategic has very good predictability. Overlapping area represents the amount of predictability between Blackstone Gso time series from 2nd of April 2023 to 27th of January 2024 and 27th of January 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Blackstone Gso Strategic price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Blackstone Gso price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Blackstone Gso Strategic lagged returns against current returns
Autocorrelation, which is Blackstone Gso fund'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 Blackstone Gso's fund expected returns. We can calculate the autocorrelation of Blackstone Gso returns to help us make a trade decision. For example, suppose you find that Blackstone Gso has exhibited high autocorrelation historically, and you observe that the fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Blackstone Gso 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 Blackstone Gso fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackstone Gso fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackstone Gso fund over time.
Current vs Lagged Prices |
| Timeline |
Blackstone Gso Lagged Returns
When evaluating Blackstone Gso's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackstone Gso fund have on its future price. Blackstone Gso 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, Blackstone Gso autocorrelation shows the relationship between Blackstone Gso fund current value and its past values and can show if there is a momentum factor associated with investing in Blackstone Gso Strategic.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Blackstone Fund
Blackstone Gso financial ratios help investors to determine whether Blackstone Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Blackstone with respect to the benefits of owning Blackstone Gso security.
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