Blackstone Gso Long Fund Market Value
| BGX Fund | USD 12.88 0.07 0.55% |
| 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.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Blackstone Gso on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Blackstone Gso Long or generate 0.0% return on investment in Blackstone Gso over 300 days. Blackstone Gso is related to or competes with Eaton Vance, NXG NextGen, GAMCO Natural, MFS Investment, Eaton Vance, Calamos LongShort, and Eaton Vance. Blackstone GSO Long-Short Credit Income Fund is a close-ended fixed income mutual fund launched by The Blackstone Group ... 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 Long upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7282 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 2.99 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 0.8716 |
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 | 0.0447 | |||
| Jensen Alpha | 0.011 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.1982 |
Blackstone Gso Long Backtested Returns
At this stage we consider Blackstone Fund to be very steady. Blackstone Gso Long secures Sharpe Ratio (or Efficiency) of 0.0957, which signifies that the fund had a 0.0957% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Blackstone Gso Long, which you can use to evaluate the volatility of the entity. Please confirm Blackstone Gso's mean deviation of 0.4722, and Risk Adjusted Performance of 0.0447 to double-check if the risk estimate we provide is consistent with the expected return of 0.0573%. The fund shows a Beta (market volatility) of 0.14, 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 | 0.67 |
Good predictability
Blackstone Gso Long has good predictability. Overlapping area represents the amount of predictability between Blackstone Gso time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th 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 Long price movement. The serial correlation of 0.67 indicates that around 67.0% of current Blackstone Gso price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Blackstone Gso Long 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 Long.
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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