Blackstone Secured Lending Stock Market Value
| BXSL Stock | USD 32.12 0.32 1.01% |
| Symbol | Blackstone |
Blackstone Secured Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Blackstone Secured. If investors know Blackstone will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Blackstone Secured listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.125 | Dividend Share 3.08 | Earnings Share 3.87 | Revenue Per Share 6.65 | Quarterly Revenue Growth 0.126 |
The market value of Blackstone Secured is measured differently than its book value, which is the value of Blackstone that is recorded on the company's balance sheet. Investors also form their own opinion of Blackstone Secured's value that differs from its market value or its book value, called intrinsic value, which is Blackstone Secured's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Blackstone Secured's market value can be influenced by many factors that don't directly affect Blackstone Secured's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Blackstone Secured's value and its price as these two are different measures arrived at by different means. Investors typically determine if Blackstone Secured is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blackstone Secured's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Blackstone Secured '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 Secured's stock 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 Secured.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Blackstone Secured on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Blackstone Secured Lending or generate 0.0% return on investment in Blackstone Secured over 30 days. Blackstone Secured is related to or competes with Carlyle Secured, Oaktree Specialty, Sixth Street, and FS KKR. Blackstone Secured Lending Fund is business development company and a Delaware statutory trust formed on March 26, 2018,... More
Blackstone Secured 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 Secured's stock 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 Secured Lending upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8796 | |||
| Information Ratio | 0.0193 | |||
| Maximum Drawdown | 3.6 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.4 |
Blackstone Secured Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackstone Secured's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackstone Secured's standard deviation. In reality, there are many statistical measures that can use Blackstone Secured historical prices to predict the future Blackstone Secured's volatility.| Risk Adjusted Performance | 0.1376 | |||
| Jensen Alpha | 0.0834 | |||
| Total Risk Alpha | 0.0077 | |||
| Sortino Ratio | 0.0179 | |||
| Treynor Ratio | 0.3106 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackstone Secured's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Blackstone Secured Backtested Returns
As of now, Blackstone Stock is very steady. Blackstone Secured secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Blackstone Secured Lending, which you can use to evaluate the volatility of the firm. Please confirm Blackstone Secured's risk adjusted performance of 0.1376, and Mean Deviation of 0.6214 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Blackstone Secured has a performance score of 13 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackstone Secured's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackstone Secured is expected to be smaller as well. Blackstone Secured right now shows a risk of 0.82%. Please confirm Blackstone Secured coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Blackstone Secured will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Blackstone Secured Lending has no correlation between past and present. Overlapping area represents the amount of predictability between Blackstone Secured time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Secured price movement. The serial correlation of 0.0 indicates that just 0.0% of current Blackstone Secured price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Blackstone Secured lagged returns against current returns
Autocorrelation, which is Blackstone Secured stock'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 Secured's stock expected returns. We can calculate the autocorrelation of Blackstone Secured returns to help us make a trade decision. For example, suppose you find that Blackstone Secured has exhibited high autocorrelation historically, and you observe that the stock 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 Secured 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 Secured stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackstone Secured stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackstone Secured stock over time.
Current vs Lagged Prices |
| Timeline |
Blackstone Secured Lagged Returns
When evaluating Blackstone Secured's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackstone Secured stock have on its future price. Blackstone Secured 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 Secured autocorrelation shows the relationship between Blackstone Secured stock current value and its past values and can show if there is a momentum factor associated with investing in Blackstone Secured Lending.
Regressed Prices |
| Timeline |
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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.