Blackrock Municipal Income Stock Alpha and Beta Analysis
| BFK Stock | USD 10.19 0.04 0.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BlackRock Municipal Income. It also helps investors analyze the systematic and unsystematic risks associated with investing in BlackRock Municipal over a specified time horizon. Remember, high BlackRock Municipal'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 Municipal's market risk premium analysis include:
Beta 0.0511 | Alpha (0.03) | Risk 0.52 | Sharpe Ratio (0.05) | Expected Return (0.03) |
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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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BlackRock Municipal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BlackRock Municipal market risk premium is the additional return an investor will receive from holding BlackRock Municipal 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 Municipal. 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 Municipal's performance over market.| α | -0.03 | β | 0.05 |
BlackRock Municipal 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 Municipal's Buy-and-hold return. Our buy-and-hold chart shows how BlackRock Municipal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BlackRock Municipal Market Price Analysis
Market price analysis indicators help investors to evaluate how BlackRock Municipal 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 Municipal shares will generate the highest return on investment. By understating and applying BlackRock Municipal stock market price indicators, traders can identify BlackRock Municipal position entry and exit signals to maximize returns.
BlackRock Municipal Return and Market Media
The median price of BlackRock Municipal for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 10.38 with a coefficient of variation of 1.6. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 10.35, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| BlackRock Municipal dividend paid on 3rd of September 2024 | 09/03/2024 |
1 | BlackRock Municipal Income stock hits 52-week high at 10.58 - Investing.com | 09/10/2024 |
2 | BlackRock Announces Results of Shareholder Vote at Special Meeting Relating to BlackRock Municipal Income Fund, Inc. Conversion to Unlisted Closed-End Interval ... | 09/30/2024 |
| BlackRock Municipal dividend paid on 1st of October 2024 | 10/01/2024 |
3 | Disposition of 2500 shares by Bank Of America Corp de of BlackRock Municipal at 13.36 subject to Rule 16b-3 | 10/10/2024 |
4 | Acquisition by Stayce Harris of tradable shares of BlackRock Municipal at 10.12 subject to Rule 16b-3 | 10/29/2024 |
| BlackRock Municipal dividend paid on 1st of November 2024 | 11/01/2024 |
5 | BlackRock California Municipal Income Trust sees 358,063 stock sale by Saba Capital - Investing.com | 11/12/2024 |
About BlackRock Municipal 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 Municipal 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.
| 2022 | 2024 (projected) | PTB Ratio | 0.87 | 1.06 | Dividend Yield | 0.0474 | 0.0624 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards BlackRock Municipal in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, BlackRock Municipal's short interest history, or implied volatility extrapolated from BlackRock Municipal options trading.
Build Portfolio with BlackRock Municipal
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Check out BlackRock Municipal Backtesting, BlackRock Municipal Valuation, BlackRock Municipal Correlation, BlackRock Municipal Hype Analysis, BlackRock Municipal Volatility, BlackRock Municipal History and analyze BlackRock Municipal Performance. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
BlackRock Municipal 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.