Blackrock Innovation Growth Stock Alpha and Beta Analysis
| BIGZ Stock | USD 7.97 0.11 1.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blackrock Innovation Growth. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blackrock Innovation over a specified time horizon. Remember, high Blackrock Innovation'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 Innovation's market risk premium analysis include:
Beta 1.03 | Alpha 0.0506 | Risk 1.05 | Sharpe Ratio 0.19 | Expected Return 0.2 |
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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 Innovation Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blackrock Innovation market risk premium is the additional return an investor will receive from holding Blackrock Innovation 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 Innovation. 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 Innovation's performance over market.| α | 0.05 | β | 1.03 |
Blackrock Innovation 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 Innovation's Buy-and-hold return. Our buy-and-hold chart shows how Blackrock Innovation performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Blackrock Innovation Market Price Analysis
Market price analysis indicators help investors to evaluate how Blackrock Innovation 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 Innovation shares will generate the highest return on investment. By understating and applying Blackrock Innovation stock market price indicators, traders can identify Blackrock Innovation position entry and exit signals to maximize returns.
Blackrock Innovation Return and Market Media
The median price of Blackrock Innovation for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 7.43 with a coefficient of variation of 2.96. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 7.41, and mean deviation of 0.17. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Saba Capital Management, L.p. of 315074 shares of Blackrock Innovation at 7.47 subject to Rule 16b-3 | 09/18/2024 |
2 | Saba Capital Managements Strategic Reduction in BlackRock Capital Allocation Trust Holdings | 09/19/2024 |
| Blackrock Innovation dividend paid on 30th of September 2024 | 09/30/2024 |
3 | Acquisition by Saba Capital Management, L.p. of 23490 shares of Blackrock Innovation at 7.53 subject to Rule 16b-3 | 10/07/2024 |
4 | Acquisition by Saba Capital Management, L.p. of 79992 shares of Blackrock Innovation at 7.6 subject to Rule 16b-3 | 10/09/2024 |
5 | Acquisition by Saba Capital Management, L.p. of 45033 shares of Blackrock Innovation at 7.65 subject to Rule 16b-3 | 10/11/2024 |
6 | Acquisition by Saba Capital Management, L.p. of 56853 shares of Blackrock Innovation at 7.7 subject to Rule 16b-3 | 10/14/2024 |
7 | Acquisition by Saba Capital Management, L.p. of 51163 shares of Blackrock Innovation at 7.6 subject to Rule 16b-3 | 10/18/2024 |
8 | Acquisition by Saba Capital Management, L.p. of 64641 shares of Blackrock Innovation at 7.59 subject to Rule 16b-3 | 10/21/2024 |
9 | Acquisition by Saba Capital Management, L.p. of 76043 shares of Blackrock Innovation at 7.52 subject to Rule 16b-3 | 10/23/2024 |
10 | Acquisition by Saba Capital Management, L.p. of 68934 shares of Blackrock Innovation at 7.55 subject to Rule 16b-3 | 10/25/2024 |
11 | Acquisition by Saba Capital Management, L.p. of 148103 shares of Blackrock Innovation at 7.6 subject to Rule 16b-3 | 10/29/2024 |
| Blackrock Innovation dividend paid on 31st of October 2024 | 10/31/2024 |
13 | BlackRock Innovation and Growth Term Trust declares 0.0863 dividend | 11/04/2024 |
14 | Acquisition by Saba Capital Management, L.p. of 104693 shares of Blackrock Innovation at 7.63 subject to Rule 16b-3 | 11/06/2024 |
15 | Acquisition by Saba Capital Management, L.p. of 40719 shares of Blackrock Innovation at 7.71 subject to Rule 16b-3 | 11/07/2024 |
16 | Acquisition by Saba Capital Management, L.p. of 79091 shares of Blackrock Innovation at 7.74 subject to Rule 16b-3 | 11/08/2024 |
17 | Acquisition by Saba Capital Management, L.p. of 22616 shares of Blackrock Innovation at 7.83 subject to Rule 16b-3 | 11/11/2024 |
18 | Saba Capital Management Reduces Stake in Nuveen Core Plus Impact Fund | 11/12/2024 |
19 | Acquisition by Saba Capital Management, L.p. of 94406 shares of Blackrock Innovation at 7.82 subject to Rule 16b-3 | 11/13/2024 |
20 | BlackRock innovation growth term trust sees 1.55M stock acquisition by Saba | 11/14/2024 |
21 | Acquisition by Saba Capital Management, L.p. of 92376 shares of Blackrock Innovation at 7.6 subject to Rule 16b-3 | 11/19/2024 |
22 | Acquisition by Saba Capital Management, L.p. of 82254 shares of Blackrock Innovation at 7.64 subject to Rule 16b-3 | 11/20/2024 |
23 | Saba Capital Management, L.P. Increases Stake in New Germany Fund Inc. | 11/22/2024 |
About Blackrock Innovation 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 Innovation 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.
| 2010 | 2022 | 2023 | 2024 (projected) | PTB Ratio | 0.91 | 0.81 | 0.87 | 0.95 | Dividend Yield | 0.0447 | 0.14 | 0.1 | 0.0772 |
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 Innovation 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 Innovation's short interest history, or implied volatility extrapolated from Blackrock Innovation options trading.
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Additional Tools for Blackrock Stock Analysis
When running Blackrock Innovation's price analysis, check to measure Blackrock Innovation's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Blackrock Innovation is operating at the current time. Most of Blackrock Innovation's value examination focuses on studying past and present price action to predict the probability of Blackrock Innovation's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Blackrock Innovation's price. Additionally, you may evaluate how the addition of Blackrock Innovation to your portfolios can decrease your overall portfolio volatility.