Blackstone Stock Alpha and Beta Analysis
| BX Stock | 15.98 0.84 4.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blackstone. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blackstone over a specified time horizon. Remember, high Blackstone'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 Blackstone's market risk premium analysis include:
Beta 0.84 | Alpha (0.19) | Risk 2.15 | Sharpe Ratio (0.08) | Expected Return (0.16) |
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.
Blackstone |
Blackstone Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blackstone market risk premium is the additional return an investor will receive from holding Blackstone 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 Blackstone. 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 Blackstone's performance over market.| α | -0.19 | β | 0.84 |
Blackstone 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 Blackstone's Buy-and-hold return. Our buy-and-hold chart shows how Blackstone performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Blackstone Market Price Analysis
Market price analysis indicators help investors to evaluate how Blackstone stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Blackstone shares will generate the highest return on investment. By understating and applying Blackstone stock market price indicators, traders can identify Blackstone position entry and exit signals to maximize returns.
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Blackstone Return and Market Media
The median price of Blackstone for the period between Sat, Nov 22, 2025 and Fri, Feb 20, 2026 is 18.98 with a coefficient of variation of 6.55. The daily time series for the period is distributed with a sample standard deviation of 1.21, arithmetic mean of 18.52, and mean deviation of 1.03. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Blackstone Weighs Sale of Beacon Offshore Energy, Valued Over 5 Billion - Intellectia AI | 01/20/2026 |
2 | PE Ratio Insights for Blackstone - Benzinga | 01/23/2026 |
3 | Blackstone buying electrical parts maker serving data centers, industry - Stock Titan | 01/26/2026 |
4 | Blackstone-Backed Liftoff Mobile Seeks 762 Million in US IPO - Bloomberg.com | 01/29/2026 |
5 | Blackstones Gray says AI disruption risk is top of the page for us - Reuters | 02/03/2026 |
6 | TPG to acquire majority stake in Sabre Industries from Blackstone - Seeking Alpha | 02/06/2026 |
7 | Blackstone stock climbs as 10 billion AI debt deal and ex-dividend trade grab attention - TechStock | 02/09/2026 |
8 | TD Cowen Issues Pessimistic Forecast for Blackstone Stock Price - MarketBeat | 02/12/2026 |
9 | Blackstone Stock Tumbles After Blue Owl Halts Redemptions - Bitget | 02/19/2026 |
About Blackstone 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 Blackstone or other stocks. Alpha measures the amount that position in Blackstone 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.
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 Blackstone 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, Blackstone's short interest history, or implied volatility extrapolated from Blackstone options trading.
Build Portfolio with Blackstone
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Other Information on Investing in Blackstone Stock
Blackstone financial ratios help investors to determine whether Blackstone Stock 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 security.