Blackstone Mortgage Trust Stock Alpha and Beta Analysis
| BXMT Stock | USD 18.78 0.22 1.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blackstone Mortgage Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blackstone Mortgage over a specified time horizon. Remember, high Blackstone Mortgage'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 Mortgage's market risk premium analysis include:
Beta 0.66 | Alpha 0.0482 | Risk 1.42 | Sharpe Ratio 0.0646 | Expected Return 0.092 |
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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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Blackstone Mortgage Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blackstone Mortgage market risk premium is the additional return an investor will receive from holding Blackstone Mortgage 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 Mortgage. 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 Mortgage's performance over market.| α | 0.05 | β | 0.66 |
Blackstone Mortgage 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 Mortgage's Buy-and-hold return. Our buy-and-hold chart shows how Blackstone Mortgage performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Blackstone Mortgage Market Price Analysis
Market price analysis indicators help investors to evaluate how Blackstone Mortgage 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 Mortgage shares will generate the highest return on investment. By understating and applying Blackstone Mortgage stock market price indicators, traders can identify Blackstone Mortgage position entry and exit signals to maximize returns.
Blackstone Mortgage Return and Market Media
The median price of Blackstone Mortgage for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 18.38 with a coefficient of variation of 3.08. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 18.4, and mean deviation of 0.48. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Blackstone Mortgage dividend paid on 15th of October 2024 | 10/15/2024 |
1 | Blackstone Closes First Series of Evergreen Institutional U.S. Direct Lending Fund with 22 Billion of Investable Capital Brings Global Direct Lending Platform t... | 10/29/2024 |
2 | SPDR Blackstone GSO Senior Loan ETF declares monthly distribution of 0.2957 | 11/04/2024 |
3 | Lewis Asset Management LLC Sells 5,000 Shares of Enterprise Products Partners L.P. | 11/08/2024 |
4 | Blackstone invests 300M in hedge fund Brigade, targeting private credit, CLOs - report | 11/12/2024 |
5 | Houlihan Lokey director Zucker sells 37,492 in stock | 11/13/2024 |
6 | CyberArk et Wiz font quipe pour offrir une visibilit et un contrle complets sur les identits cres dans le cloud | 11/14/2024 |
7 | Blackstone Credit Insurance Closed-End Funds Announce Trustee, Officer, and Portfolio Management Team Changes | 11/15/2024 |
8 | Blackstone buys Jersey Mikes sandwich chain | 11/19/2024 |
9 | Meet the Jersey Mikes founder, now worth 7.5 billion after selling his sandwich chain to Blackstone | 11/20/2024 |
10 | Blackstone Private Credit Fund Taps Debt Market for 1.5 Billion | 11/21/2024 |
About Blackstone Mortgage 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 Mortgage Trust 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.
| 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0799 | 0.12 | 0.11 | Price To Sales Ratio | 9.02 | 5.75 | 3.47 |
Blackstone Mortgage Upcoming Company Events
As portrayed in its financial statements, the presentation of Blackstone Mortgage's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Blackstone Mortgage's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Blackstone Mortgage's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Blackstone Mortgage. Please utilize our Beneish M Score to check the likelihood of Blackstone Mortgage's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Blackstone Mortgage
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Additional Tools for Blackstone Stock Analysis
When running Blackstone Mortgage's price analysis, check to measure Blackstone Mortgage'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 Blackstone Mortgage is operating at the current time. Most of Blackstone Mortgage's value examination focuses on studying past and present price action to predict the probability of Blackstone Mortgage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Blackstone Mortgage's price. Additionally, you may evaluate how the addition of Blackstone Mortgage to your portfolios can decrease your overall portfolio volatility.