Blackstone Group Stock Alpha and Beta Analysis

BX Stock  USD 131.37  0.48  0.37%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blackstone Group. 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
1.97
Alpha
(0.22)
Risk
1.64
Sharpe Ratio
0.0396
Expected Return
0.0648
Please note that although Blackstone alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Blackstone did 0.22  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Blackstone Group stock's relative risk over its benchmark. Blackstone Group has a beta of 1.97  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Blackstone will likely underperform. Price Book Value Ratio is likely to rise to 15.23 in 2024. Enterprise Value Multiple is likely to rise to 32.51 in 2024.

Blackstone Quarterly Cash And Equivalents

2.97 Billion

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.
  
Check out Blackstone Backtesting, Blackstone Valuation, Blackstone Correlation, Blackstone Hype Analysis, Blackstone Volatility, Blackstone History and analyze Blackstone Performance.

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-0.22   β1.97

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.

Blackstone Return and Market Media

The median price of Blackstone for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 125.28 with a coefficient of variation of 3.19. The daily time series for the period is distributed with a sample standard deviation of 3.98, arithmetic mean of 125.02, and mean deviation of 3.19. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
 
Blackstone dividend paid on 12th of February 2024
02/12/2024
1
Truist Financial Corp Purchases 27,534 Shares of Blackstone Inc.
03/04/2024
2
If You Invested 1000 In This Stock 10 Years Ago, You Would Have 3,800 Today
03/08/2024
3
Cancer Clinics Face Cash Crunch After Hack Rocks US Health Care
03/13/2024
4
KeyCorp and Blackstone Credit Insurance Announce Forward Flow Origination Partnership
03/18/2024
5
Essel Propack Limited, The Blackstone Group L.P. - MA Call Transcript
03/19/2024
6
Vitruvian, Which Manages 16 Billion, Explores a Stake Sale
03/20/2024
7
Is Blackstone Inc Set to Underperform Analyzing the Factors Limiting Growth
03/21/2024
8
Earnings call ECN Capital anticipates growth and improved margins in 2024
03/22/2024
9
New Mexican restaurant to open in building left vacant by Mi Tierrita Okaties closing
03/25/2024
10
Blackstone eyes sale of Victor Allens coffee owner Trilliant, sources say
03/26/2024
11
Rexford Industrial buys 1 billion Southern California industrial portfolio from Blackstone
03/28/2024

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 Group 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 2023 2024 (projected)
Dividend Yield0.04940.120.02510.0238
Price To Sales Ratio5.597.712.8713.51

Blackstone Upcoming Company Events

As portrayed in its financial statements, the presentation of Blackstone's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Blackstone's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Blackstone's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Blackstone. Please utilize our Beneish M Score to check the likelihood of Blackstone's management manipulating its earnings.
18th of April 2024
Upcoming Quarterly Report
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18th of July 2024
Next Financial Report
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31st of March 2024
Next Fiscal Quarter End
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23rd of January 2025
Next Fiscal Year End
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31st of December 2023
Last Quarter Report
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31st of December 2023
Last Financial Announcement
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When determining whether Blackstone Group offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Blackstone's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Blackstone Group Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Blackstone Group Stock:
Check out Blackstone Backtesting, Blackstone Valuation, Blackstone Correlation, Blackstone Hype Analysis, Blackstone Volatility, Blackstone History and analyze Blackstone Performance.
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When running Blackstone's price analysis, check to measure Blackstone'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 is operating at the current time. Most of Blackstone's value examination focuses on studying past and present price action to predict the probability of Blackstone'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's price. Additionally, you may evaluate how the addition of Blackstone to your portfolios can decrease your overall portfolio volatility.
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Blackstone 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.
A focus of Blackstone technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Blackstone trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...