Blackstone Group Buy or Sell Recommendation

Macroaxis provides The Blackstone Group L P buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Blackstone Group positions. The advice algorithm takes into account all of The Blackstone Group L P available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Blackstone Group buy-and-hold prospective. Check also Blackstone Group Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
The Blackstone Group L P -- USA Stock  

USD 33.49  0.97  2.81%

Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding The Blackstone Group L P is 'Buy'.
For the selected time horizon The Blackstone Group L P has a risk adjusted performance of 0.0891, jensen alpha of 0.127, total risk alpha of (0.3), sortino ratio of 0.0725 and treynor ratio of 0.4093
Macroaxis buy, hold, or sell suggestion module can be used to complement Blackstone Group buy, hold, or sell recommendation provided by average analyst sentiment. It analyzes the organization potential to grow using fundamental, technical, data market data available at the time. To make sure Blackstone Group is not overpriced, please confirm all The Blackstone Group fundamentals including its Shares Owned by Insiders, Total Debt, Total Asset, as well as the relationship between Revenue and Earnings Per Share . Given that The Blackstone Group has Shares Owned by Institutions of 51.45 % , we suggest you validate The Blackstone Group L P market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.24Value At Risk-0.9055
Potential Upside1.4063Standard Deviation0.7884
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Bank Of MontrealCommon Shares12.6 M419.2 M
Factory Mutual Insurance CoCommon Shares1.8 M60.1 M
Global Thematic Partners LlcCommon Shares1.7 M57.1 M
Cacti Asset Management LlcCommon Shares1.3 M41.9 M
Douglas Lane Associates LlcCommon Shares1.1 M38.1 M
Walnut Private Equity Partners LlcCommon Shares596.8 K19.9 M
Lgt Capital Partners LtdCommon Shares590 K19.7 M

Blackstone Group Greeks

α
Alpha over DOW
= 0.13 
βBeta against DOW= 0.56 
σ
Overall volatility
= 0.79 
 IrInformation ratio = 0.0592 

Blackstone Group Volatility Alert

The Blackstone Group L P exhibits relatively low volatility with skewness of 0.12 and kurtosis of -1.09. However, we advice investors to further investigate The Blackstone Group L P to make sure all market statistics is disseminated and is consistent with investors' estimations about Blackstone Group upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare Blackstone Group to competition
FundamentalsBlackstone GroupPeer Average
Return On Equity25.43 % (15.17) %
Return On Asset12.14 % (15.64) %
Profit Margin23.46 % (5.5) %
Operating Margin48.62 % (10.91) %
Current Valuation31.17 B152.14 B
Shares Outstanding648.93 M1.43 B
Shares Owned by Insiders0.64 % 6.91 %
Shares Owned by Institutions51.45 % 18.37 %
Price to Earning15.06 times40.69 times
Price to Book3.36 times14.44 times
Price to Sales6.43 times17.81 times
Revenue6.33 B9.85 B
Gross Profit4.97 B21.75 B
Net Income1.49 B517.71 M
Cash and Equivalents1.75 B3.89 B
Cash per Share2.7 times5.17 times
Total Debt11.27 B7.36 B
Debt to Equity84.9 % 0.72 %
Current Ratio1.38 times3.3 times
Book Value Per Share9.96 times13.64 times
Cash Flow from Operations(1.67 B)1.25 B
Earnings Per Share2.22 times2.3 times
Price to Earnings To Growth0.61 times1.22 times
Number of Employees2.06 K10.67 K
Beta1.230.34
Market Capitalization40.7 B29.78 B
Total Asset22.53 B126.86 B
Z Score1.8708.73
Five Year Return5.95 %
Last Dividend Paid2.16
SellBuy
Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Sale by Moss Sylvia F of 628 shares of Blackstone Group [view details]
Risk Adjusted Performance0.0891
Market Risk Adjusted Performance0.4193
Mean Deviation0.658
Semi Deviation0.21
Downside Deviation0.6442
Coefficient Of Variation328.31
Standard Deviation0.7884
Variance0.6216
Information Ratio0.0592
Jensen Alpha0.127
Total Risk Alpha(0.3)
Sortino Ratio0.0725
Treynor Ratio0.4093
Maximum Drawdown2.52
Value At Risk(0.91)
Potential Upside1.41
Downside Variance0.415
Semi Variance0.0441
Expected Short fall(0.83)
Skewness0.1159
Kurtosis(1.09)

Current Valuation

Blackstone Group Current Valuation Analysis
The Blackstone Group L P is rated third in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Financial Services industry is currently estimated at about 230.88 Billion. Blackstone Group retains roughly 31.17 Billion in current valuation claiming about 14% of equities under Financial Services industry.