Blackstone Group Alpha and Beta Analysis Overview

BX -- USA Stock  

USD 35.21  0.15  0.43%

This module allows you to check different measures of market premium for The Blackstone Group L P as well as systematic risk associated with investing in Blackstone Group over a specified time horizon. Check also Blackstone Group Backtesting, Blackstone Group Valuation, Blackstone Group Correlation, Blackstone Group Hype Analysis, Blackstone Group Volatility, Blackstone Group History and analyze Blackstone Group Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Blackstone Group Market Premiums

α0.28β0.33
30 days against DJI
Risk Adjusted Performance  

0.125

Jensen Alpha  

0.1591

Total Risk Alpha  

0.0092

Sortino Ratio  

0.1872

Treynor Ratio  

0.2484

Blackstone Group expected buy-and-hold returns

Blackstone Group Market Price Analysis

Blackstone Group Return and Market Media

The median price of Blackstone Group for the period between Fri, Jun 15, 2018 and Sun, Jul 15, 2018 is 33.16 with a coefficient of variation of 3.88. The daily time series for the period is distributed with a sample standard deviation of 1.3, arithmetic mean of 33.44, and mean deviation of 1.12. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Brian Mulroney of 4632 shares of Blackstone G...06/22/2018
2
Momentum Stocks in Focus RSI Alert The Blackstone Group LP ,...06/26/2018
3
Stock Analysis Focusing on Shares of The Blackstone Group LP07/02/2018
4
One Stock with Higher Beta value The Blackstone Group LP07/05/2018
5
Blackstone Group exotic insider transaction detected07/11/2018

Upcoming Events

Blackstone Group Upcoming Company Events
Upcoming Quarterly ReportApril 20, 2017
Next Earnings ReportJuly 20, 2017

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Check also Blackstone Group Backtesting, Blackstone Group Valuation, Blackstone Group Correlation, Blackstone Group Hype Analysis, Blackstone Group Volatility, Blackstone Group History and analyze Blackstone Group Performance. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.