Blackstone Group Alpha and Beta Analysis

The Blackstone Group L P -- USA Stock  

USD 33.49  0.97  2.81%

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
Investment Horizon     30 Days    Login   to change
Run Premiums

Blackstone Group Market Premiums

α (average alpha)=0.23    β (beta)=0.0731    
30 days against DJI
Risk Adjusted Performance  0.0891Jensen Alpha  0.127Total Risk Alpha  (0.3)Sortino Ratio  0.0725Treynor Ratio  0.4093

Blackstone Group expected buy-and-hold returns


Blackstone Group Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Blackstone Group Return and Market Media

The median price of Blackstone Group for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 33.23 with a coefficient of variation of 1.18. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 33.28, and mean deviation of 0.27. The Stock received some media coverage during the period.
Price Growth (%)  
Earnings Reaction History The Blackstone Group LP, 45.5 perc...10/19/2017