Blackstone Group Alpha and Beta Analysis

The Blackstone Group L P -- USA Stock  

USD 31.72  0.27  0.84%

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
Symbol
Run Premiums

Blackstone Group Market Premiums

α (average alpha)=0.06    β (beta)=0.74    
30 days against DJI
Risk Adjusted Performance  0.0518Jensen Alpha  (0.092943)Total Risk Alpha  (0.26)Sortino Ratio  (0.18)Treynor Ratio  0.0848

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 Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 31.78 with a coefficient of variation of 1.03. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 31.75, and mean deviation of 0.25. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
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