Blackstone Group Performance

The Blackstone Group L P -- USA Stock  

USD 34.72  0.26  0.75%

On a scale of 0 to 100 Blackstone Group holds performance score of 19. The firm shows Beta (market volatility) of 0.5623 which signifies that as returns on market increase, Blackstone Group returns are expected to increase less than the market. However during bear market, the loss on holding Blackstone Group will be expected to be smaller as well.. Although it is extremely important to respect The Blackstone Group historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing The Blackstone Group technical indicators you can presently evaluate if the expected return of 0.2263% will be sustainable into the future. Please makes use of The Blackstone Group Maximum Drawdown, and the relationship between Information Ratio and Expected Short fall to make a quick decision on weather Blackstone Group price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  3,313  in The Blackstone Group L P on September 24, 2017 and sell it today you would earn a total of  159  from holding The Blackstone Group L P or generate 4.8% return on investment over 30 days. The Blackstone Group L P is generating 0.2263% of daily returns and assumes 0.7689% volatility on return distribution over the 30 days horizon. Put differently, 7% of equity instruments are less risky than the company on the bases of their historical return distribution and some 96% of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 30-days total investment horizon, The Blackstone Group L P is expected to generate 2.98 times more return on investment than the market. However, the company is 2.98 times more volatile than its market benchmark. It trades about 0.29 of its potential returns per unit of risk. The DOW is currently generating roughly 0.84 per unit of risk.

Operating Margin

The Blackstone Group Operating Margin
Based on recorded statements The Blackstone Group L P has Operating Margin of 48.62%. This is 1029.64% lower than that of the Services sector, and significantly higher than that of Financial Services industry, The Operating Margin for all stocks is 545.65% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Blackstone Group Daily Price Distribution

The median price of Blackstone Group for the period between Sun, Sep 24, 2017 and Tue, Oct 24, 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.
19 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in The Blackstone Group L P are ranked lower than 19 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Blackstone Group Sharpe Ratio = 0.2943
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Estimated Market Risk

 0.77
  actual daily
 
 93 %
of total potential
  

Expected Return

 0.23
  actual daily
 
 4 %
of total potential
  

Risk-Adjusted Return

 0.29
  actual daily
 
 19 %
of total potential
  
Based on monthly moving average Blackstone Group is performing at about 19% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Blackstone Group by adding it to a well-diversified portfolio.

Dividends

The Blackstone Group Dividends Analysis
Check The Blackstone Group dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends