Blackstone Group Performance

The Blackstone Group L P -- USA Stock  

USD 33.98  0.19  0.56%

Macroaxis gives Blackstone Group performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.0065 which signifies that as returns on market increase, returns on owning Blackstone Group are expected to decrease at a much smaller rate. During bear market, Blackstone Group is likely to outperform the market.. Even though it is essential to pay attention to The Blackstone Group historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. The Blackstone Group L P exposes twenty-one different technical indicators which can help you to evaluate its performance. The Blackstone Group has expected return of -0.1164%. Please be advised to confirm The Blackstone Group Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to decide if The Blackstone Group past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

The Blackstone Group Relative Risk vs. Return Landscape

If you would invest  3,465  in The Blackstone Group L P on February 15, 2018 and sell it today you would lose (86.00)  from holding The Blackstone Group L P or give up 2.48% of portfolio value over 30 days. The Blackstone Group L P is generating negative expected returns and assumes 0.8243% 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 99% 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 under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.16 times less risky than the market. the firm trades about -0.14 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 of returns per unit of risk over similar time horizon.

Blackstone Group Daily Price Distribution

The median price of Blackstone Group for the period between Thu, Feb 15, 2018 and Sat, Mar 17, 2018 is 34.02 with a coefficient of variation of 1.2. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 33.95, and mean deviation of 0.34. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Over the last 30 days The Blackstone Group L P has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Blackstone Group Sharpe Ratio = -0.1412
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Estimated Market Risk

  actual daily
 93 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  actual daily
 1 %
of total potential
Based on monthly moving average Blackstone Group is performing at about 0% 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.


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
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