Blackrock Credit Allocation Stock Alpha and Beta Analysis
| BTZ Stock | USD 10.14 0.02 0.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BlackRock Credit Allocation. It also helps investors analyze the systematic and unsystematic risks associated with investing in BlackRock Credit over a specified time horizon. Remember, high BlackRock Credit's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to BlackRock Credit's market risk premium analysis include:
Beta 0.4 | Alpha (0.07) | Risk 0.64 | Sharpe Ratio (0.1) | Expected Return (0.06) |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
BlackRock |
BlackRock Credit Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BlackRock Credit market risk premium is the additional return an investor will receive from holding BlackRock Credit long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in BlackRock Credit. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate BlackRock Credit's performance over market.| α | -0.07 | β | 0.40 |
BlackRock Credit expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of BlackRock Credit's Buy-and-hold return. Our buy-and-hold chart shows how BlackRock Credit performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BlackRock Credit Market Price Analysis
Market price analysis indicators help investors to evaluate how BlackRock Credit stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BlackRock Credit shares will generate the highest return on investment. By understating and applying BlackRock Credit stock market price indicators, traders can identify BlackRock Credit position entry and exit signals to maximize returns.
BlackRock Credit Return and Market Media
The median price of BlackRock Credit for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 10.54 with a coefficient of variation of 1.88. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 10.52, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| BlackRock Credit dividend paid on 31st of January 2024 | 01/31/2024 |
1 | ProVise Management Group LLC Sells 1,108 Shares of BlackRock Credit Allocation Income Trust | 02/08/2024 |
| BlackRock Credit dividend paid on 29th of February 2024 | 02/29/2024 |
2 | BlackRock Credit Allocation Income Trust Short Interest Down 21.3 percent in February | 03/04/2024 |
3 | Lazard Asset Management LLC Lowers Holdings in BlackRock Credit Allocation Income Trust - Defense World | 03/12/2024 |
4 | Acquisition by Catherine Lynch of 184 shares of BlackRock Credit subject to Rule 16b-3 | 03/25/2024 |
| BlackRock Credit dividend paid on 28th of March 2024 | 03/28/2024 |
5 | BlackRock Credit Allocation Income Trust declares 0.08 dividend | 04/02/2024 |
6 | Acquisition by Catherine Lynch of 128 shares of BlackRock Credit subject to Rule 16b-3 | 04/03/2024 |
About BlackRock Credit Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including BlackRock or other stocks. Alpha measures the amount that position in BlackRock Credit All has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2023 | 2024 (projected) | PTB Ratio | 1.0 | 0.89 | 1.01 | Dividend Yield | 0.0666 | 0.0977 | 0.0594 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards BlackRock Credit in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, BlackRock Credit's short interest history, or implied volatility extrapolated from BlackRock Credit options trading.
Build Portfolio with BlackRock Credit
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out BlackRock Credit Backtesting, BlackRock Credit Valuation, BlackRock Credit Correlation, BlackRock Credit Hype Analysis, BlackRock Credit Volatility, BlackRock Credit History and analyze BlackRock Credit Performance. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for BlackRock Stock analysis
When running BlackRock Credit's price analysis, check to measure BlackRock Credit's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BlackRock Credit is operating at the current time. Most of BlackRock Credit's value examination focuses on studying past and present price action to predict the probability of BlackRock Credit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BlackRock Credit's price. Additionally, you may evaluate how the addition of BlackRock Credit to your portfolios can decrease your overall portfolio volatility.
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BlackRock Credit technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.