Blackstone Mortgage (Germany) Alpha and Beta Analysis
| 079A Stock | EUR 18.43 0.20 1.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blackstone Mortgage Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blackstone Mortgage over a specified time horizon. Remember, high Blackstone Mortgage'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 Blackstone Mortgage's market risk premium analysis include:
Beta (0.24) | Alpha 0.0605 | Risk 1.7 | Sharpe Ratio 0.0454 | Expected Return 0.0769 |
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.
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Blackstone Mortgage Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blackstone Mortgage market risk premium is the additional return an investor will receive from holding Blackstone Mortgage 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 Blackstone Mortgage. 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 Blackstone Mortgage's performance over market.| α | 0.06 | β | -0.24 |
Blackstone Mortgage 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 Blackstone Mortgage's Buy-and-hold return. Our buy-and-hold chart shows how Blackstone Mortgage performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Blackstone Mortgage Market Price Analysis
Market price analysis indicators help investors to evaluate how Blackstone Mortgage stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Blackstone Mortgage shares will generate the highest return on investment. By understating and applying Blackstone Mortgage stock market price indicators, traders can identify Blackstone Mortgage position entry and exit signals to maximize returns.
Blackstone Mortgage Return and Market Media
The median price of Blackstone Mortgage for the period between Fri, Dec 13, 2024 and Thu, Mar 13, 2025 is 17.57 with a coefficient of variation of 5.34. The daily time series for the period is distributed with a sample standard deviation of 0.95, arithmetic mean of 17.79, and mean deviation of 0.78. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Blackstone Mortgage 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 Blackstone or other stocks. Alpha measures the amount that position in Blackstone Mortgage Trust 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.
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 Blackstone Mortgage 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, Blackstone Mortgage's short interest history, or implied volatility extrapolated from Blackstone Mortgage options trading.
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Additional Information and Resources on Investing in Blackstone Stock
When determining whether Blackstone Mortgage Trust is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Blackstone Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Blackstone Mortgage Trust Stock. Highlighted below are key reports to facilitate an investment decision about Blackstone Mortgage Trust Stock:Check out Blackstone Mortgage Backtesting, Blackstone Mortgage Valuation, Blackstone Mortgage Correlation, Blackstone Mortgage Hype Analysis, Blackstone Mortgage Volatility, Blackstone Mortgage History and analyze Blackstone Mortgage Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Blackstone Mortgage 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.