Blackstone Mortgage (Germany) Market Value
| 079A Stock | EUR 17.41 0.51 3.02% |
| Symbol | Blackstone |
Blackstone Mortgage 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Blackstone Mortgage's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Blackstone Mortgage.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in Blackstone Mortgage on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Blackstone Mortgage Trust or generate 0.0% return on investment in Blackstone Mortgage over 30 days. Blackstone Mortgage is related to or competes with KKR REAL, Dynex Capital, ARES COMMREAL, GREAT AJAX, and ELLINGTON RESIDMTG. Blackstone Mortgage Trust, Inc., a real estate finance company, originates senior loans collateralized by commercial pro... More
Blackstone Mortgage Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Blackstone Mortgage's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Blackstone Mortgage Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.0468 | |||
| Maximum Drawdown | 7.08 | |||
| Value At Risk | (2.62) | |||
| Potential Upside | 3.16 |
Blackstone Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackstone Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackstone Mortgage's standard deviation. In reality, there are many statistical measures that can use Blackstone Mortgage historical prices to predict the future Blackstone Mortgage's volatility.| Risk Adjusted Performance | 0.0558 | |||
| Jensen Alpha | 0.0983 | |||
| Total Risk Alpha | 0.0578 | |||
| Sortino Ratio | 0.0513 | |||
| Treynor Ratio | (0.34) |
Blackstone Mortgage Trust Backtested Returns
Blackstone Mortgage appears to be not too volatile, given 3 months investment horizon. Blackstone Mortgage Trust secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Blackstone Mortgage Trust, which you can use to evaluate the volatility of the firm. Please makes use of Blackstone Mortgage's risk adjusted performance of 0.0558, and Mean Deviation of 1.21 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Blackstone Mortgage holds a performance score of 9. The firm shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Blackstone Mortgage are expected to decrease at a much lower rate. During the bear market, Blackstone Mortgage is likely to outperform the market. Please check Blackstone Mortgage's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Blackstone Mortgage's price patterns will revert.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Blackstone Mortgage Trust has insignificant reverse predictability. Overlapping area represents the amount of predictability between Blackstone Mortgage time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Blackstone Mortgage Trust price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Blackstone Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Blackstone Mortgage Trust lagged returns against current returns
Autocorrelation, which is Blackstone Mortgage stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Blackstone Mortgage's stock expected returns. We can calculate the autocorrelation of Blackstone Mortgage returns to help us make a trade decision. For example, suppose you find that Blackstone Mortgage has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Blackstone Mortgage regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Blackstone Mortgage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackstone Mortgage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackstone Mortgage stock over time.
Current vs Lagged Prices |
| Timeline |
Blackstone Mortgage Lagged Returns
When evaluating Blackstone Mortgage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackstone Mortgage stock have on its future price. Blackstone Mortgage autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Blackstone Mortgage autocorrelation shows the relationship between Blackstone Mortgage stock current value and its past values and can show if there is a momentum factor associated with investing in Blackstone Mortgage Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
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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 Correlation, Blackstone Mortgage Volatility and Blackstone Mortgage Alpha and Beta module to complement your research on Blackstone Mortgage. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
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.