Blackstone (Germany) Market Value

BBN1 Stock  EUR 125.58  3.10  2.41%   
Blackstone's market value is the price at which a share of Blackstone trades on a public exchange. It measures the collective expectations of Blackstone Group investors about its performance. Blackstone is trading at 125.58 as of the 15th of March 2025. This is a 2.41 percent decrease since the beginning of the trading day. The stock's lowest day price was 125.58.
With this module, you can estimate the performance of a buy and hold strategy of Blackstone Group and determine expected loss or profit from investing in Blackstone over a given investment horizon. Check out Blackstone Correlation, Blackstone Volatility and Blackstone Alpha and Beta module to complement your research on Blackstone.
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Please note, there is a significant difference between Blackstone's value and its price as these two are different measures arrived at by different means. Investors typically determine if Blackstone is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blackstone's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Blackstone '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'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.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Blackstone on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Blackstone Group or generate 0.0% return on investment in Blackstone over 90 days. Blackstone is related to or competes with SEDANA MEDICAL, Advanced Medical, FUYO GENERAL, Inspire Medical, GRENKELEASING, and Japan Medical. The Blackstone Group Inc. is an alternative asset management firm specializing in real estate, private equity, hedge fun... More

Blackstone 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'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 Group upside and downside potential and time the market with a certain degree of confidence.

Blackstone Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackstone's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackstone's standard deviation. In reality, there are many statistical measures that can use Blackstone historical prices to predict the future Blackstone's volatility.
Hype
Prediction
LowEstimatedHigh
127.21129.66132.11
Details
Intrinsic
Valuation
LowRealHigh
116.22118.67142.63
Details

Blackstone Group Backtested Returns

Blackstone Group secures Sharpe Ratio (or Efficiency) of -0.23, which signifies that the company had a -0.23 % return per unit of standard deviation over the last 3 months. Blackstone Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackstone's risk adjusted performance of (0.17), and Mean Deviation of 1.8 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Blackstone are expected to decrease at a much lower rate. During the bear market, Blackstone is likely to outperform the market. At this point, Blackstone Group has a negative expected return of -0.55%. Please make sure to confirm Blackstone's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Blackstone Group performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.31  

Poor reverse predictability

Blackstone Group has poor reverse predictability. Overlapping area represents the amount of predictability between Blackstone time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Group price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Blackstone price fluctuation can be explain by its past prices.
Correlation Coefficient-0.31
Spearman Rank Test-0.39
Residual Average0.0
Price Variance104.11

Blackstone Group lagged returns against current returns

Autocorrelation, which is Blackstone 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's stock expected returns. We can calculate the autocorrelation of Blackstone returns to help us make a trade decision. For example, suppose you find that Blackstone 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackstone stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackstone stock over time.
   Current vs Lagged Prices   
       Timeline  

Blackstone Lagged Returns

When evaluating Blackstone's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackstone stock have on its future price. Blackstone 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 autocorrelation shows the relationship between Blackstone stock current value and its past values and can show if there is a momentum factor associated with investing in Blackstone Group.
   Regressed Prices   
       Timeline  

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Additional Information and Resources on Investing in Blackstone Stock

When determining whether Blackstone Group offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Blackstone's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Blackstone Group Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Blackstone Group Stock:
Check out Blackstone Correlation, Blackstone Volatility and Blackstone Alpha and Beta module to complement your research on Blackstone.
You can also try the Stocks Directory module to find actively traded stocks across global markets.
Blackstone 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.
A focus of Blackstone technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Blackstone trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...