Blackstone Secured Lending Fund Market Value
| BXSL Fund | USD 32.31 0.01 0.03% |
| Symbol | Blackstone |
Blackstone Secured '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 Secured's fund 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 Secured.
| 12/03/2024 |
| 01/02/2025 |
If you would invest 0.00 in Blackstone Secured on December 3, 2024 and sell it all today you would earn a total of 0.00 from holding Blackstone Secured Lending or generate 0.0% return on investment in Blackstone Secured over 30 days. Blackstone Secured is related to or competes with Carlyle Secured, Oaktree Specialty, Sixth Street, and FS KKR. Blackstone Secured Lending Fund is business development company and a Delaware statutory trust formed on March 26, 2018,... More
Blackstone Secured 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 Secured's fund 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 Secured Lending upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8821 | |||
| Information Ratio | 0.1943 | |||
| Maximum Drawdown | 4.08 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.43 |
Blackstone Secured Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackstone Secured's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackstone Secured's standard deviation. In reality, there are many statistical measures that can use Blackstone Secured historical prices to predict the future Blackstone Secured's volatility.| Risk Adjusted Performance | 0.1674 | |||
| Jensen Alpha | 0.1711 | |||
| Total Risk Alpha | 0.1705 | |||
| Sortino Ratio | 0.1933 | |||
| Treynor Ratio | 0.6379 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackstone Secured's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Blackstone Secured Backtested Returns
As of now, Blackstone Fund is very steady. Blackstone Secured secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Blackstone Secured Lending, which you can use to evaluate the volatility of the entity. Please confirm Blackstone Secured's mean deviation of 0.7015, and Risk Adjusted Performance of 0.1674 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. The fund shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackstone Secured's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackstone Secured is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
Blackstone Secured Lending has below average predictability. Overlapping area represents the amount of predictability between Blackstone Secured time series from 3rd of December 2024 to 18th of December 2024 and 18th of December 2024 to 2nd 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 Secured price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Blackstone Secured price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
Blackstone Secured lagged returns against current returns
Autocorrelation, which is Blackstone Secured fund'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 Secured's fund expected returns. We can calculate the autocorrelation of Blackstone Secured returns to help us make a trade decision. For example, suppose you find that Blackstone Secured has exhibited high autocorrelation historically, and you observe that the fund 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 Secured 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 Secured fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackstone Secured fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackstone Secured fund over time.
Current vs Lagged Prices |
| Timeline |
Blackstone Secured Lagged Returns
When evaluating Blackstone Secured's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackstone Secured fund have on its future price. Blackstone Secured 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 Secured autocorrelation shows the relationship between Blackstone Secured fund current value and its past values and can show if there is a momentum factor associated with investing in Blackstone Secured Lending.
Regressed Prices |
| Timeline |
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Blackstone Secured financial ratios help investors to determine whether Blackstone Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Blackstone with respect to the benefits of owning Blackstone Secured security.
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