Blackrock Capital Allocation Stock Alpha and Beta Analysis

BCAT Stock  USD 14.77  0.27  1.80%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BlackRock Capital Allocation. It also helps investors analyze the systematic and unsystematic risks associated with investing in BlackRock Capital over a specified time horizon. Remember, high BlackRock Capital'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 Capital's market risk premium analysis include:
Beta
0.46
Alpha
0.0205
Risk
0.87
Sharpe Ratio
(0.08)
Expected Return
(0.07)
Please note that although BlackRock Capital alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, BlackRock Capital did 0.02  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of BlackRock Capital Allocation stock's relative risk over its benchmark. BlackRock Capital has a beta of 0.46  . As returns on the market increase, BlackRock Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding BlackRock Capital is expected to be smaller as well. Book Value Per Share is likely to gain to 19.07 in 2025. Tangible Book Value Per Share is likely to gain to 19.07 in 2025.

Enterprise Value

2.24 Billion

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.
  
Check out BlackRock Capital Backtesting, BlackRock Capital Valuation, BlackRock Capital Correlation, BlackRock Capital Hype Analysis, BlackRock Capital Volatility, BlackRock Capital History and analyze BlackRock Capital Performance.

BlackRock Capital Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BlackRock Capital market risk premium is the additional return an investor will receive from holding BlackRock Capital 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 Capital. 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 Capital's performance over market.
α0.02   β0.46

BlackRock Capital 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 Capital's Buy-and-hold return. Our buy-and-hold chart shows how BlackRock Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

BlackRock Capital Market Price Analysis

Market price analysis indicators help investors to evaluate how BlackRock Capital 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 Capital shares will generate the highest return on investment. By understating and applying BlackRock Capital stock market price indicators, traders can identify BlackRock Capital position entry and exit signals to maximize returns.

BlackRock Capital Return and Market Media

The median price of BlackRock Capital for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 15.28 with a coefficient of variation of 1.75. The daily time series for the period is distributed with a sample standard deviation of 0.27, arithmetic mean of 15.19, and mean deviation of 0.22. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Disposition of 20672 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.98 subject to Rule 16b-3
12/16/2024
2
Saba Capital Management, L.P. Adjusts Position in BlackRock Capital Allocation Trust
12/17/2024
3
Acquisition by Saba Capital Management, L.p. of 190527 shares of BlackRock Capital at 15.01 subject to Rule 16b-3
12/19/2024
 
BlackRock Capital dividend paid on 23rd of December 2024
12/23/2024
4
Disposition of 89777 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.82 subject to Rule 16b-3
12/26/2024
5
Disposition of 5204 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.76 subject to Rule 16b-3
01/22/2025
6
Disposition of 6383 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.58 subject to Rule 16b-3
01/27/2025
7
Disposition of 945 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.54 subject to Rule 16b-3
01/29/2025
 
BlackRock Capital dividend paid on 31st of January 2025
01/31/2025
8
Disposition of 35272 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.46 subject to Rule 16b-3
02/03/2025
9
Disposition of 25108 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.55 subject to Rule 16b-3
02/04/2025
10
Disposition of 57230 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.62 subject to Rule 16b-3
02/07/2025
11
Disposition of 45905 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.67 subject to Rule 16b-3
02/10/2025
12
Disposition of 104403 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.67 subject to Rule 16b-3
02/11/2025
13
Disposition of 58394 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.6 subject to Rule 16b-3
02/14/2025
14
Disposition of 47152 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.57 subject to Rule 16b-3
02/18/2025
15
Disposition of 28628 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.53 subject to Rule 16b-3
02/19/2025
16
Disposition of 45347 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.44 subject to Rule 16b-3
02/20/2025
17
Disposition of 29278 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.42 subject to Rule 16b-3
02/21/2025
18
Disposition of 25152 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.37 subject to Rule 16b-3
02/24/2025
19
Disposition of 6179 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.32 subject to Rule 16b-3
02/25/2025
20
Disposition of 13141 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.36 subject to Rule 16b-3
02/26/2025
 
BlackRock Capital dividend paid on 28th of February 2025
02/28/2025
21
Disposition of 161654 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.49 subject to Rule 16b-3
03/03/2025
22
Disposition of 51096 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.36 subject to Rule 16b-3
03/04/2025
23
Disposition of 97976 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.36 subject to Rule 16b-3
03/05/2025
24
Disposition of 34340 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.3 subject to Rule 16b-3
03/06/2025
25
Disposition of 40113 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.18 subject to Rule 16b-3
03/07/2025
26
Disposition of 52240 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.06 subject to Rule 16b-3
03/10/2025
27
Disposition of 28860 shares by Saba Capital Management, L.p. of BlackRock Capital at 15.13 subject to Rule 16b-3
03/12/2025
28
Saba capital management sells BlackRock capital allocation shares for 1.03 million - Investing.com
03/13/2025

About BlackRock Capital 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 Capital 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.
 2023 2024 (projected)
PTB Ratio0.930.94
Dividend Yield0.09570.17
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 Capital 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 Capital's short interest history, or implied volatility extrapolated from BlackRock Capital options trading.

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Additional Tools for BlackRock Stock Analysis

When running BlackRock Capital's price analysis, check to measure BlackRock Capital'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 Capital is operating at the current time. Most of BlackRock Capital's value examination focuses on studying past and present price action to predict the probability of BlackRock Capital'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 Capital's price. Additionally, you may evaluate how the addition of BlackRock Capital to your portfolios can decrease your overall portfolio volatility.