Blackrock Stock Alpha and Beta Analysis
| BLK Stock | USD 774.64 10.73 1.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BlackRock. It also helps investors analyze the systematic and unsystematic risks associated with investing in BlackRock over a specified time horizon. Remember, high BlackRock'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's market risk premium analysis include:
Beta 1.53 | Alpha (0.11) | Risk 1.22 | Sharpe Ratio (0.02) | Expected Return (0.02) |
BlackRock Quarterly Cash And Equivalents |
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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.
BlackRock |
BlackRock Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BlackRock market risk premium is the additional return an investor will receive from holding BlackRock 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. 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's performance over market.| α | -0.11 | β | 1.53 |
BlackRock 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's Buy-and-hold return. Our buy-and-hold chart shows how BlackRock performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BlackRock Market Price Analysis
Market price analysis indicators help investors to evaluate how BlackRock 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 shares will generate the highest return on investment. By understating and applying BlackRock stock market price indicators, traders can identify BlackRock position entry and exit signals to maximize returns.
BlackRock Return and Market Media
The median price of BlackRock for the period between Wed, Feb 7, 2024 and Tue, May 7, 2024 is 796.82 with a coefficient of variation of 3.32. The daily time series for the period is distributed with a sample standard deviation of 26.34, arithmetic mean of 794.17, and mean deviation of 22.03. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| BlackRock dividend paid on 22nd of March 2024 | 03/22/2024 |
1 | Bitcoin Halving Discussions Peak As Final Week Approaches | 04/12/2024 |
2 | Wall Street Invests in Blacklisted Chinese Firms Through Index Funds | 04/18/2024 |
3 | Earnings call EQT outlines strategic growth and deleveraging plans | 04/24/2024 |
4 | Australia Gears Up for Bitcoin ETF Wave After US, Hong Kong Approvals | 04/29/2024 |
5 | Blackrocks Larry Fink Jumps OnNext AI Trade, WarningWorld Will Be Short Power | 04/30/2024 |
6 | UPDATE 1-Coinbase posts soaring profit on jump in crypto prices | 05/02/2024 |
7 | BlackRock Municipal Income Fund, Inc. Announces Tender Offer Contingent Upon Approval of Conversion of MUI to Unlisted Closed-End Interval Fund Structure | 05/03/2024 |
About BlackRock 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 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0183 | 0.028 | 0.025 | 0.0161 | Price To Sales Ratio | 7.19 | 5.98 | 6.5 | 4.18 |
BlackRock Upcoming Company Events
As portrayed in its financial statements, the presentation of BlackRock's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BlackRock's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BlackRock's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BlackRock. Please utilize our Beneish M Score to check the likelihood of BlackRock's management manipulating its earnings.
| 12th of April 2024 Upcoming Quarterly Report | View | |
| 12th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 10th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with BlackRock
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out BlackRock Backtesting, BlackRock Valuation, BlackRock Correlation, BlackRock Hype Analysis, BlackRock Volatility, BlackRock History and analyze BlackRock Performance. For more information on how to buy BlackRock Stock please use our How to buy in BlackRock Stock guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Complementary Tools for BlackRock Stock analysis
When running BlackRock's price analysis, check to measure BlackRock'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 is operating at the current time. Most of BlackRock's value examination focuses on studying past and present price action to predict the probability of BlackRock'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's price. Additionally, you may evaluate how the addition of BlackRock to your portfolios can decrease your overall portfolio volatility.
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