Blackrock Stock Alpha and Beta Analysis


USD 755.82  3.99  0.53%   

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.
Continue to Blackrock Backtesting, Blackrock Valuation, Blackrock Correlation, Blackrock Hype Analysis, Blackrock Volatility, Blackrock History and analyze Blackrock Performance.
Please note that although Blackrock 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 index.) So in this particular case, Blackrock did 0.23  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 stock's relative risk over its benchmark. Blackrock has a beta of 1.50  . Let's try to break down what Blackrock's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Blackrock will likely underperform.
Blackrock Tangible Assets Book Value per Share are decreasing as compared to previous years. The last year's value of Tangible Assets Book Value per Share was reported at 780.66. The current Tangible Asset Value is estimated to increase to about 132.2 B, while Book Value per Share is projected to decrease to 237.58.
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 Quarterly Book Value per Share


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.
α0.23   β1.50
90 days against DJI

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, May 18, 2022 and Tue, Aug 16, 2022 is 624.71 with a coefficient of variation of 6.54. The daily time series for the period is distributed with a sample standard deviation of 41.68, arithmetic mean of 637.49, and mean deviation of 33.92. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Unclassified Event05/20/2022
BlackRock Updates Multifactor ETF Suite to Serve as Portfoli...06/01/2022
Unclassified Event06/09/2022
Unclassified Event06/21/2022
Unclassified Event06/28/2022
Acquisition by Bader Alsaad of tradable shares of Blackrock ...07/01/2022
Unclassified Event07/08/2022
BlackRock downgrades outlook on stocks - Yahoo Money07/12/2022
Financial Statements07/15/2022
BlackRock and QLS Advisors Partner Through BlackRock Systema...07/18/2022
Sale by Robert Kapito of 12748 shares of Blackrock07/27/2022
Bona fide gift to Robert Kapito of 2000 shares of Blackrock ...08/02/2022
Sale by Laurence Fink of 44500 shares of Blackrock08/05/2022
BlackRock Inc. stock rises Tuesday, outperforms market - Mar...08/09/2022

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 equity instruments such as Ford or other stocks, funds, and ETFs. 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.
 2020 2021 (projected)
Long Term Debt to Equity0.210.2
Interest Coverage27.7836.34

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.
Upcoming Quarterly Report21st of April 2022
Next Financial Report13th of July 2022
Next Fiscal Quarter End31st of March 2022
Next Fiscal Year End13th of January 2023
Last Quarter Report31st of December 2021
Last Financial Announcement31st of March 2021

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Continue to Blackrock Backtesting, Blackrock Valuation, Blackrock Correlation, Blackrock Hype Analysis, Blackrock Volatility, Blackrock History and analyze Blackrock Performance. Note that the Blackrock information on this page should be used as a complementary analysis to other Blackrock's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Money Managers module to screen money managers from public funds and ETFs managed around the world.

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When running Blackrock 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 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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Blackrock 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 Blackrock technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Blackrock 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...