Black Stone Minerals Stock Alpha and Beta Analysis
| BSM Stock | USD 15.13 0.39 2.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Black Stone Minerals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Black Stone over a specified time horizon. Remember, high Black Stone'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 Black Stone's market risk premium analysis include:
Beta 0.29 | Alpha 0.0618 | Risk 0.94 | Sharpe Ratio 0.18 | Expected Return 0.17 |
Black Stone Quarterly Cash And Equivalents |
|
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.
Black |
Black Stone Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Black Stone market risk premium is the additional return an investor will receive from holding Black Stone 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 Black Stone. 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 Black Stone's performance over market.| α | 0.06 | β | 0.29 |
Black Stone 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 Black Stone's Buy-and-hold return. Our buy-and-hold chart shows how Black Stone performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Black Stone Market Price Analysis
Market price analysis indicators help investors to evaluate how Black Stone stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Black Stone shares will generate the highest return on investment. By understating and applying Black Stone stock market price indicators, traders can identify Black Stone position entry and exit signals to maximize returns.
Black Stone Return and Market Media
The median price of Black Stone for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 14.65 with a coefficient of variation of 2.82. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 14.73, and mean deviation of 0.32. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by William Mathis of 1407 shares of Black Stone at 15.1 subject to Rule 16b-3 | 10/04/2024 |
2 | Black Stone Minerals LP Q2 2024 Earnings Call Highlights Strong Financial Position and ... | 10/09/2024 |
3 | Black Stone Minerals, L.P. Announces Distribution and Schedules Earnings Call to Discuss Third-Quarter 2024 Results | 10/16/2024 |
4 | Autumn Glory Partners LLC Sells 15,000 Shares of Black Stone Minerals, L.P. | 10/29/2024 |
5 | Black Stone Minerals Q3 Earnings Snapshot | 11/04/2024 |
6 | Black Stone Minerals LP Q3 2024 Earnings EPS Surpasses Estimates, Revenue Misses at 101M | 11/05/2024 |
7 | Black Stone Minerals LP Q3 2024 Earnings Call Highlights Strong Financial Performance ... | 11/06/2024 |
8 | Black Stone Minerals Posts Earnings Results, Beats Estimates By 0.06 EPS | 11/07/2024 |
9 | Disposition of 16633 shares by Luke Putman of Black Stone at 16.05 subject to Rule 16b-3 | 11/12/2024 |
| Black Stone dividend paid on 15th of November 2024 | 11/15/2024 |
10 | Piper Sandler Issues Pessimistic Forecast for Black Stone Minerals Stock Price | 11/18/2024 |
11 | Acquisition by D DeWalch of 34200 shares of Black Stone at 14.62 subject to Rule 16b-3 | 11/25/2024 |
About Black Stone 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 Black or other stocks. Alpha measures the amount that position in Black Stone Minerals 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 | 2024 (projected) | Dividend Yield | 0.092 | 0.0972 | 0.0646 | Price To Sales Ratio | 5.99 | 5.32 | 12.69 |
Black Stone Upcoming Company Events
As portrayed in its financial statements, the presentation of Black Stone's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Black Stone's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Black Stone's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Black Stone. Please utilize our Beneish M Score to check the likelihood of Black Stone's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Black Stone
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 Black Stone Backtesting, Black Stone Valuation, Black Stone Correlation, Black Stone Hype Analysis, Black Stone Volatility, Black Stone History and analyze Black Stone Performance. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Black Stone 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.