Blackstone Inc. (BX)
Quantitative Summary
DeterministicBX trades at 30.0x earnings — a 56% premium to its sector average of 19.2x — without a dominant ROIC-WACC spread. Financial health is average: Piotroski 5/9, Altman Z 3.5. DCF fair value of $24 implies 80% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 14% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 12.4% | 14.4% | 16.4% |
|---|---|---|---|
| 2% | $29 | $22 | $18 |
| 3% | $32 | $24 | $19 |
| 4% | $35 | $26 | $20 |
Center = base case. Green = >10% upside, Red = >10% downside vs $114.91.
Pre-computed DCF: WACC=14.4%, terminal growth 3%. Fair value $24 (-80.1%). Not investment advice.
Valuation Context
Currently trading 1% above its 5-year average P/E of 29.3x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedBlackstone Inc. is currently trading at $117.89, a level that requires contextualization against its moving average envelope to assess relative valuation dynamics. Without specific band parameters or the exact position of recent price action within those statistical bounds, it remains unclear whether this price point represents an extension beyond typical volatility ranges or a contraction toward historical means. In scenarios where prices trade significantly above their standard deviation bands, technical theory often suggests heightened pressure for mean reversion as overextended momentum typically corrects. Conversely, if the current level sits comfortably near the center of the envelope, it may indicate a state of equilibrium with lower immediate expectations for sharp directional shifts based solely on statistical positioning. The absence of definitive data regarding whether $117.89 is hovering at an upper or lower boundary prevents a precise assessment of short-term mean-reversion potential relative to this specific financial instrument's recent history. Technical frameworks generally posit that extreme deviations from the mean create conditions where prices are statistically likely to return toward average values, yet confirming such a deviation requires knowing the width and location of the surrounding moving averages. Until those structural boundaries are defined, the current price level simply reflects the market's immediate valuation without offering clear signals regarding whether it is overbought or oversold relative to its own recent performance trajectory. Ultimately, determining if this specific price action implies a high probability of correction toward the mean depends entirely on where $117.89 sits within the unprovided statistical envelope. If future
Quant Health Deep Dive
Profitability & Value Creation
⚠️ Dividend consumes >80% of FCF — sustainability risk.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-05-04 | $1.1600 | -22.1% |
| 2026-02-09 | $1.4900 | +15.5% |
| 2025-11-03 | $1.2900 | +25.2% |
| 2025-08-04 | $1.0300 | +10.8% |
| 2025-04-28 | $0.9300 | -35.4% |
| 2025-02-10 | $1.4400 | +67.4% |
| 2024-10-28 | $0.8600 | +4.9% |
| 2024-07-29 | $0.8200 | -1.2% |
| 2024-04-26 | $0.8300 | -11.7% |
| 2024-02-02 | $0.9400 | +17.5% |
| 2023-10-27 | $0.8000 | +1.3% |
| 2023-07-28 | $0.7900 | -3.7% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like HDV or XLF, the fund manager is mechanically forced to buy or sell BX shares regardless of Blackstone Inc.'s individual fundamentals. We estimate $11.0B of passive capital is structurally linked to BX through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Blackstone Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Blackstone Inc. (BX) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies JPMorgan Chase & Co. (JPM) as the most exposed collateral stock, sharing 3 ETFs with BX. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 28 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
BX Ownership Dynamics
Passive funds hold 1 in every 8 BX shares, reducing daily market volatility.
Blackstone Inc. (BX) exerts measurable gravity on the passive index market, currently representing 1.7% of the iShares Core High Dividend ETF (HDV) and 1.2% of the State Street Financial Select Sector SPDR ETF (XLF). Across 28 tracked ETFs, approximately 92M shares (12.3% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest BX Exposure
Float lock-up computed from 28 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
BX Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for Blackstone Inc. over the past year sits near $112.30 (12% of 252-day volume). The current price of $114.91 trades 2.3% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-14 | 10,398 | $119.62 | $1.2M |
| 2026-05-08 | 148 | $122.33 | $18,104.84 |
| 2026-05-04 | 39,018 | $126.35 | $4.9M |
| 2026-04-29 | 378 | $121.52 | $45,934.56 |
| 2026-04-27 | 127 | $121.65 | $15,449.55 |
| 2026-04-20 | 9,839 | $129.08 | $1.3M |
| 2026-04-17 | 3,021 | $128.13 | $387,080.73 |
| 2026-04-15 | 6 | $126.33 | $757.98 |
| 2026-04-10 | 1,117 | $116.90 | $130,577.3 |
| 2026-04-08 | 222 | $112.73 | $25,026.06 |
| 2026-04-06 | 199 | $113.05 | $22,496.95 |
| 2026-03-31 | 2,935 | $111.60 | $327,546 |
| 2026-03-30 | 47 | $108.07 | $5,079.29 |
| 2026-03-27 | 50 | $109.63 | $5,481.5 |
| 2026-03-23 | 6,007 | $110.43 | $663,353.01 |
| 2026-03-20 | 62 | $113.47 | $7,035.14 |
| 2026-03-16 | 89 | $106.78 | $9,503.42 |
| 2026-03-13 | 64,538 | $102.12 | $6.6M |
| 2026-03-12 | 200 | $107.25 | $21,450 |
| 2026-03-11 | 155 | $109.96 | $17,043.8 |
| 2026-03-05 | 1,364 | $114.14 | $155,686.96 |
| 2026-03-04 | 417 | $110.92 | $46,253.64 |
| 2026-03-02 | 1,925 | $113.37 | $218,237.25 |
| 2026-02-27 | 21 | $117.95 | $2,476.95 |
| 2026-02-25 | 192 | $116.41 | $22,350.72 |
| 2026-02-24 | 176 | $113.71 | $20,012.96 |
| 2026-02-23 | 13 | $121.27 | $1,576.51 |
| 2026-02-20 | 75 | $125.76 | $9,432 |
| 2026-02-17 | 194 | $129.86 | $25,192.84 |
| 2026-02-11 | 373 | $133.82 | $49,914.86 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| KKR | 0.858 | 0.834 | High co-movement |
| APO | 0.758 | 0.754 | High co-movement |
| MC | 0.720 | 0.648 | High co-movement |
| BLK | 0.696 | 0.675 | Moderate |
| TROW | 0.665 | 0.624 | Moderate |
| WAL | 0.643 | 0.576 | Moderate |
| KEY | 0.642 | 0.541 | Moderate |
| COF | 0.628 | 0.612 | Moderate |
| CFG | 0.624 | 0.503 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare BX to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.