(BGX) Blackstone GSO Long Short - Ratings and Ratios
Debt, Loans, Bonds
| Risk via 10d forecast | |
|---|---|
| Volatility | 9.25% |
| Value at Risk 5%th | 15.2% |
| Relative Tail Risk | -0.42% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.12 |
| Alpha | -6.31 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.512 |
| Beta | 0.404 |
| Beta Downside | 0.538 |
| Drawdowns 3y | |
|---|---|
| Max DD | 14.08% |
| Mean DD | 2.09% |
| Median DD | 1.41% |
Description: BGX Blackstone GSO Long Short October 29, 2025
Blackstone GSO Long Short Credit Income Closed Fund (ticker BGX) is a U.S.-based closed-end fund that primarily invests in the bank-loan market, employing a long/short credit strategy to capture yield while managing downside risk.
Recent market data (as of Q3 2024) shows the fund’s weighted-average loan yield hovering around 5.8% and its net asset value (NAV) trading at a modest discount of roughly 2% to market price, reflecting investor caution amid a flattening credit spread curve. The fund’s performance is sensitive to Federal Reserve policy-higher rates tend to compress loan spreads, while a slowdown in loan issuance can tighten liquidity and amplify valuation pressure. Additionally, the broader leveraged loan sector has seen a 12% year-to-date increase in issuance volume, driven by strong corporate refinancing demand and resilient demand for high-yield capital.
For a deeper, data-driven look at BGX’s risk-adjusted returns and sector exposure, the ValueRay platform provides granular analytics that can help you assess whether the fund’s current discount presents a compelling entry point.
BGX Fund Overview
| Market Cap in USD | 170m |
| Style | Bank Loan |
| TER | 2.19% |
| IPO / Inception | 2011-01-27 |
| Return 12m vs S&P 500 | -11.5% |
| Analyst Rating | - |
BGX Dividends
| Dividend Yield | 9.70% |
| Yield on Cost 5y | 13.70% |
| Yield CAGR 5y | 0.77% |
| Payout Consistency | 92.6% |
| Payout Ratio | - |
BGX Growth Ratios
| CAGR 3y | 12.52% |
| CAGR/Max DD Calmar Ratio | 0.89 |
| CAGR/Mean DD Pain Ratio | 5.99 |
| Current Volume | 35.7k |
| Average Volume | 63k |
What is the price of BGX shares?
Over the past week, the price has changed by +0.43%, over one month by +0.86%, over three months by -2.97% and over the past year by +1.50%.
Is Blackstone GSO Long Short a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of BGX is around 12.10 USD . This means that BGX is currently overvalued and has a potential downside of 2.46%.
Is BGX a buy, sell or hold?
What are the forecasts/targets for the BGX price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 13.4 | 13.2% |
BGX Fundamental Data Overview November 05, 2025
Beta = None
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 169.9m USD (169.9m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 169.9m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 169.9m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.50% (E(169.9m)/V(169.9m) * Re(7.50%) + (debt-free company))
Discount Rate = 7.50% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for BGX Fund
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle