I've actually seen a poster made by sub-atomic physicists that used physics to model expected trends in stocks and all sorts of other business stuff. It was rather surprising that they could plot a function of something seemingly subjective using physics principles.
Except for the part where computer models are mostly BS. Lots of investment firms try this. The strategies aren't noticeably better, from what I've read.
Here's the trick though, physics is the study of the way nature itself works. Like you said, a physicist might study black holes. It's the pure mathematical ability that comes with physics that makes them able to become useful in a variety of different areas. From experience, I've found that mathematics majors are pretty rare, most people that actually study maths only do it so that they can then take on physics. So really, the pure mathematics majors are probably even more capable of this than physicists.
Sort of.
Remember "word problems"? The problems where you take real world situations and turn them into math, and then solve?
Physics is the major that is best-suited to solving "word problems."
Math, especially high-end pure math, is extremely abstract, and not well-suited to the "word problems" of business.
You see a physicist doing/learning some very advanced math, and you ask him what it's for, and he can say, "Oh, this describes black holes." or "Oh, this describes how currents flow in solid-state circuitry."
Ask a mathematician what his math is for, and he'll say, "For understanding math better." [The statement has been translated into English for non-math majors.]
Business needs to solve word problems, not to understand business problems better, if you see what I mean?
[That said, math majors are recruited just as strongly as physics majors, by interested enterprises: they filter out the overly-abstract people in their own ways.]