Blackbaud Stock Alpha and Beta Analysis
| BLKB Stock | USD 75.71 0.60 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blackbaud. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blackbaud over a specified time horizon. Remember, high Blackbaud'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 Blackbaud's market risk premium analysis include:
Beta 1.54 | Alpha (0.19) | Risk 2.55 | Sharpe Ratio (0.05) | Expected Return (0.13) |
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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.
Blackbaud |
Blackbaud Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blackbaud market risk premium is the additional return an investor will receive from holding Blackbaud 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 Blackbaud. 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 Blackbaud's performance over market.| α | -0.19 | β | 1.54 |
Blackbaud 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 Blackbaud's Buy-and-hold return. Our buy-and-hold chart shows how Blackbaud performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Blackbaud Market Price Analysis
Market price analysis indicators help investors to evaluate how Blackbaud stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Blackbaud shares will generate the highest return on investment. By understating and applying Blackbaud stock market price indicators, traders can identify Blackbaud position entry and exit signals to maximize returns.
Blackbaud Return and Market Media
The median price of Blackbaud for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 83.52 with a coefficient of variation of 4.09. The daily time series for the period is distributed with a sample standard deviation of 3.38, arithmetic mean of 82.74, and mean deviation of 2.73. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 9990 shares by Michael Gianoni of Blackbaud at 70.38 subject to Rule 16b-3 | 09/30/2024 |
2 | Disposition of 5000 shares by Kevin Gregoire of Blackbaud at 84.0 subject to Rule 16b-3 | 10/11/2024 |
3 | Disposition of 3100 shares by Nash Sarah E of Blackbaud at 83.9821 subject to Rule 16b-3 | 11/08/2024 |
4 | Disposition of 6619 shares by Kevin Gregoire of Blackbaud at 85.677 subject to Rule 16b-3 | 11/12/2024 |
5 | Disposition of 5700 shares by Kevin Gregoire of Blackbaud at 86.5301 subject to Rule 16b-3 | 11/13/2024 |
6 | Disposition of 611 shares by Michael Gianoni of Blackbaud at 83.3003 subject to Rule 16b-3 | 11/20/2024 |
7 | Blackbaud director Hollenbeck sells 147,096 in stock | 11/21/2024 |
8 | Disposition of 17635 shares by Michael Gianoni of Blackbaud at 86.1326 subject to Rule 16b-3 | 11/22/2024 |
9 | Insider Sell Michael Gianoni Sells 29,214 Shares of Blackbaud Inc | 11/26/2024 |
10 | Insider Trading | 12/04/2024 |
11 | Blackbaud Appoints Bradley Pyburn, Former Chief of Staff of U.S. Cyber Command, to Board of Directors | 12/09/2024 |
12 | Blackbaud Inc Announces Significant Impairment Charge for EVERFI Assets | 12/12/2024 |
13 | TD Private Client Wealth LLC Purchases 347 Shares of Blackbaud, Inc. | 12/16/2024 |
14 | Fueling Impact Blackbauds 2024 Corporate Philanthropy in Review | 12/18/2024 |
15 | Ansys Sony Semiconductor Team Up to Boost Perception Testing in AVs | 12/20/2024 |
About Blackbaud 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 Blackbaud or other stocks. Alpha measures the amount that position in Blackbaud 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 | 2023 | 2024 (projected) | Dividend Yield | 0.002149 | 0.002471 | 0.002348 | Price To Sales Ratio | 3.04 | 4.12 | 4.18 |
Blackbaud Upcoming Company Events
As portrayed in its financial statements, the presentation of Blackbaud's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Blackbaud's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Blackbaud's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Blackbaud. Please utilize our Beneish M Score to check the likelihood of Blackbaud's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Blackbaud Backtesting, Blackbaud Valuation, Blackbaud Correlation, Blackbaud Hype Analysis, Blackbaud Volatility, Blackbaud History and analyze Blackbaud Performance. For information on how to trade Blackbaud Stock refer to our How to Trade Blackbaud Stock guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Blackbaud 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.