Blue Apron Stock Alpha and Beta Analysis

APRN -  USA Stock  

USD 3.10  0.08  2.52%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blue Apron Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blue Apron over a specified time horizon. Remember, high Blue Apron'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.
Please continue to Blue Apron Backtesting, Blue Apron Valuation, Blue Apron Correlation, Blue Apron Hype Analysis, Blue Apron Volatility, Blue Apron History and analyze Blue Apron Performance.
  
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Please note that although Blue Apron alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Blue Apron did 0.79  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Blue Apron Holdings stock's relative risk over its benchmark. Blue Apron Holdings has a beta of 1.20  . Let's try to break down what Blue Apron's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Blue Apron will likely underperform.
Blue Apron Book Value per Share is quite stable at the moment as compared to the past year. The company's current value of Book Value per Share is estimated at 3.87. Tangible Assets Book Value per Share is expected to rise to 10.67 this year, although Enterprise Value over EBIT will most likely fall to (2.16) .
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.

Blue Apron Quarterly Book Value per Share

1.633

Share

Blue Apron Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blue Apron market risk premium is the additional return an investor will receive from holding Blue Apron 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 Blue Apron. 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 Blue Apron's performance over market.
α-0.79   β1.20
90 days against DJI

Blue Apron 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 Blue Apron's Buy-and-hold return. Our buy-and-hold chart shows how Blue Apron performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Blue Apron Market Price Analysis

Market price analysis indicators help investors to evaluate how Blue Apron stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Blue Apron shares will generate the highest return on investment. By understating and applying Blue Apron stock market price indicators, traders can identify Blue Apron position entry and exit signals to maximize returns.

Blue Apron Return and Market Media

The median price of Blue Apron for the period between Mon, Feb 21, 2022 and Sun, May 22, 2022 is 4.21 with a coefficient of variation of 19.38. The daily time series for the period is distributed with a sample standard deviation of 0.83, arithmetic mean of 4.29, and mean deviation of 0.63. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sale by Linda Kozlowski of 7434 shares of Blue Apron02/28/2022
2
Acquisition by Terri Leitgeb of 42834 shares of Blue Apron s...03/01/2022
3
Filing03/07/2022
4
Acquisition by Amit Shah of 7942 shares of Blue Apron subjec...03/08/2022
5
Ark Invest down over 30 percent in 2022, Blue Apron adds bre...03/17/2022
6
Filing03/23/2022
7
Acquisition by Beverly Carmichael of 9116 shares of Blue Apr...03/25/2022
8
EPS Estimate03/31/2022
9
Blue Apron Partners with Aspiration to Meet its Carbon Neutr...04/05/2022
10
Unclassified Event04/21/2022
11
Blue Apron exotic insider transaction detected05/02/2022
12
Acquisition by Findley Linda of 41666 shares of Blue Apron s...05/03/2022
13
Unclassified Event05/05/2022
14
EPS Reported05/09/2022
15
Financial Statements05/10/2022
16
Blue Apron Expands Menu to Largest Number of Options To-Date...05/19/2022

About Blue Apron 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Blue Apron Holdings 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.

Blue Apron Upcoming Company Events

As portrayed in its financial statements, the presentation of Blue Apron's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Blue Apron's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Blue Apron's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Blue Apron. Please utilize our Beneish M Score to check the likelihood of Blue Apron's management manipulating its earnings.
Upcoming Quarterly Report17th of February 2022
Next Fiscal Quarter End31st of December 2021

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Please continue to Blue Apron Backtesting, Blue Apron Valuation, Blue Apron Correlation, Blue Apron Hype Analysis, Blue Apron Volatility, Blue Apron History and analyze Blue Apron Performance. Note that the Blue Apron Holdings information on this page should be used as a complementary analysis to other Blue Apron's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.

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When running Blue Apron Holdings price analysis, check to measure Blue Apron's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Blue Apron is operating at the current time. Most of Blue Apron's value examination focuses on studying past and present price action to predict the probability of Blue Apron's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Blue Apron's price. Additionally, you may evaluate how the addition of Blue Apron to your portfolios can decrease your overall portfolio volatility.
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Blue Apron 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.
A focus of Blue Apron technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Blue Apron trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...