Boxed Stock Alpha and Beta Analysis

BOXD
 Stock
  

USD 0.37  0.10  21.28%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Boxed Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Boxed over a specified time horizon. Remember, high Boxed'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.
Continue to Boxed Backtesting, Boxed Valuation, Boxed Correlation, Boxed Hype Analysis, Boxed Volatility, Boxed History and analyze Boxed Performance.
  
Please note that although Boxed 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, Boxed did 1.16  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 Boxed Inc stock's relative risk over its benchmark. Boxed Inc has a beta of 0.11  . Let's try to break down what Boxed's beta means in this case. As returns on the market increase, returns on owning Boxed are expected to decrease at a much lower rate. During the bear market, Boxed is likely to outperform the market.
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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.

Boxed Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Boxed market risk premium is the additional return an investor will receive from holding Boxed 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 Boxed. 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 Boxed's performance over market.
α-1.16   β-0.11
90 days against DJI

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

Boxed Market Price Analysis

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

Boxed Return and Market Media

The median price of Boxed for the period between Thu, Sep 1, 2022 and Wed, Nov 30, 2022 is 0.74 with a coefficient of variation of 27.38. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 0.78, and mean deviation of 0.19. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Unclassified Event09/09/2022
2
Ventyx Shares Surge 59 percent After Bristol Myers Drug Appr...09/12/2022
3
Filing09/15/2022
4
Acquisition by Sanghi Harshul of 66489 shares of Boxed subje...09/19/2022
5
Should WisdomTree U.S. LargeCap ETF Be on Your Investing Rad...09/20/2022
6
EPS Estimate09/30/2022
7
Box Stock Could Spring Higher, Says Morgan Stanley - Schaeff...10/03/2022
8
Acquisition by Liu David 1 of 22368 shares of Boxed subject ...10/04/2022
9
BOXED, INC. Notice of Delisting or Failure to Satisfy a Cont...10/14/2022
10
Boxed, Inc. to Report Third Quarter 2022 Financial Results o...10/26/2022
11
EPS Reported11/09/2022

About Boxed 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 Boxed or other stocks. Alpha measures the amount that position in Boxed Inc 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Boxed in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Boxed's short interest history, or implied volatility extrapolated from Boxed options trading.

Build Portfolio with Boxed

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Continue to Boxed Backtesting, Boxed Valuation, Boxed Correlation, Boxed Hype Analysis, Boxed Volatility, Boxed History and analyze Boxed Performance. You can also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

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When running Boxed Inc price analysis, check to measure Boxed'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 Boxed is operating at the current time. Most of Boxed's value examination focuses on studying past and present price action to predict the probability of Boxed's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Boxed's price. Additionally, you may evaluate how the addition of Boxed to your portfolios can decrease your overall portfolio volatility.
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Boxed 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 Boxed technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Boxed 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...