Blue Apron Stock Market Value

APRN -  USA Stock  

USD 7.98  0.66  9.02%

Blue Apron's market value is the price at which a share of Blue Apron stock trades on a public exchange. It measures the collective expectations of Blue Apron Holdings investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Blue Apron Holdings and determine expected loss or profit from investing in Blue Apron over a given investment horizon. Please continue to Blue Apron Hype Analysis, Blue Apron Correlation, Blue Apron Valuation, Blue Apron Volatility, as well as analyze Blue Apron Alpha and Beta and Blue Apron Performance.
Symbol
Backtest


Is Blue Apron's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Blue Apron. If investors know Blue Apron will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Blue Apron listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Blue Apron Holdings is measured differently than its book value, which is the value of Blue Apron that is recorded on the company's balance sheet. Investors also form their own opinion of Blue Apron's value that differs from its market value or its book value, called intrinsic value, which is Blue Apron's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Blue Apron's market value can be influenced by many factors that don't directly affect Blue Apron's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Blue Apron's value and its price as these two are different measures arrived at by different means. Investors typically determine Blue Apron value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blue Apron's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Blue Apron 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Blue Apron's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Blue Apron.
0.00
01/28/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
01/17/2022
0.00
If you would invest  0.00  in Blue Apron on January 28, 2020 and sell it all today you would earn a total of 0.00 from holding Blue Apron Holdings or generate 0.0% return on investment in Blue Apron over 720 days. Blue Apron is related to or competes with Farfetch, EBay, Mogu Inc, and Mercadolibre. Blue Apron Holdings, Inc. operates direct-to-consumer platform that delivers original recipes, and fresh and seasonal in...

Blue Apron Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Blue Apron's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Blue Apron Holdings upside and downside potential and time the market with a certain degree of confidence.

Blue Apron Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Blue Apron's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blue Apron's standard deviation. In reality, there are many statistical measures that can use Blue Apron historical prices to predict the future Blue Apron's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Blue Apron's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Blue Apron in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
2.498.0513.61
Details
Intrinsic
Valuation
LowReal ValueHigh
3.749.3014.86
Details
Naive
Forecast
LowNext ValueHigh
4.239.7915.35
Details
1 Analysts
Consensus
LowTarget PriceHigh
14.0014.0014.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Blue Apron. Your research has to be compared to or analyzed against Blue Apron's peers to derive any actionable benefits. When done correctly, Blue Apron's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Blue Apron Holdings.

Blue Apron Holdings Backtested Returns

We consider Blue Apron slightly risky. Blue Apron Holdings secures Sharpe Ratio (or Efficiency) of 0.0115, which signifies that the company had 0.0115% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Blue Apron Holdings, which you can use to evaluate the future volatility of the firm. Please confirm Blue Apron Holdings mean deviation of 4.43, and Risk Adjusted Performance of 2.0E-4 to double-check if the risk estimate we provide is consistent with the expected return of 0.0638%.
The firm shows a Beta (market volatility) of 0.3844, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Blue Apron's beta means in this case. As returns on the market increase, Blue Apron returns are expected to increase less than the market. However, during the bear market, the loss on holding Blue Apron will be expected to be smaller as well. Although it is extremely important to respect Blue Apron Holdings historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Blue Apron Holdings technical indicators, you can presently evaluate if the expected return of 0.0638% will be sustainable into the future. Blue Apron Holdings right now shows a risk of 5.56%. Please confirm Blue Apron Holdings variance, value at risk, as well as the relationship between the Value At Risk and skewness to decide if Blue Apron Holdings will be following its price patterns.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.58)   

Good reverse predictability

Blue Apron Holdings has good reverse predictability. Overlapping area represents the amount of predictability between Blue Apron time series from 28th of January 2020 to 22nd of January 2021 and 22nd of January 2021 to 17th of January 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Blue Apron Holdings price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Blue Apron price fluctuation can be explain by its past prices. Given that Blue Apron Holdings has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Blue Apron for similar time interval.
Correlation Coefficient-0.58
Spearman Rank Test-0.04
Residual Average0.0
Price Variance4.66

Blue Apron Holdings lagged returns against current returns

Autocorrelation, which is Blue Apron stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Blue Apron's stock expected returns. We can calculate the autocorrelation of Blue Apron returns to help us make a trade decision. For example, suppose you find that Blue Apron stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Blue Apron regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Blue Apron stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blue Apron stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blue Apron stock over time.
 Current vs Lagged Prices 
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      Timeline 

Blue Apron Lagged Returns

When evaluating Blue Apron's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blue Apron stock have on its future price. Blue Apron autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Blue Apron autocorrelation shows the relationship between Blue Apron stock current value and its past values and can show if there is a momentum factor associated with investing in Blue Apron Holdings.
 Regressed Prices 
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      Timeline 

Blue Apron Investors Sentiment

The influence of Blue Apron's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Blue Apron. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Blue Apron Implied Volatility

    
  110.18  
Blue Apron's implied volatility exposes the market's sentiment of Blue Apron Holdings stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Blue Apron's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Blue Apron stock will not fluctuate a lot when Blue Apron's options are near their expiration.
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 Blue Apron 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, Blue Apron's short interest history, or implied volatility extrapolated from Blue Apron options trading.

Current Sentiment - APRN

Blue Apron Holdings Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in Blue Apron Holdings. What is your opinion about investing in Blue Apron Holdings? Are you bullish or bearish?
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Bearish
50% Bullish
50% Bearish
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Pair Trading with Blue Apron

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Blue Apron position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Blue Apron will appreciate offsetting losses from the drop in the long position's value.

Blue Apron Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Blue Apron and Farfetch Ltd Cl. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Please continue to Blue Apron Hype Analysis, Blue Apron Correlation, Blue Apron Valuation, Blue Apron Volatility, as well as analyze Blue Apron Alpha and Beta and 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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

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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...