Blucora Stock Market Value

BCOR
 Stock
  

USD 22.36  0.24  1.06%   

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


Is Blucora'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 Blucora. If investors know Blucora 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 Blucora listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
0.27
Market Capitalization
1.1 B
Quarterly Revenue Growth YOY
0.01
Return On Assets
0.0272
Return On Equity
0.0584
The market value of Blucora is measured differently than its book value, which is the value of Blucora that is recorded on the company's balance sheet. Investors also form their own opinion of Blucora's value that differs from its market value or its book value, called intrinsic value, which is Blucora'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 Blucora's market value can be influenced by many factors that don't directly affect Blucora'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 Blucora's value and its price as these two are different measures arrived at by different means. Investors typically determine Blucora value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blucora'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.

Blucora '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 Blucora'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 Blucora.
0.00
07/17/2022
No Change 0.00  0.0 
In 30 days
08/16/2022
0.00
If you would invest  0.00  in Blucora on July 17, 2022 and sell it all today you would earn a total of 0.00 from holding Blucora or generate 0.0% return on investment in Blucora over 30 days. Blucora is related to or competes with Altisource Asset, Ameriprise Financial, Artisan Partners, McDonalds Corp, Enphase Energy, Apple, and Bed Bath. Blucora, Inc. provides technology-enabled financial solutions to consumers, small business owners, tax professionals, fi...More

Blucora 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 Blucora'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 Blucora upside and downside potential and time the market with a certain degree of confidence.

Blucora Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Blucora's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blucora's standard deviation. In reality, there are many statistical measures that can use Blucora historical prices to predict the future Blucora's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Blucora'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 Blucora in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
20.2222.3624.50
Details
Intrinsic
Valuation
LowReal ValueHigh
22.0224.1626.30
Details
Naive
Forecast
LowNext ValueHigh
20.8723.0025.14
Details
3 Analysts
Consensus
LowTarget PriceHigh
22.0023.6726.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Blucora. Your research has to be compared to or analyzed against Blucora's peers to derive any actionable benefits. When done correctly, Blucora'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 Blucora.

Blucora Backtested Returns

Blucora appears to be very steady, given 3 months investment horizon. Blucora secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the company had 0.26% 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. By analyzing Blucora technical indicators you can presently evaluate if the expected return of 0.53% is justified by implied risk. Please makes use of Blucora's Mean Deviation of 1.65, risk adjusted performance of 0.3188, and Downside Deviation of 2.11 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Blucora holds a performance score of 19. The firm shows a Beta (market volatility) of 1.2159, which signifies a somewhat significant risk relative to the market. Let's try to break down what Blucora'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, Blucora will likely underperform. Although it is vital to follow Blucora historical returns, it is good to be conservative about what you can do with the information regarding 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. We have found twenty-eight technical indicators for Blucora, which you can use to evaluate the performance of the firm. Please makes use of Blucora value at risk, as well as the relationship between the skewness and day median price to make a quick decision on whether Blucora price patterns will revert.

Auto-correlation

    
  0.88  

Very good predictability

Blucora has very good predictability. Overlapping area represents the amount of predictability between Blucora time series from 17th of July 2022 to 1st of August 2022 and 1st of August 2022 to 16th of August 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 Blucora price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Blucora price fluctuation can be explain by its past prices.
Correlation Coefficient0.88
Spearman Rank Test0.76
Residual Average0.0
Price Variance0.57

Blucora lagged returns against current returns

Autocorrelation, which is Blucora 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 Blucora's stock expected returns. We can calculate the autocorrelation of Blucora returns to help us make a trade decision. For example, suppose you find that Blucora 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  

Blucora 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 Blucora stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blucora stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blucora stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

Blucora Lagged Returns

When evaluating Blucora's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blucora stock have on its future price. Blucora 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, Blucora autocorrelation shows the relationship between Blucora stock current value and its past values and can show if there is a momentum factor associated with investing in Blucora.
   Regressed Prices   
Share
       Timeline  

Blucora Investors Sentiment

The influence of Blucora'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 Blucora. 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.
Investor biases related to Blucora's public news can be used to forecast risks associated with investment in Blucora. The trend in average sentiment can be used to explain how an investor holding Blucora can time the market purely based on public headlines and social activities around Blucora. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Blucora's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Blucora's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Blucora's news discussions. The higher the estimate score, the more favorable is the investor's outlook on Blucora.

Blucora Implied Volatility

    
  49.11  
Blucora's implied volatility exposes the market's sentiment of Blucora stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Blucora'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 Blucora stock will not fluctuate a lot when Blucora'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 Blucora 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, Blucora's short interest history, or implied volatility extrapolated from Blucora options trading.

Pair Trading with Blucora

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 Blucora 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 Blucora will appreciate offsetting losses from the drop in the long position's value.

Moving together with Blucora

0.68BENFranklin Resources Fiscal Year End 7th of November 2022 PairCorr
0.79BLKBlackrock Fiscal Year End 13th of January 2023 PairCorr

Moving against Blucora

0.52BMTXBm Technologies Earnings Call  TodayPairCorr
The ability to find closely correlated positions to Blucora could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Blucora when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Blucora - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Blucora to buy it.
The correlation of Blucora is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Blucora moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Blucora moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Blucora can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Blucora Hype Analysis, Blucora Correlation, Blucora Valuation, Blucora Volatility, as well as analyze Blucora Alpha and Beta and Blucora Performance. Note that the Blucora information on this page should be used as a complementary analysis to other Blucora'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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

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