Blucora Stock Alpha and Beta Analysis

BCOR
 Stock
  

USD 22.60  0.54  2.45%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blucora. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blucora over a specified time horizon. Remember, high Blucora'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 Blucora Backtesting, Blucora Valuation, Blucora Correlation, Blucora Hype Analysis, Blucora Volatility, Blucora History and analyze Blucora Performance.
  
Please note that although Blucora 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, Blucora did 0.44  better 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 Blucora stock's relative risk over its benchmark. Blucora has a beta of 1.23  . 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.
Blucora Book Value per Share is relatively stable at the moment as compared to the past year. Blucora reported last year Book Value per Share of 7.03. As of 08/13/2022, Enterprise Value over EBIT is likely to grow to 42.08, while Tangible Assets Book Value per Share are likely to drop 6.22.
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.

Blucora Quarterly Book Value per Share

8.185

Blucora Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blucora market risk premium is the additional return an investor will receive from holding Blucora 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 Blucora. 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 Blucora's performance over market.
α0.44   β1.23
90 days against DJI

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

Blucora Market Price Analysis

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

Blucora Return and Market Media

The median price of Blucora for the period between Sun, May 15, 2022 and Sat, Aug 13, 2022 is 18.09 with a coefficient of variation of 9.05. The daily time series for the period is distributed with a sample standard deviation of 1.66, arithmetic mean of 18.3, and mean deviation of 1.31. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Payment of 2679 shares by Curtis Campbell of Blucora subject...05/24/2022
2
Exercise or conversion by Christopher Walters of 10118 share...06/01/2022
3
Payment of 681 shares by Todd Mackay of Blucora subject to R...06/16/2022
4
Blucora reaffirms sales and EBITDA guidance for FY22 - Seeki...06/22/2022
5
Payment of 264 shares by Stacy Murray of Blucora subject to ...06/28/2022
6
EPS Estimate06/30/2022
7
BCOR vs. FUTU Which Stock Should Value Investors Buy Now - N...07/12/2022
8
EPS Reported08/08/2022

About Blucora 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 Blucora 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.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity0.591.771.621.75
Interest Coverage4.79E-40.971.121.15

Blucora Upcoming Company Events

As portrayed in its financial statements, the presentation of Blucora's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Blucora's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Blucora's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Blucora. Please utilize our Beneish M Score to check the likelihood of Blucora's management manipulating its earnings.
Upcoming Quarterly Report16th of February 2022
Next Financial Report4th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End16th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Blucora

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.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
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 Blucora Backtesting, Blucora Valuation, Blucora Correlation, Blucora Hype Analysis, Blucora Volatility, Blucora History and analyze 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 Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

Complementary Tools for Blucora Stock analysis

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.
Price Transformation
Use Price Transformation models to analyze depth of different equity instruments across global markets
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
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...