Black Stock Alpha and Beta Analysis

BKI
 Stock
  

USD 66.18  0.79  1.21%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Black Knight. It also helps investors analyze the systematic and unsystematic risks associated with investing in Black Knight over a specified time horizon. Remember, high Black Knight'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 Black Knight Backtesting, Black Knight Valuation, Black Knight Correlation, Black Knight Hype Analysis, Black Knight Volatility, Black Knight History and analyze Black Knight Performance.
  
Refresh
Please note that although Black Knight 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, Black Knight did 0.34  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 Black Knight stock's relative risk over its benchmark. Black Knight has a beta of 0.79  . Let's try to break down what Black's beta means in this case. As returns on the market increase, Black Knight returns are expected to increase less than the market. However, during the bear market, the loss on holding Black Knight will be expected to be smaller as well.
Black Knight Tangible Assets Book Value per Share are most likely to increase in the upcoming years. The last year's value of Tangible Assets Book Value per Share was reported at 9.18.
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.

Black Knight Quarterly Book Value per Share

15.895

Share

Black Knight Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Black Knight market risk premium is the additional return an investor will receive from holding Black Knight 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 Black Knight. 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 Black Knight's performance over market.
α0.34   β0.79
90 days against DJI

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

Black Knight Market Price Analysis

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

Black Knight Return and Market Media

The median price of Black Knight for the period between Tue, Apr 5, 2022 and Mon, Jul 4, 2022 is 67.25 with a coefficient of variation of 5.03. The daily time series for the period is distributed with a sample standard deviation of 3.36, arithmetic mean of 66.89, and mean deviation of 2.54. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Thursdays Afternoon Update - Florida Trend04/14/2022
2
Black Knight Mortgage Delinquencies Hit Record Low in March,...04/25/2022
3
Mortgage tech news roundup April 29 Mortgage Professional - ...04/29/2022
4
owner ICE to buy Black Knight in 13.1 bln deal - Saskatoon S...05/04/2022
5
EPS Reported05/05/2022
6
Acquisition by Joseph Nackashi of 35769 shares of Black Knig...05/18/2022
7
Meeting clients where they are Black Knights CITO - Mortgage...05/19/2022
8
Acquisition or disposition of Black Knight securities by Rao...05/23/2022
9
Black Knight exotic insider transaction detected06/07/2022
10
Filing06/17/2022
11
FTC Probing NYSE Owners 16B Deal For Black Knight - Law36006/21/2022

About Black Knight 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 Black Knight 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.
 2016 2017 2021 2022 (projected)
Long Term Debt to Equity1.720.810.931.36
Interest Coverage3.444.574.113.25

Black Knight Upcoming Company Events

As portrayed in its financial statements, the presentation of Black Knight's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Black Knight's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Black Knight's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Black Knight. Please utilize our Beneish M Score to check the likelihood of Black Knight's management manipulating its earnings.
Upcoming Quarterly Report15th of February 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End15th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Black Knight

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 Black Knight Backtesting, Black Knight Valuation, Black Knight Correlation, Black Knight Hype Analysis, Black Knight Volatility, Black Knight History and analyze Black Knight Performance. Note that the Black Knight information on this page should be used as a complementary analysis to other Black Knight'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 Black Stock analysis

When running Black Knight price analysis, check to measure Black Knight'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 Black Knight is operating at the current time. Most of Black Knight's value examination focuses on studying past and present price action to predict the probability of Black Knight's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Black Knight's price. Additionally, you may evaluate how the addition of Black Knight to your portfolios can decrease your overall portfolio volatility.
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Go
Black Knight 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 Black Knight technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Black Knight 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...