Blue Apron Z Score

APRN
 Stock
  

USD 3.16  2.62  45.33%   

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Please continue to Blue Apron Piotroski F Score and Blue Apron Valuation analysis.
  

Blue Apron Z Score Analysis

Blue Apron's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..
Z Score 
 = 
Sum Of  
 
5 Factors 
More About Z Score | All Equity Analysis

Current Blue Apron Z Score

    
  0.8  
Most of Blue Apron's fundamental indicators, such as Z Score, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Blue Apron Holdings is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
First Factor
 = 
1.2 * (
Working Capital
/
Total Assets )
Second Factor
 = 
1.4 * (
Retained Earnings
/
Total Assets )
Thrid Factor
 = 
3.3 * (
EBITAD
/
Total Assets )
Fouth Factor
 = 
0.6 * (
Market Value of Equity
/
Total Liabilities )
Fifth Factor
 = 
0.99 * (
Revenue
/
Total Assets )
To calculate Z-Score one would need to know current working capital of the company, its total assets, and liabilities, amount of latest retained earnings as well as earnings before interest and tax. Z-Score can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area' with scores of less than 1, indicating the high probability of distress. Z Score is used widely by financial auditors, accountants, money managers, loan processers, wealth advisers, as well as day traders. In the last 25 years, many financial models that utilize z score has been proved to be successful as a predictor of corporate bankruptcy.
Compare to competition

In accordance with the company's disclosures, Blue Apron Holdings has a Z Score of 0.8. This is 75.23% lower than that of the Consumer Cyclical sector and significantly higher than that of the Internet Retail industry. The z score for all United States stocks is 90.83% higher than that of the company.

Blue Apron Institutional Holders

Institutional Holdings refers to the ownership stake in Blue Apron that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Blue Apron's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Blue Apron's value.
Security TypeSharesValue
Wolf Hill Capital Management LpCommon Shares2.3 M8.2 M
Vanguard Group IncCommon Shares911.9 K3.3 M
Susquehanna International Group LlpCall Options661.8 K2.4 M
Wexford Capital LpCommon Shares612.1 K2.2 M
Ardsley Advisory Partners LpCommon Shares504 K1.9 M
River Mercantile Asset Management LlpCommon Shares471.8 K1.7 M
Bridgeway Capital Management LlcCommon Shares425.5 K1.5 M
Susquehanna International Group LlpPut Options348.3 K1.3 M
Blackrock IncCommon Shares327 K1.2 M

Blue Apron Fundamentals

About Blue Apron Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Blue Apron Holdings's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Blue Apron using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Blue Apron Holdings based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Blue Apron Holdings, Inc. operates a direct-to-consumer platform that delivers original recipes with fresh and seasonal ingredients. Blue Apron Holdings, Inc. was founded in 2012 and is headquartered in New York, New York. Blue Apron operates under Internet Retail classification in the United States and is traded on New York Stock Exchange. It employs 2010 people.

Blue Apron Implied Volatility

    
  301.47  
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.

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.
The ability to find closely correlated positions to Blue Apron could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Blue Apron 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 Blue Apron - 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 Blue Apron Holdings to buy it.
The correlation of Blue Apron 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 Blue Apron moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Blue Apron Holdings 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 Blue Apron 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
Please continue to Blue Apron Piotroski F Score and Blue Apron Valuation analysis. You can also try Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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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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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.