Blue Apron Stock Alpha and Beta Analysis

APRN
 Stock
  

USD 1.02  0.03  2.86%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blue Apron Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blue Apron over a specified time horizon. Remember, high Blue Apron'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.
Please continue to Blue Apron Backtesting, Blue Apron Valuation, Blue Apron Correlation, Blue Apron Hype Analysis, Blue Apron Volatility, Blue Apron History and analyze Blue Apron Performance.
  
Please note that although Blue Apron 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., NYSE Composite index.) So in this particular case, Blue Apron did 2.12  worse 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 Blue Apron Holdings stock's relative risk over its benchmark. Blue Apron Holdings has a beta of 1.15  . Let's try to break down what Blue Apron's beta means in this case. Blue Apron returns are very sensitive to returns on the market. As the market goes up or down, Blue Apron is expected to follow.
Blue Apron Book Value per Share is quite stable at the moment as compared to the past year. The company's current value of Book Value per Share is estimated at 3.87. Tangible Assets Book Value per Share is expected to rise to 10.67 this year, although Enterprise Value over EBIT will most likely fall to (2.16) .
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.

Enterprise Value

218.08 Million

Blue Apron Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blue Apron market risk premium is the additional return an investor will receive from holding Blue Apron 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 Blue Apron. 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 Blue Apron's performance over market.
α-2.12   β1.15
90 days against NYA

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

Blue Apron Market Price Analysis

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

Blue Apron Return and Market Media

The median price of Blue Apron for the period between Mon, Sep 5, 2022 and Sun, Dec 4, 2022 is 2.44 with a coefficient of variation of 61.26. The daily time series for the period is distributed with a sample standard deviation of 1.94, arithmetic mean of 3.16, and mean deviation of 1.67. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Blue Apron Joins United Nations Global Compact Initiative - ...09/22/2022
2
EPS Estimate09/30/2022
3
Why Is Blue Apron Stock Diving Today - Blue Apron Hldgs - Be...10/03/2022
4
Blue Aprons Chef-Curated Meals Now Available Via US Amazon S...10/11/2022
5
APRN Stock Blue Apron Has Become a Massive Short Squeeze Can...10/19/2022
6
EPS Reported11/07/2022
7
Blue Apron Holdings, Inc. Analysts Just Slashed Next Years R...11/09/2022
8
Best Penny Stocks To Buy 4 Short Squeeze Stocks To Watch Now...12/01/2022

About Blue Apron 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 financial instruments including Blue Apron or other stocks. Alpha measures the amount that position in Blue Apron Holdings 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)
PPandE Turnover2.322.994.034.84
Long Term Debt to Equity1.841.010.771.11

Blue Apron Upcoming Company Events

As portrayed in its financial statements, the presentation of Blue Apron's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Blue Apron's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Blue Apron's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Blue Apron. Please utilize our Beneish M Score to check the likelihood of Blue Apron's management manipulating its earnings.
Upcoming Quarterly Report17th of February 2022
Next Fiscal Quarter End31st of December 2021

Build Portfolio with Blue Apron

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
Please continue to Blue Apron Backtesting, Blue Apron Valuation, Blue Apron Correlation, Blue Apron Hype Analysis, Blue Apron Volatility, Blue Apron History and analyze Blue Apron Performance. You can also try Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for analysis

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.
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Go
Money Managers
Screen money managers from public funds and ETFs managed around the world
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
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...