Blackbaud Stock Market Value
| BLKB Stock | USD 86.98 1.61 1.89% |
| Symbol | Blackbaud |
Blackbaud Price To Book Ratio
Is Application Software space 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 Blackbaud. If investors know Blackbaud 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 Blackbaud 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 1.353 | Earnings Share 1.01 | Revenue Per Share 22.307 | Quarterly Revenue Growth 0.033 | Return On Assets 0.0386 |
The market value of Blackbaud is measured differently than its book value, which is the value of Blackbaud that is recorded on the company's balance sheet. Investors also form their own opinion of Blackbaud's value that differs from its market value or its book value, called intrinsic value, which is Blackbaud'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 Blackbaud's market value can be influenced by many factors that don't directly affect Blackbaud'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 Blackbaud's value and its price as these two are different measures arrived at by different means. Investors typically determine if Blackbaud is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blackbaud'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.
Blackbaud '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 Blackbaud'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 Blackbaud.
| 04/02/2023 |
| 11/22/2024 |
If you would invest 0.00 in Blackbaud on April 2, 2023 and sell it all today you would earn a total of 0.00 from holding Blackbaud or generate 0.0% return on investment in Blackbaud over 600 days. Blackbaud is related to or competes with Envestnet, Progress Software, Enfusion, E2open Parent, Aspen Technology, Bentley Systems, and Tyler Technologies. Blackbaud, Inc. provides cloud software solutions to higher education institutions, K12 schools, healthcare organization... More
Blackbaud 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 Blackbaud'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 Blackbaud upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.22 | |||
| Information Ratio | 0.0139 | |||
| Maximum Drawdown | 18.39 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 2.93 |
Blackbaud Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackbaud's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackbaud's standard deviation. In reality, there are many statistical measures that can use Blackbaud historical prices to predict the future Blackbaud's volatility.| Risk Adjusted Performance | 0.0511 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0107 | |||
| Treynor Ratio | 0.0825 |
Blackbaud Backtested Returns
At this point, Blackbaud is very steady. Blackbaud secures Sharpe Ratio (or Efficiency) of 0.0488, which signifies that the company had a 0.0488% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackbaud, which you can use to evaluate the volatility of the firm. Please confirm Blackbaud's mean deviation of 1.33, and Risk Adjusted Performance of 0.0511 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Blackbaud has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.62, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Blackbaud will likely underperform. Blackbaud right now shows a risk of 2.51%. Please confirm Blackbaud sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if Blackbaud will be following its price patterns.
Auto-correlation | 0.53 |
Modest predictability
Blackbaud has modest predictability. Overlapping area represents the amount of predictability between Blackbaud time series from 2nd of April 2023 to 27th of January 2024 and 27th of January 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Blackbaud price movement. The serial correlation of 0.53 indicates that about 53.0% of current Blackbaud price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 21.28 |
Blackbaud lagged returns against current returns
Autocorrelation, which is Blackbaud 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 Blackbaud's stock expected returns. We can calculate the autocorrelation of Blackbaud returns to help us make a trade decision. For example, suppose you find that Blackbaud 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Blackbaud 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 Blackbaud stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackbaud stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackbaud stock over time.
Current vs Lagged Prices |
| Timeline |
Blackbaud Lagged Returns
When evaluating Blackbaud's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackbaud stock have on its future price. Blackbaud 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, Blackbaud autocorrelation shows the relationship between Blackbaud stock current value and its past values and can show if there is a momentum factor associated with investing in Blackbaud.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Blackbaud offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Blackbaud's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Blackbaud Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Blackbaud Stock:Check out Blackbaud Correlation, Blackbaud Volatility and Blackbaud Alpha and Beta module to complement your research on Blackbaud. For information on how to trade Blackbaud Stock refer to our How to Trade Blackbaud Stock guide.You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Blackbaud 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.