Blackbaud Stock Market Value
| BLKB Stock | USD 78.07 0.67 0.87% |
| 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 | Quarterly Revenue Growth 0.033 | Return On Assets |
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.
| 01/28/2023 |
| 01/17/2025 |
If you would invest 0.00 in Blackbaud on January 28, 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 720 days. Blackbaud is related to or competes with Progress Software, Enfusion, E2open Parent, Aspen Technology, Bentley Systems, Tyler Technologies, and SSC 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.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 16.7 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 2.83 |
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 | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.13) |
Blackbaud Backtested Returns
Blackbaud secures Sharpe Ratio (or Efficiency) of -0.0464, which signifies that the company had a -0.0464% return per unit of standard deviation over the last 3 months. Blackbaud exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blackbaud's risk adjusted performance of (0.02), and Mean Deviation of 1.48 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.71, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blackbaud's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackbaud is expected to be smaller as well. At this point, Blackbaud has a negative expected return of -0.12%. Please make sure to confirm Blackbaud's maximum drawdown, rate of daily change, and the relationship between the jensen alpha and kurtosis , to decide if Blackbaud performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Blackbaud has poor predictability. Overlapping area represents the amount of predictability between Blackbaud time series from 28th of January 2023 to 23rd of January 2024 and 23rd of January 2024 to 17th of January 2025. 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 0.28 indicates that nearly 28.0% of current Blackbaud price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 20.81 |
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 |
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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 Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
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.