Black Rock Coffee Stock Market Value
| BRCB Stock | 23.50 0.16 0.69% |
| Symbol | Black |
Is Consumer Staples Distribution & Retail 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 Black Rock. If investors know Black 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 Black Rock 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 Black Rock Coffee is measured differently than its book value, which is the value of Black that is recorded on the company's balance sheet. Investors also form their own opinion of Black Rock's value that differs from its market value or its book value, called intrinsic value, which is Black Rock'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 Black Rock's market value can be influenced by many factors that don't directly affect Black Rock'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 Black Rock's value and its price as these two are different measures arrived at by different means. Investors typically determine if Black Rock is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Black Rock'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.
Black Rock '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 Black Rock'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 Black Rock.
| 01/08/2024 |
| 12/28/2025 |
If you would invest 0.00 in Black Rock on January 8, 2024 and sell it all today you would earn a total of 0.00 from holding Black Rock Coffee or generate 0.0% return on investment in Black Rock over 720 days. Black Rock is related to or competes with Westrock Coffee, Calavo Growers, Helen Of, Oatly Group, Mamas Creations, Vasta Platform, and USANA Health. More
Black Rock 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 Black Rock'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 Black Rock Coffee upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.82 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 16.84 | |||
| Value At Risk | (5.60) | |||
| Potential Upside | 6.7 |
Black Rock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Black Rock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Black Rock's standard deviation. In reality, there are many statistical measures that can use Black Rock historical prices to predict the future Black Rock's volatility.| Risk Adjusted Performance | 0.0167 | |||
| Jensen Alpha | 0.0926 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Black Rock's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Black Rock Coffee Backtested Returns
At this point, Black Rock is not too volatile. Black Rock Coffee secures Sharpe Ratio (or Efficiency) of 0.0121, which signifies that the company had a 0.0121 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Black Rock Coffee, which you can use to evaluate the volatility of the firm. Please confirm Black Rock's mean deviation of 2.93, and Risk Adjusted Performance of 0.0167 to double-check if the risk estimate we provide is consistent with the expected return of 0.0465%. The firm shows a Beta (market volatility) of -0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Black Rock are expected to decrease at a much lower rate. During the bear market, Black Rock is likely to outperform the market. Black Rock Coffee right now shows a risk of 3.83%. Please confirm Black Rock Coffee mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to decide if Black Rock Coffee will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Black Rock Coffee has no correlation between past and present. Overlapping area represents the amount of predictability between Black Rock time series from 8th of January 2024 to 2nd of January 2025 and 2nd of January 2025 to 28th of December 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 Black Rock Coffee price movement. The serial correlation of 0.0 indicates that just 0.0% of current Black Rock price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Black Rock Coffee lagged returns against current returns
Autocorrelation, which is Black Rock 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 Black Rock's stock expected returns. We can calculate the autocorrelation of Black Rock returns to help us make a trade decision. For example, suppose you find that Black Rock 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 |
Black Rock 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 Black Rock stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Black Rock stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Black Rock stock over time.
Current vs Lagged Prices |
| Timeline |
Black Rock Lagged Returns
When evaluating Black Rock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Black Rock stock have on its future price. Black Rock 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, Black Rock autocorrelation shows the relationship between Black Rock stock current value and its past values and can show if there is a momentum factor associated with investing in Black Rock Coffee.
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 Black Rock Coffee offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Black Rock'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 Black Rock Coffee Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Black Rock Coffee Stock:Check out Black Rock Correlation, Black Rock Volatility and Black Rock Alpha and Beta module to complement your research on Black Rock. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Black Rock 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.