Blackline Stock Alpha and Beta Analysis
| BL Stock | USD 62.89 2.01 3.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blackline. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blackline over a specified time horizon. Remember, high Blackline'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. Key technical indicators related to Blackline's market risk premium analysis include:
Beta 0.64 | Alpha 0.11 | Risk 2.09 | Sharpe Ratio 0.11 | Expected Return 0.23 |
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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.
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Blackline Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blackline market risk premium is the additional return an investor will receive from holding Blackline 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 Blackline. 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 Blackline's performance over market.| α | 0.11 | β | 0.64 |
Blackline 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 Blackline's Buy-and-hold return. Our buy-and-hold chart shows how Blackline performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Blackline Market Price Analysis
Market price analysis indicators help investors to evaluate how Blackline stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Blackline shares will generate the highest return on investment. By understating and applying Blackline stock market price indicators, traders can identify Blackline position entry and exit signals to maximize returns.
Blackline Return and Market Media
The median price of Blackline for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 61.15 with a coefficient of variation of 4.59. The daily time series for the period is distributed with a sample standard deviation of 2.78, arithmetic mean of 60.53, and mean deviation of 2.35. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Yoran Amit of 3390 shares of Blackline subject to Rule 16b-3 | 11/01/2024 |
2 | Acquisition by Morgan-prager Karole of 6001 shares of Blackline subject to Rule 16b-3 | 11/07/2024 |
3 | Disposition of 200 shares by Yamamoto Mika of Blackline at 62.1 subject to Rule 16b-3 | 11/11/2024 |
4 | FMR LLC Bolsters Stake in BlackLine Inc | 11/13/2024 |
5 | Box Shares Rise percent Year to Date How Should Investors Play the Stock | 11/26/2024 |
6 | Disposition of 150 shares by Owen Ryan of Blackline subject to Rule 16b-3 | 12/02/2024 |
7 | Disposition of 3544 shares by Mark Woodhams of Blackline at 48.65 subject to Rule 16b-3 | 12/12/2024 |
8 | Disposition of 456 shares by Mark Woodhams of Blackline at 48.65 subject to Rule 16b-3 | 12/13/2024 |
9 | Is It Time To Consider Buying BlackLine, Inc. | 12/19/2024 |
10 | BL Stock Price Increases 33 percent in 6 Months Should Investors Buy It | 12/24/2024 |
11 | BlackLine Inc Trading Down 3.83 percent on Jan 6 | 01/06/2025 |
12 | BlackLine appoints Stuart Van Houten as chief commercial officer | 01/13/2025 |
13 | BlackLine Insiders Placed Bullish Bets Worth US593.3k | 01/15/2025 |
14 | BlackLine, monday.com get upgrades at Citi, Intapp sees rating cut - MSN | 01/17/2025 |
15 | BlackLine Meets 80-Plus Relative Strength Rating Benchmark - Inkl | 01/29/2025 |
About Blackline 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 Blackline or other stocks. Alpha measures the amount that position in Blackline 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Days Sales Outstanding | 105.3 | 106.16 | 122.09 | 129.84 | PTB Ratio | 35.8 | 14.56 | 13.11 | 9.25 |
Blackline Upcoming Company Events
As portrayed in its financial statements, the presentation of Blackline's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Blackline's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Blackline's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Blackline. Please utilize our Beneish M Score to check the likelihood of Blackline's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Blackline
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
Check out Blackline Backtesting, Blackline Valuation, Blackline Correlation, Blackline Hype Analysis, Blackline Volatility, Blackline History and analyze Blackline Performance. For more information on how to buy Blackline Stock please use our How to buy in Blackline Stock guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Blackline 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.