Block Inc Stock Alpha and Beta Analysis
| SQ Stock | USD 88.78 0.23 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Block Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Block over a specified time horizon. Remember, high Block'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 Block's market risk premium analysis include:
Beta 1.54 | Alpha 0.31 | Risk 2.76 | Sharpe Ratio 0.18 | Expected Return 0.51 |
Block Quarterly Cash And Equivalents |
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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.
Block |
Block Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Block market risk premium is the additional return an investor will receive from holding Block 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 Block. 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 Block's performance over market.| α | 0.31 | β | 1.54 |
Block 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 Block's Buy-and-hold return. Our buy-and-hold chart shows how Block performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Block Market Price Analysis
Market price analysis indicators help investors to evaluate how Block stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Block shares will generate the highest return on investment. By understating and applying Block stock market price indicators, traders can identify Block position entry and exit signals to maximize returns.
Block Return and Market Media
The median price of Block for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 70.02 with a coefficient of variation of 12.02. The daily time series for the period is distributed with a sample standard deviation of 8.68, arithmetic mean of 72.25, and mean deviation of 6.62. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Block Inc Shares Gap Down to 72.0413 on Nov 8 | 11/08/2024 |
2 | Blocks chief accounting officer sells 165,000 in stock | 11/13/2024 |
3 | New Market Square redesign limits parking and increases public space while maintaining access | 11/19/2024 |
4 | OConnor Group Breaks Ground on Elysian Watertown Square Unveiling Plans for Modern Living and Community Integration in Historic Town Center | 11/20/2024 |
5 | Mayor predicts Tiananmen Square moment with Trump deportation plan | 11/21/2024 |
6 | EQT Exeter To Acquire More Than One Million Square Feet of Class A Bulk Distribution Buildings ... | 11/22/2024 |
7 | Some Investors May Be Willing To Look Past Square Enix Holdings Soft Earnings | 11/26/2024 |
About Block 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 Block or other stocks. Alpha measures the amount that position in Block Inc 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 34.92 | 98.4 | 102.78 | 53.7 | PTB Ratio | 22.62 | 2.11 | 2.52 | 2.39 |
Block Upcoming Company Events
As portrayed in its financial statements, the presentation of Block's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Block's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Block's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Block. Please utilize our Beneish M Score to check the likelihood of Block's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Block
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
Additional Tools for Block Stock Analysis
When running Block's price analysis, check to measure Block'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 Block is operating at the current time. Most of Block's value examination focuses on studying past and present price action to predict the probability of Block's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Block's price. Additionally, you may evaluate how the addition of Block to your portfolios can decrease your overall portfolio volatility.