Block Inc Stock Alpha and Beta Analysis

SQ Stock  USD 70.30  3.46  5.18%   
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
3.47
Alpha
(0.05)
Risk
3.79
Sharpe Ratio
0.0461
Expected Return
0.17
Please note that although Block alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Block did 0.05  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Block Inc stock's relative risk over its benchmark. Block Inc has a beta of 3.47  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Block will likely underperform. At this time, Block's Book Value Per Share is relatively stable compared to the past year. As of 05/03/2024, Tangible Book Value Per Share is likely to grow to 8.64, while Enterprise Value Over EBITDA is likely to drop 17.64.

Block Quarterly Cash And Equivalents

5.11 Billion

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.
  
Check out Block Backtesting, Block Valuation, Block Correlation, Block Hype Analysis, Block Volatility, Block History and analyze Block Performance.

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-0.05   β3.47

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 Sat, Feb 3, 2024 and Fri, May 3, 2024 is 75.31 with a coefficient of variation of 7.98. The daily time series for the period is distributed with a sample standard deviation of 5.98, arithmetic mean of 74.94, and mean deviation of 5.13. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Behind the Scenes of Blocks Latest Options Trends
03/18/2024
2
Block Inc. PT Raised to 95 at KeyBanc
03/27/2024
3
Disposition of 892 shares by Ajmere Dale of Block at 78.84 subject to Rule 16b-3
04/02/2024
4
Heres Why Block Fell More Than Broader Market
04/10/2024
5
Netflix To Rally Around 31 Here Are 10 Top Analyst Forecasts For Friday
04/19/2024
6
Cathie Woods Ark Empire Bleeds As Investor Outflows Spike The Loyal Shareholders Have Become Frustrated
04/23/2024
7
Jack Dorsey Wants To Make Bitcoin Mining As Easy As Plugging In A Lamp Heres How
04/24/2024
8
Block Reports Next Week Wall Street Expects Earnings Growth
04/25/2024
9
Block, Inc. is Attracting Investor Attention Here is What You Should Know
04/26/2024
10
Insights Into Block Q1 Wall Street Projections for Key Metrics
04/29/2024
11
3 Comeback Stocks to Buy on the Cusp of ExplosiveGains
04/30/2024
12
Block Stock Soars On Q1 Earnings, Strategic Bitcoin Investment Details
05/02/2024

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 Outstanding34.9299.13119.81125.81
PTB Ratio22.622.112.522.39

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Block Inc is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Block Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Block Inc Stock. Highlighted below are key reports to facilitate an investment decision about Block Inc Stock:

Complementary 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.
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Global Correlations
Find global opportunities by holding instruments from different markets
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Block 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.
A focus of Block technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Block trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...