Bluelinx Holdings Stock Alpha and Beta Analysis
| BXC Stock | USD 84.00 0.01 0.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BlueLinx Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in BlueLinx Holdings over a specified time horizon. Remember, high BlueLinx Holdings' 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 BlueLinx Holdings' market risk premium analysis include:
Beta 1.5 | Alpha (0.65) | Risk 2.6 | Sharpe Ratio (0.25) | Expected Return (0.65) |
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.
BlueLinx |
BlueLinx Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BlueLinx Holdings market risk premium is the additional return an investor will receive from holding BlueLinx Holdings 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 BlueLinx Holdings. 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 BlueLinx Holdings' performance over market.| α | -0.65 | β | 1.50 |
BlueLinx Holdings 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 BlueLinx Holdings' Buy-and-hold return. Our buy-and-hold chart shows how BlueLinx Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BlueLinx Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how BlueLinx Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BlueLinx Holdings shares will generate the highest return on investment. By understating and applying BlueLinx Holdings stock market price indicators, traders can identify BlueLinx Holdings position entry and exit signals to maximize returns.
BlueLinx Holdings Return and Market Media
The median price of BlueLinx Holdings for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 106.21 with a coefficient of variation of 10.67. The daily time series for the period is distributed with a sample standard deviation of 11.43, arithmetic mean of 107.07, and mean deviation of 8.27. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About BlueLinx Holdings 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 BlueLinx or other stocks. Alpha measures the amount that position in BlueLinx Holdings 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.
BlueLinx Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of BlueLinx Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BlueLinx Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BlueLinx Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BlueLinx Holdings. Please utilize our Beneish M Score to check the likelihood of BlueLinx Holdings' management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 BlueLinx Holdings
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
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Check out BlueLinx Holdings Backtesting, BlueLinx Holdings Valuation, BlueLinx Holdings Correlation, BlueLinx Holdings Hype Analysis, BlueLinx Holdings Volatility, BlueLinx Holdings History and analyze BlueLinx Holdings Performance. For information on how to trade BlueLinx Stock refer to our How to Trade BlueLinx Stock guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
BlueLinx Holdings 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.