Blackbaud Stock Volatility
| BLKB Stock | USD 44.03 -0.63 -1.41% |
Blackbaud appears to hold a minimal volatility profile across the current lookback window. It exhibits a Sharpe Ratio (Efficiency) of -0.2, capturing negative return efficiency over the last 3 months. We identified 23 technical indicators influencing current risk dynamics.
Sharpe Ratio = -0.205
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BLKB |
For Blackbaud, recent data highlights a Market Risk Adjusted Performance of -0.5%, a Risk of 2.50, and a Risk Adjusted Performance of -0.1%. Monthly performance data suggests Blackbaud is falling short of its full potential. A well-diversified portfolio can improve risk-return balance and overall contribution.
Key indicators related to Blackbaud's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The risk model for Blackbaud incorporates multiple volatility measures, including realized volatility, beta-adjusted market sensitivity, and financial distress probability, to provide a robust estimate of Blackbaud's overall risk level.
Blackbaud | Build AI portfolio with Blackbaud Stock |
Volatility Strategy
Price variability in Blackbaud interacts with broader market movements. Current statistical measures show total volatility near 2.5% with a beta coefficient of 0.92, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.2, evaluates return per unit of total risk. An alpha value of -0.43 reflects performance relative to systematic market exposure. Expected return estimates near -0.51% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Stock volatility often increases around earnings releases and guidance updates.
Main indicators related to Blackbaud's market risk premium analysis include:
Beta 0.92 | Alpha -0.43 | Risk 2.5 | Sharpe Ratio -0.20 | Expected Return -0.51 |
Moving together with Blackbaud Stock
| 0.95 | DOMO | Domo Inc Tech Boost | PairCorr |
| 0.96 | WDAY | Workday | PairCorr |
| 0.95 | FICO | Fair Isaac | PairCorr |
| 0.75 | FRGT | Freight Technologies | PairCorr |
| 0.97 | SPT | Sprout Social | PairCorr |
| 0.88 | WCT | Wellchange Holdings Upward Rally | PairCorr |
| 0.81 | HTCR | HeartCore Enterprises | PairCorr |
| 0.83 | IDAI | Trust Stamp | PairCorr |
| 0.82 | MSTR | MicroStrategy Incorporated Aggressive Push | PairCorr |
| 0.9 | NVNI | Nvni Group Limited | PairCorr |
| 0.9 | ADSK | Autodesk | PairCorr |
| 0.86 | AIXI | XIAO I American | PairCorr |
| 0.78 | APPS | Digital Turbine | PairCorr |
| 0.87 | ARQQ | Arqit Quantum | PairCorr |
| 0.85 | BLZE | Backblaze | PairCorr |
| 0.97 | TEAM | Atlassian Corp Plc | PairCorr |
| 0.81 | CDNS | Cadence Design Systems | PairCorr |
| 0.8 | CGNT | Cognyte Software | PairCorr |
| 0.85 | CXAI | CXApp Inc | PairCorr |
Moving against Blackbaud Stock
| 0.76 | MTC | MMTEC Inc Tech Boost | PairCorr |
Sensitivity To Market
Blackbaud'sBlackbaud beta coefficient quantifies market-related volatility exposure. Calculated as the slope of returns versus benchmark returns, the current beta reading of 0.92 reflects its relative systematic risk. Observed volatility is approximately 2.5%.The recent volatility profile for Blackbaud can be described using downside deviation (0.0%) and overall dispersion (2.45%). Options markets imply a forward-looking volatility estimate near 350.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Analyze Blackbaud Demand TrendCheck current 90 days Blackbaud correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Blackbaud measures the spread of its daily returns around the mean over your chosen time horizon. High standard deviation points to high volatility; low standard deviation points to price stability.
Standard Deviation | 2.5 |
Standard deviation and downside deviation are complementary tools for assessing Blackbaud's risk. While standard deviation captures total volatility, downside deviation focuses exclusively on the loss side of Blackbaud's return distribution. For Blackbaud, recent data highlights a Maximum Drawdown of 11.46.
Using Blackbaud Put Option to Manage Risk Based on 2026-03-20 Contracts
For Blackbaud, recent data highlights an Option Implied Volatility of 3.50 and an Option Max Pain Price of -1. Using put options to hedge a Blackbaud position is a widely practiced risk management technique. A put option on Blackbaud Stock gives the investor the right to sell Blackbaud at a specific price before the contract expires.
Blackbaud's PUT expiring on 2026-06-18
Profit |
| Blackbaud Price At Expiration |
Current Blackbaud Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | BLKB260320P00045000 | -0.486636 | 0.037249 | 18 | 2026-03-20 | 0.0 - 4.8 | 0.0 | View |
Put | BLKB260320P00050000 | -0.966251 | 0.025153 | 2 | 2026-03-20 | 3.6 - 8.4 | 0.0 | View |
Put | BLKB260320P00055000 | -0.941352 | 0.019604 | 1 | 2026-03-20 | 8.7 - 13.5 | 0.0 | View |
Put | BLKB260320P00060000 | -0.981615 | 0.007196 | 5 | 2026-03-20 | 13.6 - 18.4 | 0.0 | View |
Stock Volatility Analysis
In evaluating Blackbaud as an investment, volatility is a primary indicator of risk. A higher-volatility stock like Blackbaud may generate large gains or losses in a short timeframe. Investors with a lower risk tolerance generally prefer stocks exhibiting lower volatility.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Blackbaud Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Blackbaud Projected Return Density Against Market
Given the investment horizon of 90 days Blackbaud has a beta of 0.9154 suggesting Blackbaud market returns are sensitive to returns on the market. As the market goes up or down, Blackbaud is expected to follow.Exposure to the stock market introduces systematic volatility in Blackbaud. In contrast, company or sector-specific developments represent asset-level risk that may be diversified away. For Blackbaud, recent data highlights a Mean Deviation of 1.87, an Option Implied Volatility of 3.50, and a Standard Deviation of 2.45.
Predicted Return Density |
| Returns |
What Drives a Blackbaud Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Blackbaud is -487.91. The daily returns are distributed with a variance of 6.26 and standard deviation of 2.5. The mean deviation of Blackbaud is currently at 1.91. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.434 | |
β | Beta against Dow Jones | 0.92 | |
σ | Overall volatility | 2.50 | |
Ir | Information ratio | -0.1755 |
Stock Return Volatility
Blackbaud historical daily return volatility represents how much of Blackbaud stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 2.5012% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7855% volatility on return distribution over a 90-day horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
|
Risk-Adjusted Indicators
There is a big difference between Blackbaud Stock performing well and Blackbaud Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Blackbaud's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| KC | 3.71 | 0.38 | 0.09 | 0.21 | 3.78 | 8.77 | 30.56 | |||
| ASAN | 2.78 | -1.00 | 0.00 | -0.91 | 0.00 | 3.55 | 13.86 | |||
| PTRN | 4.05 | 0.05 | 0.00 | -0.02 | 0.00 | 10.78 | 25.95 | |||
| BRZE | 3.24 | -0.58 | 0.00 | -0.75 | 0.00 | 7.85 | 27.69 | |||
| NCNO | 2.29 | -0.64 | 0.00 | -0.55 | 0.00 | 4.34 | 15.71 | |||
| INTA | 3.05 | -0.66 | 0.00 | -0.85 | 0.00 | 4.76 | 18.64 | |||
| YOU | 2.55 | 0.66 | 0.31 | 0.51 | 1.67 | 3.60 | 41.59 | |||
| WRD | 2.57 | -0.40 | 0.00 | -0.38 | 0.00 | 4.26 | 18.19 | |||
| RUM | 2.91 | -0.28 | 0.00 | -0.16 | 0.00 | 7.65 | 20.61 | |||
| FRSH | 2.62 | -0.58 | 0.00 | -0.57 | 0.00 | 4.07 | 22.32 |
Risk Metrics, Assumptions & Methodology
Volatility for Blackbaud measures return dispersion and uncertainty over time. Risk scaling adjusts for dispersion changes across windows. Blackbaud has a market cap of 2.11 B, ROE of 108.52%.
The analytics block for Blackbaud relies on periodic company reporting and market reference feeds, with quality checks and normalization applied before rendering. Analyst inputs may be included when coverage is available. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Vlad Skutelnik - Macroaxis ContributorBlackbaud Investment Opportunity
Measured over the selected horizon, Blackbaud carries roughly 3.16 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Blackbaud to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Blackbaud to be traded at $42.71 in 90 days.Good diversification
Across the chosen horizon, BLKB and DJI show a correlation of -0.12 and fall into the Good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Blackbaud Additional Risk Indicators
Risk analysis around Blackbaud becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.14 | |||
| Market Risk Adjusted Performance | -0.51 | |||
| Mean Deviation | 1.87 | |||
| Coefficient Of Variation | -527.06 | |||
| Standard Deviation | 2.45 | |||
| Variance | 6.01 | |||
| Information Ratio | -0.18 |
Blackbaud Suggested Diversification Pairs
Pair trading with Blackbaud can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| Alphabet vs. Blackbaud | ||
| Dupont De vs. Blackbaud | ||
| Walker Dunlop vs. Blackbaud | ||
| SentinelOne vs. Blackbaud | ||
| Bank of America vs. Blackbaud | ||
| Microsoft vs. Blackbaud | ||
| Salesforce vs. Blackbaud | ||
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Blackbaud as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Blackbaud's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Blackbaud's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Blackbaud.
Popular Tools for Blackbaud Stock analysis
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Stocks Directory Find actively traded stocks across global markets | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |