Brookfield's market value is the price at which a share of Brookfield trades on a public exchange. It measures the collective expectations of Brookfield investors about its performance. Brookfield is trading at 88.57 as of the 6th of January 2025, a 0.35% increase since the beginning of the trading day. The stock's open price was 88.26. With this module, you can estimate the performance of a buy and hold strategy of Brookfield and determine expected loss or profit from investing in Brookfield over a given investment horizon. Check out Brookfield Correlation, Brookfield Volatility and Brookfield Alpha and Beta module to complement your research on Brookfield.
Please note, there is a significant difference between Brookfield's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brookfield is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brookfield's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Brookfield 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Brookfield's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Brookfield.
0.00
01/12/2024
No Change 0.00
0.0
In 11 months and 27 days
01/06/2025
0.00
If you would invest 0.00 in Brookfield on January 12, 2024 and sell it all today you would earn a total of 0.00 from holding Brookfield or generate 0.0% return on investment in Brookfield over 360 days. Brookfield is related to or competes with Extra Space, CVS Health, United States, Salesforce, Healthpeak Properties, CM Hospitalar, and Universal Health. Brookfield Asset Management is a leading global alternative asset manager and one of the largest investors in real asset... More
Brookfield Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Brookfield's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Brookfield upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookfield's standard deviation. In reality, there are many statistical measures that can use Brookfield historical prices to predict the future Brookfield's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Brookfield. Your research has to be compared to or analyzed against Brookfield's peers to derive any actionable benefits. When done correctly, Brookfield's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Brookfield.
Brookfield Backtested Returns
Brookfield appears to be very steady, given 3 months investment horizon. Brookfield secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Brookfield, which you can use to evaluate the volatility of the firm. Please makes use of Brookfield's Mean Deviation of 1.21, risk adjusted performance of 0.1885, and Downside Deviation of 1.52 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brookfield holds a performance score of 17. The firm shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brookfield's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brookfield is expected to be smaller as well. Please check Brookfield's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Brookfield's price patterns will revert.
Auto-correlation
0.85
Very good predictability
Brookfield has very good predictability. Overlapping area represents the amount of predictability between Brookfield time series from 12th of January 2024 to 10th of July 2024 and 10th of July 2024 to 6th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Brookfield price movement. The serial correlation of 0.85 indicates that around 85.0% of current Brookfield price fluctuation can be explain by its past prices.
Correlation Coefficient
0.85
Spearman Rank Test
0.82
Residual Average
0.0
Price Variance
96.31
Brookfield lagged returns against current returns
Autocorrelation, which is Brookfield stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Brookfield's stock expected returns. We can calculate the autocorrelation of Brookfield returns to help us make a trade decision. For example, suppose you find that Brookfield has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
Brookfield regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Brookfield stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookfield stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookfield stock over time.
Current vs Lagged Prices
Timeline
Brookfield Lagged Returns
When evaluating Brookfield's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookfield stock have on its future price. Brookfield autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Brookfield autocorrelation shows the relationship between Brookfield stock current value and its past values and can show if there is a momentum factor associated with investing in Brookfield.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Other Information on Investing in Brookfield Stock
Brookfield financial ratios help investors to determine whether Brookfield Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Brookfield with respect to the benefits of owning Brookfield security.