Brookfield (Brazil) Market Value
| B1AM34 Stock | BRL 71.90 3.61 4.78% |
| Symbol | Brookfield |
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.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Brookfield on December 14, 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 90 days. Brookfield is related to or competes with Zoom Video, Verizon Communications, Multilaser Industrial, and T Mobile. 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.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 9.94 | |||
| Value At Risk | (4.78) | |||
| Potential Upside | 2.77 |
Brookfield Market Risk Indicators
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.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (1.82) |
Brookfield Backtested Returns
Brookfield secures Sharpe Ratio (or Efficiency) of -0.17, which signifies that the company had a -0.17 % return per unit of risk over the last 3 months. Brookfield exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brookfield's Risk Adjusted Performance of (0.14), mean deviation of 1.47, and Standard Deviation of 2.01 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.19, 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. At this point, Brookfield has a negative expected return of -0.37%. Please make sure to confirm Brookfield's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Brookfield performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.22 |
Weak reverse predictability
Brookfield has weak reverse predictability. Overlapping area represents the amount of predictability between Brookfield time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 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 -0.22 indicates that over 22.0% of current Brookfield price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 16.5 |
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.