Brookdale Senior Living Stock Market Value
| BKD Stock | USD 5.31 0.38 7.71% |
| Symbol | Brookdale |
Brookdale Senior Living Price To Book Ratio
Is Health Care Providers & Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Brookdale Senior. If investors know Brookdale will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Brookdale Senior listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.93) | Revenue Per Share | Quarterly Revenue Growth 0.037 | Return On Assets | Return On Equity |
The market value of Brookdale Senior Living is measured differently than its book value, which is the value of Brookdale that is recorded on the company's balance sheet. Investors also form their own opinion of Brookdale Senior's value that differs from its market value or its book value, called intrinsic value, which is Brookdale Senior's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Brookdale Senior's market value can be influenced by many factors that don't directly affect Brookdale Senior's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Brookdale Senior's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brookdale Senior is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brookdale Senior'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.
Brookdale Senior '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 Brookdale Senior'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 Brookdale Senior.
| 03/01/2023 |
| 02/18/2025 |
If you would invest 0.00 in Brookdale Senior on March 1, 2023 and sell it all today you would earn a total of 0.00 from holding Brookdale Senior Living or generate 0.0% return on investment in Brookdale Senior over 720 days. Brookdale Senior is related to or competes with Ensign, Community Health, National HealthCare, Mednax, and Select Medical. Brookdale Senior Living Inc. owns, manages, and operates senior living communities in the United States More
Brookdale Senior 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 Brookdale Senior'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 Brookdale Senior Living upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.28 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 3.25 |
Brookdale Senior Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookdale Senior's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookdale Senior's standard deviation. In reality, there are many statistical measures that can use Brookdale Senior historical prices to predict the future Brookdale Senior's volatility.| Risk Adjusted Performance | (0.0007) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.04) |
Brookdale Senior Living Backtested Returns
At this point, Brookdale Senior is somewhat reliable. Brookdale Senior Living secures Sharpe Ratio (or Efficiency) of 0.0238, which signifies that the company had a 0.0238 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Brookdale Senior Living, which you can use to evaluate the volatility of the firm. Please confirm Brookdale Senior's Risk Adjusted Performance of (0.0007), mean deviation of 1.76, and Standard Deviation of 2.37 to double-check if the risk estimate we provide is consistent with the expected return of 0.0556%. Brookdale Senior has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.9, which signifies possible diversification benefits within a given portfolio. Brookdale Senior returns are very sensitive to returns on the market. As the market goes up or down, Brookdale Senior is expected to follow. Brookdale Senior Living right now shows a risk of 2.33%. Please confirm Brookdale Senior Living maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Brookdale Senior Living will be following its price patterns.
Auto-correlation | -0.68 |
Very good reverse predictability
Brookdale Senior Living has very good reverse predictability. Overlapping area represents the amount of predictability between Brookdale Senior time series from 1st of March 2023 to 24th of February 2024 and 24th of February 2024 to 18th of February 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 Brookdale Senior Living price movement. The serial correlation of -0.68 indicates that around 68.0% of current Brookdale Senior price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.72 |
Brookdale Senior Living lagged returns against current returns
Autocorrelation, which is Brookdale Senior 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 Brookdale Senior's stock expected returns. We can calculate the autocorrelation of Brookdale Senior returns to help us make a trade decision. For example, suppose you find that Brookdale Senior 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 |
Brookdale Senior 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 Brookdale Senior stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookdale Senior stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookdale Senior stock over time.
Current vs Lagged Prices |
| Timeline |
Brookdale Senior Lagged Returns
When evaluating Brookdale Senior's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookdale Senior stock have on its future price. Brookdale Senior 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, Brookdale Senior autocorrelation shows the relationship between Brookdale Senior stock current value and its past values and can show if there is a momentum factor associated with investing in Brookdale Senior Living.
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.When determining whether Brookdale Senior Living 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 Brookdale 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 Brookdale Senior Living Stock. Highlighted below are key reports to facilitate an investment decision about Brookdale Senior Living Stock:Check out Brookdale Senior Correlation, Brookdale Senior Volatility and Brookdale Senior Alpha and Beta module to complement your research on Brookdale Senior. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Brookdale Senior 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.