Brinker International (Germany) Market Value
| BKJ Stock | EUR 127.00 5.00 4.10% |
| Symbol | Brinker |
Brinker International '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 Brinker International'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 Brinker International.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Brinker International on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Brinker International or generate 0.0% return on investment in Brinker International over 30 days. Brinker International is related to or competes with BORR DRILLING, American Homes, LGI Homes, Aedas Homes, Major Drilling, Bet-at-home, and DFS Furniture. Brinker International, Inc., together with its subsidiaries, owns, develops, operates, and franchises casual dining rest... More
Brinker International 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 Brinker International'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 Brinker International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.13 | |||
| Information Ratio | 0.3051 | |||
| Maximum Drawdown | 14.67 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 5.88 |
Brinker International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brinker International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brinker International's standard deviation. In reality, there are many statistical measures that can use Brinker International historical prices to predict the future Brinker International's volatility.| Risk Adjusted Performance | 0.2576 | |||
| Jensen Alpha | 0.936 | |||
| Total Risk Alpha | 0.8559 | |||
| Sortino Ratio | 0.4315 | |||
| Treynor Ratio | 4.95 |
Brinker International Backtested Returns
Brinker International appears to be very steady, given 3 months investment horizon. Brinker International secures Sharpe Ratio (or Efficiency) of 0.31, which signifies that the company had a 0.31% return per unit of risk over the last 3 months. By analyzing Brinker International's technical indicators, you can evaluate if the expected return of 0.94% is justified by implied risk. Please makes use of Brinker International's Risk Adjusted Performance of 0.2576, mean deviation of 2.36, and Downside Deviation of 2.13 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brinker International holds a performance score of 24. 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, Brinker International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brinker International is expected to be smaller as well. Please check Brinker International's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Brinker International's price patterns will revert.
Auto-correlation | 0.42 |
Average predictability
Brinker International has average predictability. Overlapping area represents the amount of predictability between Brinker International time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Brinker International price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Brinker International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 12.2 |
Brinker International lagged returns against current returns
Autocorrelation, which is Brinker International 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 Brinker International's stock expected returns. We can calculate the autocorrelation of Brinker International returns to help us make a trade decision. For example, suppose you find that Brinker International 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 |
Brinker International 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 Brinker International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brinker International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brinker International stock over time.
Current vs Lagged Prices |
| Timeline |
Brinker International Lagged Returns
When evaluating Brinker International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brinker International stock have on its future price. Brinker International 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, Brinker International autocorrelation shows the relationship between Brinker International stock current value and its past values and can show if there is a momentum factor associated with investing in Brinker International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Brinker Stock
When determining whether Brinker International 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 Brinker 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 Brinker International Stock. Highlighted below are key reports to facilitate an investment decision about Brinker International Stock:Check out Brinker International Correlation, Brinker International Volatility and Brinker International Alpha and Beta module to complement your research on Brinker International. For more detail on how to invest in Brinker Stock please use our How to Invest in Brinker International guide.You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Brinker International 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.