Brookfield Investments Stock Market Value
| BRN-PA Stock | CAD 24.95 0.04 0.16% |
| Symbol | Brookfield |
Please note, there is a significant difference between Brookfield Investments' value and its price as these two are different measures arrived at by different means. Investors typically determine if Brookfield Investments is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brookfield Investments' 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 Investments '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 Investments' 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 Investments.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Brookfield Investments on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Brookfield Investments or generate 0.0% return on investment in Brookfield Investments over 90 days. Brookfield Investments is related to or competes with Data Communications, North American, Maple Leaf, Summa Silver, Zena Mining, Monument Mining, and Hemisphere Energy. Brookfield Investments is entity of Canada More
Brookfield Investments 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 Investments' 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 Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8006 | |||
| Information Ratio | 0.1535 | |||
| Maximum Drawdown | 4.53 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 0.8 |
Brookfield Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookfield Investments' standard deviation. In reality, there are many statistical measures that can use Brookfield Investments historical prices to predict the future Brookfield Investments' volatility.| Risk Adjusted Performance | 0.0014 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.077 | |||
| Sortino Ratio | 0.1279 | |||
| Treynor Ratio | 0.0973 |
Brookfield Investments Backtested Returns
Brookfield Investments secures Sharpe Ratio (or Efficiency) of -0.0229, which signifies that the company had a -0.0229 % return per unit of risk over the last 3 months. Brookfield Investments exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brookfield Investments' Mean Deviation of 0.3655, downside deviation of 0.8006, and Risk Adjusted Performance of 0.0014 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0679, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Brookfield Investments are expected to decrease at a much lower rate. During the bear market, Brookfield Investments is likely to outperform the market. At this point, Brookfield Investments has a negative expected return of -0.019%. Please make sure to confirm Brookfield Investments' total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Brookfield Investments performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.13 |
Insignificant predictability
Brookfield Investments has insignificant predictability. Overlapping area represents the amount of predictability between Brookfield Investments time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Investments price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Brookfield Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Brookfield Investments lagged returns against current returns
Autocorrelation, which is Brookfield Investments 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 Investments' stock expected returns. We can calculate the autocorrelation of Brookfield Investments returns to help us make a trade decision. For example, suppose you find that Brookfield Investments 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 Investments 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 Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookfield Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookfield Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Brookfield Investments Lagged Returns
When evaluating Brookfield Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookfield Investments stock have on its future price. Brookfield Investments 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 Investments autocorrelation shows the relationship between Brookfield Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Brookfield Investments.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Brookfield Stock
Brookfield Investments 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 Investments security.