Brainchip Holdings (Australia) Market Value
| BRN Stock | 0.32 0.02 6.67% |
| Symbol | Brainchip |
Brainchip Holdings '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 Brainchip Holdings' 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 Brainchip Holdings.
| 10/02/2023 |
| 12/25/2024 |
If you would invest 0.00 in Brainchip Holdings on October 2, 2023 and sell it all today you would earn a total of 0.00 from holding Brainchip Holdings or generate 0.0% return on investment in Brainchip Holdings over 450 days. Brainchip Holdings is related to or competes with Microequities Asset, Centaurus Metals, Retail Food, Apiam Animal, Regis Healthcare, Autosports, and Viva Leisure. Brainchip Holdings is entity of Australia More
Brainchip Holdings 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 Brainchip Holdings' 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 Brainchip Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.06 | |||
| Information Ratio | 0.1601 | |||
| Maximum Drawdown | 32.45 | |||
| Value At Risk | (8.00) | |||
| Potential Upside | 14.81 |
Brainchip Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brainchip Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brainchip Holdings' standard deviation. In reality, there are many statistical measures that can use Brainchip Holdings historical prices to predict the future Brainchip Holdings' volatility.| Risk Adjusted Performance | 0.1418 | |||
| Jensen Alpha | 1.18 | |||
| Total Risk Alpha | 0.886 | |||
| Sortino Ratio | 0.1927 | |||
| Treynor Ratio | 1.76 |
Brainchip Holdings Backtested Returns
Brainchip Holdings appears to be out of control, given 3 months investment horizon. Brainchip Holdings secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of standard deviation over the last 3 months. By analyzing Brainchip Holdings' technical indicators, you can evaluate if the expected return of 0.99% is justified by implied risk. Please makes use of Brainchip Holdings' risk adjusted performance of 0.1418, and Mean Deviation of 5.66 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brainchip Holdings holds a performance score of 10. The firm shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brainchip Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Brainchip Holdings is expected to be smaller as well. Please check Brainchip Holdings' semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Brainchip Holdings' price patterns will revert.
Auto-correlation | 0.57 |
Modest predictability
Brainchip Holdings has modest predictability. Overlapping area represents the amount of predictability between Brainchip Holdings time series from 2nd of October 2023 to 14th of May 2024 and 14th of May 2024 to 25th 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 Brainchip Holdings price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Brainchip Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Brainchip Holdings lagged returns against current returns
Autocorrelation, which is Brainchip Holdings 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 Brainchip Holdings' stock expected returns. We can calculate the autocorrelation of Brainchip Holdings returns to help us make a trade decision. For example, suppose you find that Brainchip Holdings 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 |
Brainchip Holdings 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 Brainchip Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brainchip Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brainchip Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Brainchip Holdings Lagged Returns
When evaluating Brainchip Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brainchip Holdings stock have on its future price. Brainchip Holdings 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, Brainchip Holdings autocorrelation shows the relationship between Brainchip Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Brainchip Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Brainchip Stock Analysis
When running Brainchip Holdings' price analysis, check to measure Brainchip Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Brainchip Holdings is operating at the current time. Most of Brainchip Holdings' value examination focuses on studying past and present price action to predict the probability of Brainchip Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brainchip Holdings' price. Additionally, you may evaluate how the addition of Brainchip Holdings to your portfolios can decrease your overall portfolio volatility.