Brpr Corporate's market value is the price at which a share of Brpr Corporate trades on a public exchange. It measures the collective expectations of Brpr Corporate Offices investors about its performance. Brpr Corporate is trading at 45.99 as of the 27th of February 2025, a 2.79% down since the beginning of the trading day. The stock's open price was 47.31. With this module, you can estimate the performance of a buy and hold strategy of Brpr Corporate Offices and determine expected loss or profit from investing in Brpr Corporate over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Brpr
Brpr Corporate '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 Brpr Corporate'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 Brpr Corporate.
0.00
01/28/2025
No Change 0.00
0.0
In 31 days
02/27/2025
0.00
If you would invest 0.00 in Brpr Corporate on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Brpr Corporate Offices or generate 0.0% return on investment in Brpr Corporate over 30 days.
Brpr Corporate 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 Brpr Corporate'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 Brpr Corporate Offices upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brpr Corporate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brpr Corporate's standard deviation. In reality, there are many statistical measures that can use Brpr Corporate historical prices to predict the future Brpr Corporate's volatility.
At this point, Brpr Corporate is very steady. Brpr Corporate Offices secures Sharpe Ratio (or Efficiency) of 0.0212, which signifies that the company had a 0.0212 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Brpr Corporate Offices, which you can use to evaluate the volatility of the firm. Please confirm Brpr Corporate's Mean Deviation of 1.58, downside deviation of 1.78, and Risk Adjusted Performance of 0.0415 to double-check if the risk estimate we provide is consistent with the expected return of 0.0451%. Brpr Corporate has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brpr Corporate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brpr Corporate is expected to be smaller as well. Brpr Corporate Offices right now shows a risk of 2.13%. Please confirm Brpr Corporate Offices total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Brpr Corporate Offices will be following its price patterns.
Auto-correlation
-0.42
Modest reverse predictability
Brpr Corporate Offices has modest reverse predictability. Overlapping area represents the amount of predictability between Brpr Corporate time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th 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 Brpr Corporate Offices price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Brpr Corporate price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.42
Spearman Rank Test
0.08
Residual Average
0.0
Price Variance
0.74
Brpr Corporate Offices lagged returns against current returns
Autocorrelation, which is Brpr Corporate 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 Brpr Corporate's stock expected returns. We can calculate the autocorrelation of Brpr Corporate returns to help us make a trade decision. For example, suppose you find that Brpr Corporate 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
Brpr Corporate 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 Brpr Corporate stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brpr Corporate stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brpr Corporate stock over time.
Current vs Lagged Prices
Timeline
Brpr Corporate Lagged Returns
When evaluating Brpr Corporate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brpr Corporate stock have on its future price. Brpr Corporate 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, Brpr Corporate autocorrelation shows the relationship between Brpr Corporate stock current value and its past values and can show if there is a momentum factor associated with investing in Brpr Corporate Offices.
Regressed Prices
Timeline
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