Brother Industries Stock Market Value
| BRTHF Stock | USD 18.52 3.43 22.73% |
| Symbol | Brother |
Brother Industries '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 Brother Industries' pink sheet 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 Brother Industries.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Brother Industries on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Brother Industries or generate 0.0% return on investment in Brother Industries over 90 days. Brother Industries is related to or competes with BBB Foods, SBM Offshore, Molson Coors, Suntory Beverage, China Resources, Ambev SA, and Compania Cervecerias. Brother Industries, Ltd. manufactures and sells communications and printing equipment in Japan, the Americas, Europe, As... More
Brother Industries 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 Brother Industries' pink sheet 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 Brother Industries upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0963 | |||
| Maximum Drawdown | 38.03 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 6.73 |
Brother Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brother Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brother Industries' standard deviation. In reality, there are many statistical measures that can use Brother Industries historical prices to predict the future Brother Industries' volatility.| Risk Adjusted Performance | 0.0672 | |||
| Jensen Alpha | 0.2391 | |||
| Total Risk Alpha | 1.18 | |||
| Treynor Ratio | (0.48) |
Brother Industries Backtested Returns
Brother Industries appears to be somewhat reliable, given 3 months investment horizon. Brother Industries secures Sharpe Ratio (or Efficiency) of 0.0698, which signifies that the company had a 0.0698 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Brother Industries, which you can use to evaluate the volatility of the firm. Please makes use of Brother Industries' Risk Adjusted Performance of 0.0672, standard deviation of 4.99, and Mean Deviation of 1.82 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brother Industries holds a performance score of 5. The firm shows a Beta (market volatility) of -0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Brother Industries are expected to decrease at a much lower rate. During the bear market, Brother Industries is likely to outperform the market. Please check Brother Industries' treynor ratio, as well as the relationship between the daily balance of power and price action indicator , to make a quick decision on whether Brother Industries' price patterns will revert.
Auto-correlation | -0.35 |
Poor reverse predictability
Brother Industries has poor reverse predictability. Overlapping area represents the amount of predictability between Brother Industries time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Brother Industries price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Brother Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 2.48 |
Brother Industries lagged returns against current returns
Autocorrelation, which is Brother Industries pink sheet'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 Brother Industries' pink sheet expected returns. We can calculate the autocorrelation of Brother Industries returns to help us make a trade decision. For example, suppose you find that Brother Industries has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Brother Industries 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 Brother Industries pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brother Industries pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brother Industries pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Brother Industries Lagged Returns
When evaluating Brother Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brother Industries pink sheet have on its future price. Brother Industries 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, Brother Industries autocorrelation shows the relationship between Brother Industries pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Brother Industries.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Brother Pink Sheet
Brother Industries financial ratios help investors to determine whether Brother Pink Sheet 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 Brother with respect to the benefits of owning Brother Industries security.