Brunswick Exploration Stock Market Value
| BRW Stock | CAD 0.15 0.01 7.14% |
| Symbol | Brunswick |
Brunswick Exploration Price To Book Ratio
Brunswick Exploration '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 Brunswick Exploration'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 Brunswick Exploration.
| 01/10/2025 |
| 03/11/2025 |
If you would invest 0.00 in Brunswick Exploration on January 10, 2025 and sell it all today you would earn a total of 0.00 from holding Brunswick Exploration or generate 0.0% return on investment in Brunswick Exploration over 60 days. Brunswick Exploration is related to or competes with InZinc Mining, Hercules Metals, Guanajuato Silver, and Copaur Minerals. Brunswick Exploration Inc. focuses on the exploration and development of gold and base metal properties in eastern Canad... More
Brunswick Exploration 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 Brunswick Exploration'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 Brunswick Exploration upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0059 | |||
| Maximum Drawdown | 26.79 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 8.33 |
Brunswick Exploration Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brunswick Exploration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brunswick Exploration's standard deviation. In reality, there are many statistical measures that can use Brunswick Exploration historical prices to predict the future Brunswick Exploration's volatility.| Risk Adjusted Performance | 0.0046 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.5241 | |||
| Treynor Ratio | 0.1338 |
Brunswick Exploration Backtested Returns
At this stage we consider Brunswick Stock to be out of control. Brunswick Exploration secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Brunswick Exploration, which you can use to evaluate the volatility of the firm. Please confirm Brunswick Exploration's Standard Deviation of 5.93, risk adjusted performance of 0.0046, and Mean Deviation of 4.4 to double-check if the risk estimate we provide is consistent with the expected return of 0.0556%. The firm shows a Beta (market volatility) of -0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Brunswick Exploration are expected to decrease at a much lower rate. During the bear market, Brunswick Exploration is likely to outperform the market. Brunswick Exploration right now shows a risk of 5.77%. Please confirm Brunswick Exploration skewness, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Brunswick Exploration will be following its price patterns.
Auto-correlation | -0.52 |
Good reverse predictability
Brunswick Exploration has good reverse predictability. Overlapping area represents the amount of predictability between Brunswick Exploration time series from 10th of January 2025 to 9th of February 2025 and 9th of February 2025 to 11th 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 Brunswick Exploration price movement. The serial correlation of -0.52 indicates that about 52.0% of current Brunswick Exploration price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Brunswick Exploration lagged returns against current returns
Autocorrelation, which is Brunswick Exploration 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 Brunswick Exploration's stock expected returns. We can calculate the autocorrelation of Brunswick Exploration returns to help us make a trade decision. For example, suppose you find that Brunswick Exploration 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 |
Brunswick Exploration 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 Brunswick Exploration stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brunswick Exploration stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brunswick Exploration stock over time.
Current vs Lagged Prices |
| Timeline |
Brunswick Exploration Lagged Returns
When evaluating Brunswick Exploration's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brunswick Exploration stock have on its future price. Brunswick Exploration 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, Brunswick Exploration autocorrelation shows the relationship between Brunswick Exploration stock current value and its past values and can show if there is a momentum factor associated with investing in Brunswick Exploration.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Brunswick Stock Analysis
When running Brunswick Exploration's price analysis, check to measure Brunswick Exploration's 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 Brunswick Exploration is operating at the current time. Most of Brunswick Exploration's value examination focuses on studying past and present price action to predict the probability of Brunswick Exploration's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brunswick Exploration's price. Additionally, you may evaluate how the addition of Brunswick Exploration to your portfolios can decrease your overall portfolio volatility.