Brunswick Exploration Stock Market Value
| BRWXF Stock | USD 0.16 0.04 33.33% |
| Symbol | Brunswick |
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 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 Brunswick Exploration.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Brunswick Exploration on December 17, 2024 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 90 days. Brunswick Exploration is related to or competes with Heliostar Metals, Independence Gold, Snowline Gold, Cabral Gold, Cassiar Gold, Blue Lagoon, and Eloro Resources. 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 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 Brunswick Exploration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.91 | |||
| Information Ratio | 0.1046 | |||
| Maximum Drawdown | 36.67 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 14.81 |
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 | 0.0893 | |||
| Jensen Alpha | 0.6845 | |||
| Total Risk Alpha | 1.74 | |||
| Sortino Ratio | 0.0945 | |||
| Treynor Ratio | (1.66) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brunswick Exploration's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Brunswick Exploration Backtested Returns
Brunswick Exploration is out of control given 3 months investment horizon. Brunswick Exploration secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We have analyzed and interpolated thirty different technical indicators, which can help you to evaluate if expected returns of 1.08% are justified by taking the suggested risk. Use Brunswick Exploration Mean Deviation of 5.09, downside deviation of 8.91, and Risk Adjusted Performance of 0.0893 to evaluate company specific risk that cannot be diversified away. Brunswick Exploration holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.44, 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. Use Brunswick Exploration value at risk and the relationship between the skewness and relative strength index , to analyze future returns on Brunswick Exploration.
Auto-correlation | -0.44 |
Modest reverse predictability
Brunswick Exploration has modest reverse predictability. Overlapping area represents the amount of predictability between Brunswick Exploration time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 -0.44 indicates that just about 44.0% of current Brunswick Exploration price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Brunswick Exploration lagged returns against current returns
Autocorrelation, which is Brunswick Exploration 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 Brunswick Exploration's pink sheet 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 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 |
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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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brunswick Exploration pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brunswick Exploration pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Brunswick Exploration.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Brunswick Pink Sheet
Brunswick Exploration financial ratios help investors to determine whether Brunswick 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 Brunswick with respect to the benefits of owning Brunswick Exploration security.