Brixmor Property (Germany) Market Value
| BXR Stock | EUR 28.40 0.20 0.70% |
| Symbol | Brixmor |
Brixmor Property '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 Brixmor Property'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 Brixmor Property.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Brixmor Property on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Brixmor Property Group or generate 0.0% return on investment in Brixmor Property over 30 days. Brixmor Property is related to or competes with Mitsui Chemicals, CVS Health, Siamgas, Quaker Chemical, Cardinal Health, and EHEALTH. Brixmor is a real estate investment trust that owns and operates a high-quality, national portfolio of open-air shopping... More
Brixmor Property 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 Brixmor Property'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 Brixmor Property Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.0984 | |||
| Maximum Drawdown | 6.35 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.64 |
Brixmor Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brixmor Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brixmor Property's standard deviation. In reality, there are many statistical measures that can use Brixmor Property historical prices to predict the future Brixmor Property's volatility.| Risk Adjusted Performance | 0.1603 | |||
| Jensen Alpha | 0.169 | |||
| Total Risk Alpha | 0.0538 | |||
| Sortino Ratio | 0.0759 | |||
| Treynor Ratio | 0.4272 |
Brixmor Property Backtested Returns
Brixmor Property appears to be very steady, given 3 months investment horizon. Brixmor Property secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23% return per unit of risk over the last 3 months. We have found thirty technical indicators for Brixmor Property Group, which you can use to evaluate the volatility of the firm. Please makes use of Brixmor Property's Downside Deviation of 1.53, risk adjusted performance of 0.1603, and Mean Deviation of 0.9071 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brixmor Property holds a performance score of 17. The firm shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brixmor Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brixmor Property is expected to be smaller as well. Please check Brixmor Property's sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether Brixmor Property's price patterns will revert.
Auto-correlation | 0.92 |
Excellent predictability
Brixmor Property Group has excellent predictability. Overlapping area represents the amount of predictability between Brixmor Property time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Brixmor Property price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Brixmor Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Brixmor Property lagged returns against current returns
Autocorrelation, which is Brixmor Property 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 Brixmor Property's stock expected returns. We can calculate the autocorrelation of Brixmor Property returns to help us make a trade decision. For example, suppose you find that Brixmor Property 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 |
Brixmor Property 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 Brixmor Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brixmor Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brixmor Property stock over time.
Current vs Lagged Prices |
| Timeline |
Brixmor Property Lagged Returns
When evaluating Brixmor Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brixmor Property stock have on its future price. Brixmor Property 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, Brixmor Property autocorrelation shows the relationship between Brixmor Property stock current value and its past values and can show if there is a momentum factor associated with investing in Brixmor Property Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Brixmor Stock
Brixmor Property financial ratios help investors to determine whether Brixmor Stock 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 Brixmor with respect to the benefits of owning Brixmor Property security.