Brookfield Residential 4875 Performance
| 11283YAD2 | 93.84 5.37 6.07% |
The bond shows a Beta (market volatility) of -0.55, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Brookfield are expected to decrease at a much lower rate. During the bear market, Brookfield is likely to outperform the market.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Brookfield Residential 4875 are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Brookfield is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 8.633 |
Brookfield |
Brookfield Relative Risk vs. Return Landscape
If you would invest 9,052 in Brookfield Residential 4875 on December 29, 2024 and sell it today you would earn a total of 332.00 from holding Brookfield Residential 4875 or generate 3.67% return on investment over 90 days. Brookfield Residential 4875 is generating 0.0625% of daily returns and assumes 0.8537% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than Brookfield, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Brookfield Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as Brookfield Residential 4875, and traders can use it to determine the average amount a Brookfield's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0732
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Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Brookfield is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Brookfield by adding it to a well-diversified portfolio.
About Brookfield Performance
By analyzing Brookfield's fundamental ratios, stakeholders can gain valuable insights into Brookfield's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Brookfield has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Brookfield has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.