Brookfield Real Correlations

RA Stock

USD 13.43 0.16 1.21%

The current 90-days correlation between Brookfield Real Assets and Gamco Global is 0.12 (i.e., Average diversification). The correlation of Brookfield Real is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Brookfield Real Correlation With Market

Poor diversification

The correlation between Brookfield Real Assets and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Brookfield Real Assets and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Brookfield Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Brookfield Real Assets. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Brookfield Stock

0.61	DFN	Dividend 15 Split	Pair Corr
0.61	DGS	Dividend Growth Split	Pair Corr
0.64	ASA	ASA Gold	Pair Corr
0.64	HRZN	Horizon Technology	Pair Corr
0.68	SBC	Brompton Split Banc	Pair Corr
0.86	PWI	Sustainable Power	Pair Corr
0.68	TRIN	Trinity Capital	Pair Corr
0.67	CSWC	Capital Southwest	Pair Corr
0.73	JNJ	Johnson Johnson	Pair Corr

Moving against Brookfield Stock

0.53	NMFC	New Mountain Finance	Pair Corr
0.73	MSFT	Microsoft	Pair Corr
0.4	NVNIW	Nvni Group Limited	Pair Corr
0.32	GBHPF	Global Hemp Group	Pair Corr

Related Correlations Analysis

	GGN	FFC	QUSIX	QUSOX	FAX	PFN	BCX	BIT	GGT	MYI
GGN		0.71	0.94	0.94	0.85	0.75	0.95	0.88	0.9	0.61	GGN
FFC	0.71		0.83	0.83	0.85	0.72	0.82	0.85	0.72	0.77	FFC
QUSIX	0.94	0.83		1.0	0.93	0.82	0.99	0.95	0.89	0.74	QUSIX
QUSOX	0.94	0.83	1.0		0.94	0.82	0.99	0.95	0.89	0.74	QUSOX
FAX	0.85	0.85	0.93	0.94		0.78	0.94	0.91	0.78	0.79	FAX
PFN	0.75	0.72	0.82	0.82	0.78		0.82	0.84	0.75	0.69	PFN
BCX	0.95	0.82	0.99	0.99	0.94	0.82		0.95	0.89	0.77	BCX
BIT	0.88	0.85	0.95	0.95	0.91	0.84	0.95		0.86	0.81	BIT
GGT	0.9	0.72	0.89	0.89	0.78	0.75	0.89	0.86		0.58	GGT
MYI	0.61	0.77	0.74	0.74	0.79	0.69	0.77	0.81	0.58		MYI
	GGN	FFC	QUSIX	QUSOX	FAX	PFN	BCX	BIT	GGT	MYI

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Risk-Adjusted Indicators

There is a big difference between Brookfield Stock performing well and Brookfield Real Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Brookfield Real's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
GGN	1.20	0.24	0.10	0.40	1.66	(1.30)	2.56	(1.87)	9.22
FFC	0.33	0.01	(0.16)	0.19	0.33	(0.40)	0.75	(0.67)	2.00
QUSIX	0.52	0.16	0.15	0.54	0.26	(0.64)	1.25	(0.80)	2.64
QUSOX	0.52	0.15	0.15	0.54	0.23	(0.62)	1.24	(0.80)	2.68
FAX	0.44	0.09	0.03	0.52	0.32	(0.50)	1.15	(0.86)	2.57
PFN	0.37	0.01	(0.11)	0.19	0.44	(0.43)	0.81	(0.82)	3.15
BCX	1.07	0.43	0.26	0.79	1.03	(1.23)	2.19	(2.36)	7.38
BIT	0.29	0.05	(0.11)	0.70	0.22	(0.33)	0.62	(0.55)	1.56
GGT	0.88	0.13	0.07	0.38	0.84	(1.11)	2.33	(1.94)	5.19
MYI	0.33	0.04	(0.09)	0.96	0.45	(0.32)	0.56	(0.74)	2.47

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