Broadcom Cdr Stock Market Value
| AVGO Stock | 13.35 0.47 3.65% |
| Symbol | Broadcom |
Broadcom CDR '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 Broadcom CDR'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 Broadcom CDR.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Broadcom CDR on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Broadcom CDR or generate 0.0% return on investment in Broadcom CDR over 30 days. Broadcom CDR is related to or competes with CVW CleanTech, Darelle Online, Salesforce, Northstar Clean, BluMetric Environmental, Precision Drilling, and Gfl Environmental. Broadcom CDR is entity of Canada. It is traded as Stock on TO exchange. More
Broadcom CDR 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 Broadcom CDR'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 Broadcom CDR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.24 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 22.51 | |||
| Value At Risk | (4.40) | |||
| Potential Upside | 3.65 |
Broadcom CDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Broadcom CDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Broadcom CDR's standard deviation. In reality, there are many statistical measures that can use Broadcom CDR historical prices to predict the future Broadcom CDR's volatility.| Risk Adjusted Performance | 0.0267 | |||
| Jensen Alpha | 0.0048 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0906 |
Broadcom CDR Backtested Returns
As of now, Broadcom Stock is somewhat reliable. Broadcom CDR secures Sharpe Ratio (or Efficiency) of 0.0128, which signifies that the company had a 0.0128 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Broadcom CDR, which you can use to evaluate the volatility of the firm. Please confirm Broadcom CDR's Mean Deviation of 2.15, risk adjusted performance of 0.0267, and Downside Deviation of 3.24 to double-check if the risk estimate we provide is consistent with the expected return of 0.0382%. Broadcom CDR has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Broadcom CDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding Broadcom CDR is expected to be smaller as well. Broadcom CDR right now shows a risk of 2.99%. Please confirm Broadcom CDR standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Broadcom CDR will be following its price patterns.
Auto-correlation | -0.49 |
Modest reverse predictability
Broadcom CDR has modest reverse predictability. Overlapping area represents the amount of predictability between Broadcom CDR time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Broadcom CDR price movement. The serial correlation of -0.49 indicates that about 49.0% of current Broadcom CDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Broadcom CDR lagged returns against current returns
Autocorrelation, which is Broadcom CDR 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 Broadcom CDR's stock expected returns. We can calculate the autocorrelation of Broadcom CDR returns to help us make a trade decision. For example, suppose you find that Broadcom CDR 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 |
Broadcom CDR 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 Broadcom CDR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Broadcom CDR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Broadcom CDR stock over time.
Current vs Lagged Prices |
| Timeline |
Broadcom CDR Lagged Returns
When evaluating Broadcom CDR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Broadcom CDR stock have on its future price. Broadcom CDR 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, Broadcom CDR autocorrelation shows the relationship between Broadcom CDR stock current value and its past values and can show if there is a momentum factor associated with investing in Broadcom CDR.
Regressed Prices |
| Timeline |
Pair Trading with Broadcom CDR
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Broadcom CDR position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Broadcom CDR will appreciate offsetting losses from the drop in the long position's value.Moving against Broadcom Stock
The ability to find closely correlated positions to Broadcom CDR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Broadcom CDR when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Broadcom CDR - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Broadcom CDR to buy it.
The correlation of Broadcom CDR 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 perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Broadcom CDR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Broadcom CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Broadcom CDR can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Broadcom Stock
Broadcom CDR financial ratios help investors to determine whether Broadcom 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 Broadcom with respect to the benefits of owning Broadcom CDR security.