Brandywine Realty (Germany) Market Value
| B2X Stock | EUR 2.51 0.01 0.40% |
| Symbol | Brandywine |
Brandywine Realty '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 Brandywine Realty'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 Brandywine Realty.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Brandywine Realty on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Brandywine Realty Trust or generate 0.0% return on investment in Brandywine Realty over 360 days. Brandywine Realty is related to or competes with Japan Real, ORIX JREIT, Kilroy Realty, and Vornado Realty. Brandywine Realty Trust is one of the largest, publicly traded, full-service, integrated real estate companies in the Un... More
Brandywine Realty 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 Brandywine Realty'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 Brandywine Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 10.82 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 4.04 |
Brandywine Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brandywine Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brandywine Realty's standard deviation. In reality, there are many statistical measures that can use Brandywine Realty historical prices to predict the future Brandywine Realty's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | (2.53) |
Brandywine Realty Trust Backtested Returns
Brandywine Realty Trust secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15 % return per unit of standard deviation over the last 3 months. Brandywine Realty Trust exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brandywine Realty's risk adjusted performance of (0.10), and Mean Deviation of 1.54 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brandywine Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brandywine Realty is expected to be smaller as well. At this point, Brandywine Realty Trust has a negative expected return of -0.32%. Please make sure to confirm Brandywine Realty's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if Brandywine Realty Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.47 |
Average predictability
Brandywine Realty Trust has average predictability. Overlapping area represents the amount of predictability between Brandywine Realty time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 Brandywine Realty Trust price movement. The serial correlation of 0.47 indicates that about 47.0% of current Brandywine Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Brandywine Realty Trust lagged returns against current returns
Autocorrelation, which is Brandywine Realty 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 Brandywine Realty's stock expected returns. We can calculate the autocorrelation of Brandywine Realty returns to help us make a trade decision. For example, suppose you find that Brandywine Realty 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 |
Brandywine Realty 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 Brandywine Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brandywine Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brandywine Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Brandywine Realty Lagged Returns
When evaluating Brandywine Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brandywine Realty stock have on its future price. Brandywine Realty 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, Brandywine Realty autocorrelation shows the relationship between Brandywine Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Brandywine Realty Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Brandywine Stock
When determining whether Brandywine Realty Trust offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Brandywine Realty's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Brandywine Realty Trust Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Brandywine Realty Trust Stock:Check out Brandywine Realty Correlation, Brandywine Realty Volatility and Brandywine Realty Alpha and Beta module to complement your research on Brandywine Realty. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Brandywine Realty technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.