Brookdale Senior (Germany) Market Value
| B7S Stock | EUR 5.30 0.05 0.95% |
| Symbol | Brookdale |
Brookdale Senior '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 Brookdale Senior'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 Brookdale Senior.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Brookdale Senior on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Brookdale Senior Living or generate 0.0% return on investment in Brookdale Senior over 30 days. Brookdale Senior is related to or competes with ALGOMA STEEL, Nippon Steel, Strategic Investments, and DIVERSIFIED ROYALTY. Brookdale Senior Living Inc. owns and operates senior living communities in the United States More
Brookdale Senior 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 Brookdale Senior'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 Brookdale Senior Living upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 23.31 | |||
| Value At Risk | (4.63) | |||
| Potential Upside | 2.78 |
Brookdale Senior Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookdale Senior's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookdale Senior's standard deviation. In reality, there are many statistical measures that can use Brookdale Senior historical prices to predict the future Brookdale Senior's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.69) | |||
| Treynor Ratio | (0.52) |
Brookdale Senior Living Backtested Returns
Brookdale Senior Living secures Sharpe Ratio (or Efficiency) of -0.0809, which signifies that the company had a -0.0809% return per unit of risk over the last 3 months. Brookdale Senior Living exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brookdale Senior's Standard Deviation of 2.92, mean deviation of 1.97, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brookdale Senior's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brookdale Senior is expected to be smaller as well. At this point, Brookdale Senior Living has a negative expected return of -0.24%. Please make sure to confirm Brookdale Senior's information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and treynor ratio , to decide if Brookdale Senior Living performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.81 |
Excellent reverse predictability
Brookdale Senior Living has excellent reverse predictability. Overlapping area represents the amount of predictability between Brookdale Senior time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Brookdale Senior Living price movement. The serial correlation of -0.81 indicates that around 81.0% of current Brookdale Senior price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Brookdale Senior Living lagged returns against current returns
Autocorrelation, which is Brookdale Senior 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 Brookdale Senior's stock expected returns. We can calculate the autocorrelation of Brookdale Senior returns to help us make a trade decision. For example, suppose you find that Brookdale Senior 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 |
Brookdale Senior 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 Brookdale Senior stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookdale Senior stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookdale Senior stock over time.
Current vs Lagged Prices |
| Timeline |
Brookdale Senior Lagged Returns
When evaluating Brookdale Senior's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookdale Senior stock have on its future price. Brookdale Senior 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, Brookdale Senior autocorrelation shows the relationship between Brookdale Senior stock current value and its past values and can show if there is a momentum factor associated with investing in Brookdale Senior Living.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Brookdale Stock
When determining whether Brookdale Senior Living is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Brookdale Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Brookdale Senior Living Stock. Highlighted below are key reports to facilitate an investment decision about Brookdale Senior Living Stock:Check out Brookdale Senior Correlation, Brookdale Senior Volatility and Brookdale Senior Alpha and Beta module to complement your research on Brookdale Senior. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Brookdale Senior 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.