Brooks Automation (Germany) Market Value
| BA3 Stock | EUR 24.60 0.20 0.81% |
| Symbol | Brooks |
Brooks Automation '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 Brooks Automation'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 Brooks Automation.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Brooks Automation on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Brooks Automation or generate 0.0% return on investment in Brooks Automation over 90 days. Brooks Automation is related to or competes with Ross Stores, Harmony Gold, Zijin Mining, THAI BEVERAGE, MCEWEN MINING, Retail Estates, and BOSTON BEER. Brooks Automation, Inc. provides automation and cryogenic solutions for various markets More
Brooks Automation 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 Brooks Automation'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 Brooks Automation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.39 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 40.26 | |||
| Value At Risk | (5.45) | |||
| Potential Upside | 4.96 |
Brooks Automation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brooks Automation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brooks Automation's standard deviation. In reality, there are many statistical measures that can use Brooks Automation historical prices to predict the future Brooks Automation's volatility.| Risk Adjusted Performance | 0.019 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.47) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0366 |
Brooks Automation February 12, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.019 | |||
| Market Risk Adjusted Performance | 0.0466 | |||
| Mean Deviation | 2.46 | |||
| Semi Deviation | 4.61 | |||
| Downside Deviation | 5.39 | |||
| Coefficient Of Variation | 7364.46 | |||
| Standard Deviation | 4.44 | |||
| Variance | 19.74 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.47) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0366 | |||
| Maximum Drawdown | 40.26 | |||
| Value At Risk | (5.45) | |||
| Potential Upside | 4.96 | |||
| Downside Variance | 29.01 | |||
| Semi Variance | 21.21 | |||
| Expected Short fall | (2.65) | |||
| Skewness | (0.94) | |||
| Kurtosis | 14.04 |
Brooks Automation Backtested Returns
At this point, Brooks Automation is not too volatile. Brooks Automation secures Sharpe Ratio (or Efficiency) of 0.0136, which signifies that the company had a 0.0136 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Brooks Automation, which you can use to evaluate the volatility of the firm. Please confirm Brooks Automation's Mean Deviation of 2.46, downside deviation of 5.39, and Risk Adjusted Performance of 0.019 to double-check if the risk estimate we provide is consistent with the expected return of 0.0603%. Brooks Automation has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.38, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Brooks Automation will likely underperform. Brooks Automation right now shows a risk of 4.44%. Please confirm Brooks Automation standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Brooks Automation will be following its price patterns.
Auto-correlation | 0.40 |
Average predictability
Brooks Automation has average predictability. Overlapping area represents the amount of predictability between Brooks Automation time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th of February 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 Brooks Automation price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Brooks Automation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 8.86 |
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Other Information on Investing in Brooks Stock
Brooks Automation financial ratios help investors to determine whether Brooks 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 Brooks with respect to the benefits of owning Brooks Automation security.