Brookfield Asset Management Stock Market Value
| BAM Stock | USD 61.36 0.27 0.44% |
| Symbol | Brookfield |
Brookfield Asset Man Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Brookfield Asset. If investors know Brookfield will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Brookfield Asset listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.03) | Dividend Share 1.46 | Earnings Share 1.09 | Revenue Per Share | Quarterly Revenue Growth 5.406 |
The market value of Brookfield Asset Man is measured differently than its book value, which is the value of Brookfield that is recorded on the company's balance sheet. Investors also form their own opinion of Brookfield Asset's value that differs from its market value or its book value, called intrinsic value, which is Brookfield Asset's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Brookfield Asset's market value can be influenced by many factors that don't directly affect Brookfield Asset's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Brookfield Asset's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brookfield Asset is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brookfield Asset's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Brookfield Asset '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 Brookfield Asset'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 Brookfield Asset.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Brookfield Asset on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Brookfield Asset Management or generate 0.0% return on investment in Brookfield Asset over 30 days. Brookfield Asset is related to or competes with Blue Owl, TPG, Patria Investments, Cion Investment, and SEI Investments. Brookfield Asset Management is an alternative asset manager and REITReal Estate Investment Manager firm focuses on real ... More
Brookfield Asset 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 Brookfield Asset'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 Brookfield Asset Management upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | 0.124 | |||
| Maximum Drawdown | 10.69 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 3.03 |
Brookfield Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookfield Asset's standard deviation. In reality, there are many statistical measures that can use Brookfield Asset historical prices to predict the future Brookfield Asset's volatility.| Risk Adjusted Performance | 0.1474 | |||
| Jensen Alpha | 0.2692 | |||
| Total Risk Alpha | 0.1405 | |||
| Sortino Ratio | 0.1104 | |||
| Treynor Ratio | 0.5802 |
Brookfield Asset Man Backtested Returns
Brookfield Asset appears to be very steady, given 3 months investment horizon. Brookfield Asset Man secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Brookfield Asset Management, which you can use to evaluate the volatility of the firm. Please makes use of Brookfield Asset's Risk Adjusted Performance of 0.1474, mean deviation of 1.3, and Downside Deviation of 2.12 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brookfield Asset holds a performance score of 11. The firm shows a Beta (market volatility) of 0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brookfield Asset's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brookfield Asset is expected to be smaller as well. Please check Brookfield Asset's downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether Brookfield Asset's price patterns will revert.
Auto-correlation | -0.47 |
Modest reverse predictability
Brookfield Asset Management has modest reverse predictability. Overlapping area represents the amount of predictability between Brookfield Asset time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Brookfield Asset Man price movement. The serial correlation of -0.47 indicates that about 47.0% of current Brookfield Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 5.82 |
Brookfield Asset Man lagged returns against current returns
Autocorrelation, which is Brookfield Asset 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 Brookfield Asset's stock expected returns. We can calculate the autocorrelation of Brookfield Asset returns to help us make a trade decision. For example, suppose you find that Brookfield Asset 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 |
Brookfield Asset 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 Brookfield Asset stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookfield Asset stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookfield Asset stock over time.
Current vs Lagged Prices |
| Timeline |
Brookfield Asset Lagged Returns
When evaluating Brookfield Asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookfield Asset stock have on its future price. Brookfield Asset 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, Brookfield Asset autocorrelation shows the relationship between Brookfield Asset stock current value and its past values and can show if there is a momentum factor associated with investing in Brookfield Asset Management.
Regressed Prices |
| Timeline |
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Brookfield Asset 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.