Brookstone Active Etf Market Value
| BAMA Etf | 34.62 0.04 0.12% |
| Symbol | Brookstone |
Brookstone Active ETF's market price often diverges from its book value, the accounting figure shown on Brookstone's balance sheet. Smart investors calculate Brookstone Active's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Brookstone Active's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between Brookstone Active's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Brookstone Active should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, Brookstone Active'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.
Brookstone Active '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 Brookstone Active's etf 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 Brookstone Active.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in Brookstone Active on November 13, 2025 and sell it all today you would earn a total of 0.00 from holding Brookstone Active ETF or generate 0.0% return on investment in Brookstone Active over 90 days. Brookstone Active is related to or competes with Brookstone Opportunities, Advisors Inner, Ultimus Managers, IShares Trust, Brookstone Yield, First Trust, and Alpha Architect. Brookstone Active is entity of United States More
Brookstone Active 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 Brookstone Active's etf 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 Brookstone Active ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.535 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.48 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 0.8557 |
Brookstone Active Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookstone Active's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookstone Active's standard deviation. In reality, there are many statistical measures that can use Brookstone Active historical prices to predict the future Brookstone Active's volatility.| Risk Adjusted Performance | 0.0656 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0751 |
Brookstone Active February 11, 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 | 0.0656 | |||
| Market Risk Adjusted Performance | 0.0851 | |||
| Mean Deviation | 0.3997 | |||
| Semi Deviation | 0.4414 | |||
| Downside Deviation | 0.535 | |||
| Coefficient Of Variation | 1130.65 | |||
| Standard Deviation | 0.5279 | |||
| Variance | 0.2787 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0751 | |||
| Maximum Drawdown | 2.48 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 0.8557 | |||
| Downside Variance | 0.2862 | |||
| Semi Variance | 0.1948 | |||
| Expected Short fall | (0.43) | |||
| Skewness | 0.0161 | |||
| Kurtosis | 0.7089 |
Brookstone Active ETF Backtested Returns
At this point, Brookstone Active is very steady. Brookstone Active ETF secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the etf had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Brookstone Active ETF, which you can use to evaluate the volatility of the entity. Please confirm Brookstone Active's Mean Deviation of 0.3997, downside deviation of 0.535, and Risk Adjusted Performance of 0.0656 to double-check if the risk estimate we provide is consistent with the expected return of 0.0576%. The etf shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brookstone Active's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brookstone Active is expected to be smaller as well.
Auto-correlation | 0.39 |
Below average predictability
Brookstone Active ETF has below average predictability. Overlapping area represents the amount of predictability between Brookstone Active time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th 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 Brookstone Active ETF price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Brookstone Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Brookstone Active ETF offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Brookstone Active'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 Brookstone Active Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Brookstone Active Etf:Check out Brookstone Active Correlation, Brookstone Active Volatility and Brookstone Active Performance module to complement your research on Brookstone Active. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Brookstone Active technical etf 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, etf market cycles, or different charting patterns.