Brookstone Intermediate Bond Etf Market Value
| BAMB Etf | 26.42 0.03 0.11% |
| Symbol | Brookstone |
The market value of Brookstone Intermediate is measured differently than its book value, which is the value of Brookstone that is recorded on the company's balance sheet. Investors also form their own opinion of Brookstone Intermediate's value that differs from its market value or its book value, called intrinsic value, which is Brookstone Intermediate'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 Brookstone Intermediate's market value can be influenced by many factors that don't directly affect Brookstone Intermediate'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 Brookstone Intermediate's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brookstone Intermediate is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brookstone Intermediate'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 Intermediate '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 Intermediate'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 Intermediate.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Brookstone Intermediate on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Brookstone Intermediate Bond or generate 0.0% return on investment in Brookstone Intermediate over 30 days. Brookstone Intermediate is related to or competes with Nuveen Mortgage, American Beacon, Voya Emerging, T Rowe, Putnam High, Nuveen Municipalome, and Allspring Utilities. Brookstone Intermediate is entity of United States More
Brookstone Intermediate 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 Intermediate'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 Intermediate Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2179 | |||
| Information Ratio | (0.38) | |||
| Maximum Drawdown | 1.1 | |||
| Value At Risk | (0.38) | |||
| Potential Upside | 0.3422 |
Brookstone Intermediate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookstone Intermediate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookstone Intermediate's standard deviation. In reality, there are many statistical measures that can use Brookstone Intermediate historical prices to predict the future Brookstone Intermediate's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.37) | |||
| Treynor Ratio | (1.05) |
Brookstone Intermediate Backtested Returns
At this point, Brookstone Intermediate is very steady. Brookstone Intermediate secures Sharpe Ratio (or Efficiency) of 0.0776, which signifies that the etf had a 0.0776 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Brookstone Intermediate Bond, which you can use to evaluate the volatility of the entity. Please confirm Brookstone Intermediate's Risk Adjusted Performance of (0.01), downside deviation of 0.2179, and Mean Deviation of 0.1614 to double-check if the risk estimate we provide is consistent with the expected return of 0.0157%. The etf shows a Beta (market volatility) of 0.0044, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brookstone Intermediate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brookstone Intermediate is expected to be smaller as well.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Brookstone Intermediate Bond has insignificant reverse predictability. Overlapping area represents the amount of predictability between Brookstone Intermediate time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 Brookstone Intermediate price movement. The serial correlation of -0.19 indicates that over 19.0% of current Brookstone Intermediate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Brookstone Intermediate lagged returns against current returns
Autocorrelation, which is Brookstone Intermediate etf'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 Brookstone Intermediate's etf expected returns. We can calculate the autocorrelation of Brookstone Intermediate returns to help us make a trade decision. For example, suppose you find that Brookstone Intermediate has exhibited high autocorrelation historically, and you observe that the etf 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 |
Brookstone Intermediate 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 Brookstone Intermediate etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookstone Intermediate etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookstone Intermediate etf over time.
Current vs Lagged Prices |
| Timeline |
Brookstone Intermediate Lagged Returns
When evaluating Brookstone Intermediate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookstone Intermediate etf have on its future price. Brookstone Intermediate 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, Brookstone Intermediate autocorrelation shows the relationship between Brookstone Intermediate etf current value and its past values and can show if there is a momentum factor associated with investing in Brookstone Intermediate Bond.
Regressed Prices |
| Timeline |
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 Intermediate offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Brookstone Intermediate'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 Intermediate Bond Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Brookstone Intermediate Bond Etf:Check out Brookstone Intermediate Correlation, Brookstone Intermediate Volatility and Brookstone Intermediate Alpha and Beta module to complement your research on Brookstone Intermediate. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Brookstone Intermediate 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.