Brown Advisory Sustainable Etf Market Value
| BASV Etf | 28.39 0.16 0.56% |
| Symbol | Brown |
The market value of Brown Advisory Susta is measured differently than its book value, which is the value of Brown that is recorded on the company's balance sheet. Investors also form their own opinion of Brown Advisory's value that differs from its market value or its book value, called intrinsic value, which is Brown Advisory'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 Brown Advisory's market value can be influenced by many factors that don't directly affect Brown Advisory'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 Brown Advisory's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brown Advisory is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brown Advisory'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.
Brown Advisory '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 Brown Advisory'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 Brown Advisory.
| 12/17/2025 |
| 01/16/2026 |
If you would invest 0.00 in Brown Advisory on December 17, 2025 and sell it all today you would earn a total of 0.00 from holding Brown Advisory Sustainable or generate 0.0% return on investment in Brown Advisory over 30 days. Brown Advisory is related to or competes with SEI DBi, VanEck Morningstar, Elevation Series, Optimize Strategy, 6 Meridian, Fidelity International, and First Trust. Brown Advisory is entity of United States More
Brown Advisory 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 Brown Advisory'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 Brown Advisory Sustainable upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8319 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.53 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.18 |
Brown Advisory Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brown Advisory's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brown Advisory's standard deviation. In reality, there are many statistical measures that can use Brown Advisory historical prices to predict the future Brown Advisory's volatility.| Risk Adjusted Performance | 0.094 | |||
| Jensen Alpha | 0.0027 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1026 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brown Advisory's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Brown Advisory Susta Backtested Returns
At this stage we consider Brown Etf to be very steady. Brown Advisory Susta secures Sharpe Ratio (or Efficiency) of 0.0987, which signifies that the etf had a 0.0987 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Brown Advisory Sustainable, which you can use to evaluate the volatility of the entity. Please confirm Brown Advisory's Mean Deviation of 0.5764, downside deviation of 0.8319, and Risk Adjusted Performance of 0.094 to double-check if the risk estimate we provide is consistent with the expected return of 0.0742%. The etf shows a Beta (market volatility) of 0.89, which signifies possible diversification benefits within a given portfolio. Brown Advisory returns are very sensitive to returns on the market. As the market goes up or down, Brown Advisory is expected to follow.
Auto-correlation | 0.06 |
Virtually no predictability
Brown Advisory Sustainable has virtually no predictability. Overlapping area represents the amount of predictability between Brown Advisory time series from 17th of December 2025 to 1st of January 2026 and 1st of January 2026 to 16th of January 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 Brown Advisory Susta price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Brown Advisory price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Brown Advisory Susta lagged returns against current returns
Autocorrelation, which is Brown Advisory 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 Brown Advisory's etf expected returns. We can calculate the autocorrelation of Brown Advisory returns to help us make a trade decision. For example, suppose you find that Brown Advisory 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 |
Brown Advisory 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 Brown Advisory etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brown Advisory etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brown Advisory etf over time.
Current vs Lagged Prices |
| Timeline |
Brown Advisory Lagged Returns
When evaluating Brown Advisory's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brown Advisory etf have on its future price. Brown Advisory 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, Brown Advisory autocorrelation shows the relationship between Brown Advisory etf current value and its past values and can show if there is a momentum factor associated with investing in Brown Advisory Sustainable.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Brown Advisory Correlation, Brown Advisory Volatility and Brown Advisory Alpha and Beta module to complement your research on Brown Advisory. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Brown Advisory 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.