Brown Advisory Sustainable Etf Market Value
| BASV Etf | 28.89 0.00 0.00% |
| Symbol | Brown |
Investors evaluate Brown Advisory Susta using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Brown Advisory's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated value. External factors like market trends, sector rotation, and investor psychology can cause Brown Advisory's market price to deviate significantly from intrinsic value.
It's important to distinguish between Brown Advisory's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Brown Advisory should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Brown Advisory's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Brown Advisory on November 11, 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 90 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 | 0.8457 | |||
| Information Ratio | 0.0134 | |||
| Maximum Drawdown | 4.03 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.61 |
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 | 0.0977 | |||
| Jensen Alpha | 0.019 | |||
| Total Risk Alpha | 0.0083 | |||
| Sortino Ratio | 0.0133 | |||
| Treynor Ratio | 0.1007 |
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 February 9, 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 | 0.0977 | |||
| Market Risk Adjusted Performance | 0.1107 | |||
| Mean Deviation | 0.6287 | |||
| Semi Deviation | 0.7043 | |||
| Downside Deviation | 0.8457 | |||
| Coefficient Of Variation | 827.66 | |||
| Standard Deviation | 0.8349 | |||
| Variance | 0.6971 | |||
| Information Ratio | 0.0134 | |||
| Jensen Alpha | 0.019 | |||
| Total Risk Alpha | 0.0083 | |||
| Sortino Ratio | 0.0133 | |||
| Treynor Ratio | 0.1007 | |||
| Maximum Drawdown | 4.03 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.61 | |||
| Downside Variance | 0.7152 | |||
| Semi Variance | 0.4961 | |||
| Expected Short fall | (0.66) | |||
| Skewness | 0.0638 | |||
| Kurtosis | 0.6456 |
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 0.13, which signifies that the etf had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Brown Advisory Sustainable, which you can use to evaluate the volatility of the entity. Please confirm Brown Advisory's Downside Deviation of 0.8457, risk adjusted performance of 0.0977, and Mean Deviation of 0.6287 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The etf shows a Beta (market volatility) of 0.9, 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 | 0.36 |
Below average predictability
Brown Advisory Sustainable has below average predictability. Overlapping area represents the amount of predictability between Brown Advisory time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 Brown Advisory Susta price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Brown Advisory price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Thematic Opportunities
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Check out Brown Advisory Correlation, Brown Advisory Volatility and Brown Advisory Performance module to complement your research on Brown Advisory. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
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.