Brookfield Brp Holdings Stock Market Value
| BEPH Stock | USD 15.42 0.09 0.59% |
| Symbol | Brookfield |
Is Stock 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 BRP. 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 BRP listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Brookfield BRP Holdings 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 BRP's value that differs from its market value or its book value, called intrinsic value, which is Brookfield BRP'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 BRP's market value can be influenced by many factors that don't directly affect Brookfield BRP'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 BRP's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brookfield BRP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brookfield BRP'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 BRP '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 BRP'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 BRP.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Brookfield BRP on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Brookfield BRP Holdings or generate 0.0% return on investment in Brookfield BRP over 30 days. Brookfield BRP is related to or competes with Brookfield Property, Colliers International, STAG Industrial, First Industrial, Starwood Property, American Healthcare, and CareTrust REIT. More
Brookfield BRP 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 BRP'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 BRP Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8159 | |||
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 3.87 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.16 |
Brookfield BRP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield BRP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookfield BRP's standard deviation. In reality, there are many statistical measures that can use Brookfield BRP historical prices to predict the future Brookfield BRP's volatility.| Risk Adjusted Performance | 0.0141 | |||
| Jensen Alpha | 0.0064 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | (0.18) |
Brookfield BRP Holdings Backtested Returns
Brookfield BRP Holdings secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Brookfield BRP Holdings exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brookfield BRP's Risk Adjusted Performance of 0.0141, mean deviation of 0.5703, and Downside Deviation of 0.8159 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0244, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Brookfield BRP are expected to decrease at a much lower rate. During the bear market, Brookfield BRP is likely to outperform the market. At this point, Brookfield BRP Holdings has a negative expected return of -0.0023%. Please make sure to confirm Brookfield BRP's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Brookfield BRP Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.47 |
Average predictability
Brookfield BRP Holdings has average predictability. Overlapping area represents the amount of predictability between Brookfield BRP time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 Brookfield BRP Holdings price movement. The serial correlation of 0.47 indicates that about 47.0% of current Brookfield BRP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Brookfield BRP Holdings lagged returns against current returns
Autocorrelation, which is Brookfield BRP 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 BRP's stock expected returns. We can calculate the autocorrelation of Brookfield BRP returns to help us make a trade decision. For example, suppose you find that Brookfield BRP 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 |
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Brookfield BRP 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 BRP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookfield BRP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookfield BRP stock over time.
Current vs Lagged Prices |
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Brookfield BRP Lagged Returns
When evaluating Brookfield BRP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookfield BRP stock have on its future price. Brookfield BRP 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 BRP autocorrelation shows the relationship between Brookfield BRP stock current value and its past values and can show if there is a momentum factor associated with investing in Brookfield BRP Holdings.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Brookfield BRP Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Brookfield BRP'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 Brookfield Brp Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Brookfield Brp Holdings Stock:Check out Brookfield BRP Correlation, Brookfield BRP Volatility and Brookfield BRP Alpha and Beta module to complement your research on Brookfield BRP. You can also try the AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.
Brookfield BRP 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.