Berkshire Hathaway (Brazil) Market Value
| BERK34 Stock | BRL 139.98 1.78 1.29% |
| Symbol | Berkshire |
Berkshire Hathaway '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 Berkshire Hathaway'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 Berkshire Hathaway.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Berkshire Hathaway on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Berkshire Hathaway or generate 0.0% return on investment in Berkshire Hathaway over 510 days. Berkshire Hathaway is related to or competes with United Rentals, Take Two, Apartment Investment, Unity Software, Paycom Software, G2D Investments, and Zoom Video. Berkshire Hathaway Inc., through its subsidiaries, engages in the insurance, freight rail transportation, and utility bu... More
Berkshire Hathaway 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 Berkshire Hathaway'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 Berkshire Hathaway upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | 0.036 | |||
| Maximum Drawdown | 6.49 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.01 |
Berkshire Hathaway Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Berkshire Hathaway's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berkshire Hathaway's standard deviation. In reality, there are many statistical measures that can use Berkshire Hathaway historical prices to predict the future Berkshire Hathaway's volatility.| Risk Adjusted Performance | 0.1051 | |||
| Jensen Alpha | 0.2287 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0328 | |||
| Treynor Ratio | (0.32) |
Berkshire Hathaway Backtested Returns
At this point, Berkshire Hathaway is out of control. Berkshire Hathaway secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Berkshire Hathaway, which you can use to evaluate the volatility of the firm. Please confirm Berkshire Hathaway's Mean Deviation of 0.9358, downside deviation of 1.47, and Risk Adjusted Performance of 0.1051 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Berkshire Hathaway has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Berkshire Hathaway are expected to decrease at a much lower rate. During the bear market, Berkshire Hathaway is likely to outperform the market. Berkshire Hathaway right now shows a risk of 1.34%. Please confirm Berkshire Hathaway sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Berkshire Hathaway will be following its price patterns.
Auto-correlation | 0.66 |
Good predictability
Berkshire Hathaway has good predictability. Overlapping area represents the amount of predictability between Berkshire Hathaway time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Berkshire Hathaway price movement. The serial correlation of 0.66 indicates that around 66.0% of current Berkshire Hathaway price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 119.69 |
Berkshire Hathaway lagged returns against current returns
Autocorrelation, which is Berkshire Hathaway 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 Berkshire Hathaway's stock expected returns. We can calculate the autocorrelation of Berkshire Hathaway returns to help us make a trade decision. For example, suppose you find that Berkshire Hathaway 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 |
| Timeline |
Berkshire Hathaway 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 Berkshire Hathaway stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berkshire Hathaway stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Berkshire Hathaway stock over time.
Current vs Lagged Prices |
| Timeline |
Berkshire Hathaway Lagged Returns
When evaluating Berkshire Hathaway's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berkshire Hathaway stock have on its future price. Berkshire Hathaway 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, Berkshire Hathaway autocorrelation shows the relationship between Berkshire Hathaway stock current value and its past values and can show if there is a momentum factor associated with investing in Berkshire Hathaway.
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.Other Information on Investing in Berkshire Stock
Berkshire Hathaway financial ratios help investors to determine whether Berkshire Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Berkshire with respect to the benefits of owning Berkshire Hathaway security.