Braemar Hotels Resorts Preferred Stock Market Value
| BHR-PB Preferred Stock | USD 14.25 0.11 0.77% |
| Symbol | Braemar |
Braemar Hotels '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 Braemar Hotels' preferred 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 Braemar Hotels.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Braemar Hotels on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Braemar Hotels Resorts or generate 0.0% return on investment in Braemar Hotels over 30 days. Braemar Hotels is related to or competes with Ashford Hospitality, Ashford Hospitality, Ashford Hospitality, Ashford Hospitality, and Summit Hotel. Braemar Hotels Resorts is a real estate investment trust focused on investing in luxury hotels and resorts More
Braemar Hotels 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 Braemar Hotels' preferred 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 Braemar Hotels Resorts upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.83 | |||
| Information Ratio | 0.0474 | |||
| Maximum Drawdown | 9.86 | |||
| Value At Risk | (2.77) | |||
| Potential Upside | 3.44 |
Braemar Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Braemar Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Braemar Hotels' standard deviation. In reality, there are many statistical measures that can use Braemar Hotels historical prices to predict the future Braemar Hotels' volatility.| Risk Adjusted Performance | 0.0941 | |||
| Jensen Alpha | 0.1678 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0502 | |||
| Treynor Ratio | 0.5718 |
Braemar Hotels Resorts Backtested Returns
At this point, Braemar Hotels is not too volatile. Braemar Hotels Resorts secures Sharpe Ratio (or Efficiency) of 0.0768, which signifies that the company had a 0.0768% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Braemar Hotels Resorts, which you can use to evaluate the volatility of the firm. Please confirm Braemar Hotels' risk adjusted performance of 0.0941, and Mean Deviation of 1.36 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Braemar Hotels has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Braemar Hotels' returns are expected to increase less than the market. However, during the bear market, the loss of holding Braemar Hotels is expected to be smaller as well. Braemar Hotels Resorts right now shows a risk of 1.95%. Please confirm Braemar Hotels Resorts sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to decide if Braemar Hotels Resorts will be following its price patterns.
Auto-correlation | -0.61 |
Very good reverse predictability
Braemar Hotels Resorts has very good reverse predictability. Overlapping area represents the amount of predictability between Braemar Hotels time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Braemar Hotels Resorts price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Braemar Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Braemar Hotels Resorts lagged returns against current returns
Autocorrelation, which is Braemar Hotels preferred 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 Braemar Hotels' preferred stock expected returns. We can calculate the autocorrelation of Braemar Hotels returns to help us make a trade decision. For example, suppose you find that Braemar Hotels has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Braemar Hotels 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 Braemar Hotels preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Braemar Hotels preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Braemar Hotels preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Braemar Hotels Lagged Returns
When evaluating Braemar Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Braemar Hotels preferred stock have on its future price. Braemar Hotels 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, Braemar Hotels autocorrelation shows the relationship between Braemar Hotels preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Braemar Hotels Resorts.
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 Braemar Preferred Stock
Braemar Hotels financial ratios help investors to determine whether Braemar Preferred 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 Braemar with respect to the benefits of owning Braemar Hotels security.