Brookfield Asset Management Stock Market Value
| BKFPF Stock | USD 11.34 0.00 0.00% |
| Symbol | Brookfield |
Brookfield Asset '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 Asset's otc 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 Asset.
| 01/04/2025 |
| 12/30/2025 |
If you would invest 0.00 in Brookfield Asset on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding Brookfield Asset Management or generate 0.0% return on investment in Brookfield Asset over 360 days. Brookfield Asset is related to or competes with Metro, Loblaw Companies, J Sainsbury, Coca-Cola HBC, Carrefour, Kesko Oyj, and Budweiser Brewing. More
Brookfield Asset 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 Asset's otc 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 Asset Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.54) | |||
| Maximum Drawdown | 0.6239 |
Brookfield Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookfield Asset's standard deviation. In reality, there are many statistical measures that can use Brookfield Asset historical prices to predict the future Brookfield Asset's volatility.| Risk Adjusted Performance | 0.0985 | |||
| Jensen Alpha | 0.0135 | |||
| Total Risk Alpha | 0.0022 | |||
| Treynor Ratio | 1.26 |
Brookfield Asset Man Backtested Returns
At this point, Brookfield Asset is very steady. Brookfield Asset Man secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Brookfield Asset Management, which you can use to evaluate the volatility of the firm. Please confirm Brookfield Asset's Mean Deviation of 0.0464, risk adjusted performance of 0.0985, and Standard Deviation of 0.1134 to double-check if the risk estimate we provide is consistent with the expected return of 0.0169%. Brookfield Asset has a performance score of 14 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0114, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brookfield Asset's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brookfield Asset is expected to be smaller as well. Brookfield Asset Man right now shows a risk of 0.0957%. Please confirm Brookfield Asset Man variance, skewness, as well as the relationship between the Skewness and day typical price , to decide if Brookfield Asset Man will be following its price patterns.
Auto-correlation | 0.02 |
Virtually no predictability
Brookfield Asset Management has virtually no predictability. Overlapping area represents the amount of predictability between Brookfield Asset time series from 4th of January 2025 to 3rd of July 2025 and 3rd of July 2025 to 30th of December 2025. 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 Asset Man price movement. The serial correlation of 0.02 indicates that only 2.0% of current Brookfield Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Brookfield Asset Man lagged returns against current returns
Autocorrelation, which is Brookfield Asset otc 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 Asset's otc stock expected returns. We can calculate the autocorrelation of Brookfield Asset returns to help us make a trade decision. For example, suppose you find that Brookfield Asset has exhibited high autocorrelation historically, and you observe that the otc 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 |
Brookfield Asset 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 Asset otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookfield Asset otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookfield Asset otc stock over time.
Current vs Lagged Prices |
| Timeline |
Brookfield Asset Lagged Returns
When evaluating Brookfield Asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookfield Asset otc stock have on its future price. Brookfield Asset 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 Asset autocorrelation shows the relationship between Brookfield Asset otc stock current value and its past values and can show if there is a momentum factor associated with investing in Brookfield Asset Management.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Brookfield OTC Stock
When determining whether Brookfield Asset Man is a strong investment it is important to analyze Brookfield Asset's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Brookfield Asset's future performance. For an informed investment choice regarding Brookfield OTC Stock, refer to the following important reports:Check out Brookfield Asset Correlation, Brookfield Asset Volatility and Brookfield Asset Alpha and Beta module to complement your research on Brookfield Asset. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Brookfield Asset technical otc 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, otc market cycles, or different charting patterns.