Brookfield Finance 450 Preferred Stock Market Value

BNJ Preferred Stock   16.26  0.16  0.97%   
Brookfield Finance's market value is the price at which a share of Brookfield Finance trades on a public exchange. It measures the collective expectations of Brookfield Finance 450 investors about its performance. Brookfield Finance is selling for 16.26 as of the 1st of March 2025. This is a 0.97% down since the beginning of the trading day. The preferred stock's last reported lowest price was 16.21.
With this module, you can estimate the performance of a buy and hold strategy of Brookfield Finance 450 and determine expected loss or profit from investing in Brookfield Finance over a given investment horizon. Check out Brookfield Finance Correlation, Brookfield Finance Volatility and Brookfield Finance Alpha and Beta module to complement your research on Brookfield Finance.
Symbol

Please note, there is a significant difference between Brookfield Finance's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brookfield Finance is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brookfield Finance'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 Finance '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 Finance's 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 Brookfield Finance.
0.00
01/30/2025
No Change 0.00  0.0 
In 31 days
03/01/2025
0.00
If you would invest  0.00  in Brookfield Finance on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Brookfield Finance 450 or generate 0.0% return on investment in Brookfield Finance over 30 days. Brookfield Finance is related to or competes with BlackRock New, BlackRock California, BlackRock Municipal, BlackRock Municipal, and BlackRock MIT. More

Brookfield Finance 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 Finance's 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 Brookfield Finance 450 upside and downside potential and time the market with a certain degree of confidence.

Brookfield Finance Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield Finance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookfield Finance's standard deviation. In reality, there are many statistical measures that can use Brookfield Finance historical prices to predict the future Brookfield Finance's volatility.
Hype
Prediction
LowEstimatedHigh
15.3216.2617.20
Details
Intrinsic
Valuation
LowRealHigh
15.2616.2017.15
Details
Naive
Forecast
LowNextHigh
15.4816.4317.37
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.7816.0816.39
Details

Brookfield Finance 450 Backtested Returns

Brookfield Finance 450 secures Sharpe Ratio (or Efficiency) of -0.0309, which signifies that the company had a -0.0309 % return per unit of risk over the last 3 months. Brookfield Finance 450 exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brookfield Finance's Mean Deviation of 0.7064, standard deviation of 0.971, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brookfield Finance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brookfield Finance is expected to be smaller as well. At this point, Brookfield Finance 450 has a negative expected return of -0.0291%. Please make sure to confirm Brookfield Finance's value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Brookfield Finance 450 performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.76  

Good predictability

Brookfield Finance 450 has good predictability. Overlapping area represents the amount of predictability between Brookfield Finance time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st of March 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 Finance 450 price movement. The serial correlation of 0.76 indicates that around 76.0% of current Brookfield Finance price fluctuation can be explain by its past prices.
Correlation Coefficient0.76
Spearman Rank Test0.01
Residual Average0.0
Price Variance0.01
Brookfield ReturnsBrookfield Lagged ReturnsDiversified AwayBrookfield ReturnsBrookfield Lagged ReturnsDiversified Away100%

Brookfield Finance 450 lagged returns against current returns

Autocorrelation, which is Brookfield Finance 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 Brookfield Finance's preferred stock expected returns. We can calculate the autocorrelation of Brookfield Finance returns to help us make a trade decision. For example, suppose you find that Brookfield Finance 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   
JavaScript chart by amCharts 3.21.15Feb 14Feb 16Feb 18Feb 20Feb 22Feb 24Feb 26Feb 28-1.5%-1.0%-0.5%0%0.5%1.0% 101001K
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Brookfield Finance 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 Finance preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookfield Finance preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookfield Finance preferred stock over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 14Feb 16Feb 18Feb 20Feb 22Feb 24Feb 26Feb 2815.9015.9516.0016.0516.1016.1516.2016.2516.30
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Brookfield Finance Lagged Returns

When evaluating Brookfield Finance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookfield Finance preferred stock have on its future price. Brookfield Finance 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 Finance autocorrelation shows the relationship between Brookfield Finance preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Brookfield Finance 450.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Jan 30FebFeb 07Feb 11Feb 15Feb 19Feb 23Feb 2715.916.016.116.216.316.4
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Brookfield Preferred Stock

Brookfield Finance financial ratios help investors to determine whether Brookfield 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 Brookfield with respect to the benefits of owning Brookfield Finance security.

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