Brookfield Finance 450 Preferred Stock Market Value
| BNJ Preferred Stock | 16.26 0.16 0.97% |
| Symbol | Brookfield |
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.
| 01/30/2025 |
| 03/01/2025 |
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.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.91 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.82 |
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.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.14) |
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 Coefficient | 0.76 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 |
| 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 |
| 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 |
| Timeline |
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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.