Brazilian Rare (Australia) Market Value
| BRE Stock | 3.96 0.02 0.51% |
| Symbol | Brazilian |
Brazilian Rare '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 Brazilian Rare'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 Brazilian Rare.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Brazilian Rare on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Brazilian Rare EARTHS or generate 0.0% return on investment in Brazilian Rare over 570 days. Brazilian Rare is related to or competes with Environmental, Catalyst Metals, Nufarm Finance, Aurelia Metals, and Autosports. More
Brazilian Rare 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 Brazilian Rare'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 Brazilian Rare EARTHS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 22.9 | |||
| Value At Risk | (5.50) | |||
| Potential Upside | 6.8 |
Brazilian Rare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brazilian Rare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brazilian Rare's standard deviation. In reality, there are many statistical measures that can use Brazilian Rare historical prices to predict the future Brazilian Rare's volatility.| Risk Adjusted Performance | 0.007 | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.01) |
Brazilian Rare EARTHS Backtested Returns
Brazilian Rare EARTHS secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. Brazilian Rare EARTHS exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brazilian Rare's risk adjusted performance of 0.007, and Mean Deviation of 2.94 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.33, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Brazilian Rare will likely underperform. At this point, Brazilian Rare EARTHS has a negative expected return of -0.0077%. Please make sure to confirm Brazilian Rare's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Brazilian Rare EARTHS performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.61 |
Very good reverse predictability
Brazilian Rare EARTHS has very good reverse predictability. Overlapping area represents the amount of predictability between Brazilian Rare time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 Brazilian Rare EARTHS price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Brazilian Rare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 1.43 |
Brazilian Rare EARTHS lagged returns against current returns
Autocorrelation, which is Brazilian Rare 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 Brazilian Rare's stock expected returns. We can calculate the autocorrelation of Brazilian Rare returns to help us make a trade decision. For example, suppose you find that Brazilian Rare 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 |
Brazilian Rare 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 Brazilian Rare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brazilian Rare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brazilian Rare stock over time.
Current vs Lagged Prices |
| Timeline |
Brazilian Rare Lagged Returns
When evaluating Brazilian Rare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brazilian Rare stock have on its future price. Brazilian Rare 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, Brazilian Rare autocorrelation shows the relationship between Brazilian Rare stock current value and its past values and can show if there is a momentum factor associated with investing in Brazilian Rare EARTHS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Brazilian Stock Analysis
When running Brazilian Rare's price analysis, check to measure Brazilian Rare's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Brazilian Rare is operating at the current time. Most of Brazilian Rare's value examination focuses on studying past and present price action to predict the probability of Brazilian Rare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brazilian Rare's price. Additionally, you may evaluate how the addition of Brazilian Rare to your portfolios can decrease your overall portfolio volatility.