Bridgemarq Real Estate Stock Market Value
| BREUF Stock | USD 10.85 0.13 1.18% |
| Symbol | Bridgemarq |
Bridgemarq Real '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 Bridgemarq Real's pink sheet 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 Bridgemarq Real.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Bridgemarq Real on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Bridgemarq Real Estate or generate 0.0% return on investment in Bridgemarq Real over 30 days. Bridgemarq Real is related to or competes with Smart REIT, Phillips Edison, Simon Property, Inventrust Properties, Site Centers, Kite Realty, and Brixmor Property. Bridgemarq Real Estate Services Inc. provides various services to residential real estate brokers and REALTORS in Canada More
Bridgemarq Real 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 Bridgemarq Real's pink sheet 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 Bridgemarq Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.0446 | |||
| Maximum Drawdown | 7.72 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 2.42 |
Bridgemarq Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bridgemarq Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bridgemarq Real's standard deviation. In reality, there are many statistical measures that can use Bridgemarq Real historical prices to predict the future Bridgemarq Real's volatility.| Risk Adjusted Performance | 0.1148 | |||
| Jensen Alpha | 0.1912 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0324 | |||
| Treynor Ratio | (1.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bridgemarq Real's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bridgemarq Real Estate Backtested Returns
At this point, Bridgemarq Real is not too volatile. Bridgemarq Real Estate secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Bridgemarq Real Estate, which you can use to evaluate the volatility of the firm. Please confirm Bridgemarq Real's Mean Deviation of 0.8278, downside deviation of 1.76, and Risk Adjusted Performance of 0.1148 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Bridgemarq Real has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bridgemarq Real are expected to decrease at a much lower rate. During the bear market, Bridgemarq Real is likely to outperform the market. Bridgemarq Real Estate right now shows a risk of 1.28%. Please confirm Bridgemarq Real Estate jensen alpha, semi variance, price action indicator, as well as the relationship between the maximum drawdown and daily balance of power , to decide if Bridgemarq Real Estate will be following its price patterns.
Auto-correlation | -0.04 |
Very weak reverse predictability
Bridgemarq Real Estate has very weak reverse predictability. Overlapping area represents the amount of predictability between Bridgemarq Real time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Bridgemarq Real Estate price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Bridgemarq Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Bridgemarq Real Estate lagged returns against current returns
Autocorrelation, which is Bridgemarq Real pink sheet'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 Bridgemarq Real's pink sheet expected returns. We can calculate the autocorrelation of Bridgemarq Real returns to help us make a trade decision. For example, suppose you find that Bridgemarq Real has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Bridgemarq Real 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 Bridgemarq Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bridgemarq Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bridgemarq Real pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bridgemarq Real Lagged Returns
When evaluating Bridgemarq Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bridgemarq Real pink sheet have on its future price. Bridgemarq Real 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, Bridgemarq Real autocorrelation shows the relationship between Bridgemarq Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bridgemarq Real Estate.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bridgemarq Pink Sheet
Bridgemarq Real financial ratios help investors to determine whether Bridgemarq Pink Sheet 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 Bridgemarq with respect to the benefits of owning Bridgemarq Real security.