Brunswick Exploration Stock Market Value
| BRW Stock | CAD 0.17 0.02 10.53% |
| Symbol | Brunswick |
Brunswick Exploration Price To Book Ratio
Brunswick Exploration '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 Brunswick Exploration'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 Brunswick Exploration.
| 05/07/2023 |
| 11/27/2024 |
If you would invest 0.00 in Brunswick Exploration on May 7, 2023 and sell it all today you would earn a total of 0.00 from holding Brunswick Exploration or generate 0.0% return on investment in Brunswick Exploration over 570 days. Brunswick Exploration is related to or competes with First Majestic, and Ivanhoe Energy. Brunswick Exploration Inc. focuses on the exploration and development of gold and base metal properties in eastern Canad... More
Brunswick Exploration 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 Brunswick Exploration'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 Brunswick Exploration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.13 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 38.38 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 16.67 |
Brunswick Exploration Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brunswick Exploration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brunswick Exploration's standard deviation. In reality, there are many statistical measures that can use Brunswick Exploration historical prices to predict the future Brunswick Exploration's volatility.| Risk Adjusted Performance | 0.0179 | |||
| Jensen Alpha | 0.286 | |||
| Total Risk Alpha | (1.07) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.04) |
Brunswick Exploration Backtested Returns
At this stage we consider Brunswick Stock to be out of control. Brunswick Exploration secures Sharpe Ratio (or Efficiency) of 0.0232, which signifies that the company had a 0.0232% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Brunswick Exploration, which you can use to evaluate the volatility of the firm. Please confirm Brunswick Exploration's Mean Deviation of 4.72, downside deviation of 7.13, and Risk Adjusted Performance of 0.0179 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. Brunswick Exploration has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -1.77, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Brunswick Exploration are expected to decrease by larger amounts. On the other hand, during market turmoil, Brunswick Exploration is expected to outperform it. Brunswick Exploration right now shows a risk of 7.62%. Please confirm Brunswick Exploration maximum drawdown and the relationship between the semi variance and day typical price , to decide if Brunswick Exploration will be following its price patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Brunswick Exploration has insignificant reverse predictability. Overlapping area represents the amount of predictability between Brunswick Exploration time series from 7th of May 2023 to 16th of February 2024 and 16th of February 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 Brunswick Exploration price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Brunswick Exploration price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Brunswick Exploration lagged returns against current returns
Autocorrelation, which is Brunswick Exploration 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 Brunswick Exploration's stock expected returns. We can calculate the autocorrelation of Brunswick Exploration returns to help us make a trade decision. For example, suppose you find that Brunswick Exploration 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 |
Brunswick Exploration 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 Brunswick Exploration stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brunswick Exploration stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brunswick Exploration stock over time.
Current vs Lagged Prices |
| Timeline |
Brunswick Exploration Lagged Returns
When evaluating Brunswick Exploration's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brunswick Exploration stock have on its future price. Brunswick Exploration 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, Brunswick Exploration autocorrelation shows the relationship between Brunswick Exploration stock current value and its past values and can show if there is a momentum factor associated with investing in Brunswick Exploration.
Regressed Prices |
| Timeline |
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Additional Tools for Brunswick Stock Analysis
When running Brunswick Exploration's price analysis, check to measure Brunswick Exploration'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 Brunswick Exploration is operating at the current time. Most of Brunswick Exploration's value examination focuses on studying past and present price action to predict the probability of Brunswick Exploration's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brunswick Exploration's price. Additionally, you may evaluate how the addition of Brunswick Exploration to your portfolios can decrease your overall portfolio volatility.