Bryn Resources Stock Market Value
| BRYN Stock | USD 0.0001 0.00 0.00% |
| Symbol | Bryn |
Bryn Resources '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 Bryn Resources' 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 Bryn Resources.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Bryn Resources on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Bryn Resources or generate 0.0% return on investment in Bryn Resources over 180 days. BRYN Resources Inc. provides corporate, capital, and communication services for small businesses worldwide More
Bryn Resources 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 Bryn Resources' 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 Bryn Resources upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 50.0 |
Bryn Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bryn Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bryn Resources' standard deviation. In reality, there are many statistical measures that can use Bryn Resources historical prices to predict the future Bryn Resources' volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.79) | |||
| Total Risk Alpha | (1.38) | |||
| Treynor Ratio | (2.29) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bryn Resources' 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.
Bryn Resources Backtested Returns
Bryn Resources 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. Bryn Resources exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bryn Resources' Standard Deviation of 6.15, risk adjusted performance of (0.08), and Mean Deviation of 1.49 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bryn Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Bryn Resources is expected to be smaller as well. At this point, Bryn Resources has a negative expected return of -0.79%. Please make sure to confirm Bryn Resources' market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to decide if Bryn Resources performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
Bryn Resources has average predictability. Overlapping area represents the amount of predictability between Bryn Resources time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Bryn Resources price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Bryn Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bryn Resources lagged returns against current returns
Autocorrelation, which is Bryn Resources 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 Bryn Resources' pink sheet expected returns. We can calculate the autocorrelation of Bryn Resources returns to help us make a trade decision. For example, suppose you find that Bryn Resources 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 |
Bryn Resources 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 Bryn Resources pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bryn Resources pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bryn Resources pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bryn Resources Lagged Returns
When evaluating Bryn Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bryn Resources pink sheet have on its future price. Bryn Resources 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, Bryn Resources autocorrelation shows the relationship between Bryn Resources pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bryn Resources.
Regressed Prices |
| Timeline |
Pair Trading with Bryn Resources
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Bryn Resources position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Bryn Resources will appreciate offsetting losses from the drop in the long position's value.Moving against Bryn Pink Sheet
| 0.76 | STAG | STAG Industrial | PairCorr |
| 0.68 | EGP | EastGroup Properties | PairCorr |
| 0.65 | APGE | Apogee Therapeutics, | PairCorr |
| 0.63 | ARRXF | Archer Materials | PairCorr |
| 0.59 | SHG | Shinhan Financial | PairCorr |
The ability to find closely correlated positions to Bryn Resources could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bryn Resources when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Bryn Resources - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Bryn Resources to buy it.
The correlation of Bryn Resources is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Bryn Resources moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bryn Resources moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Bryn Resources can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Bryn Pink Sheet
Bryn Resources financial ratios help investors to determine whether Bryn 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 Bryn with respect to the benefits of owning Bryn Resources security.