Brightsphere Investment Group Stock Market Value
| BSIG Stock | USD 30.99 0.46 1.51% |
| Symbol | Brightsphere |
Brightsphere Investment Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Brightsphere Investment. If investors know Brightsphere will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Brightsphere Investment listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.02) | Dividend Share 0.04 | Earnings Share 1.64 | Revenue Per Share 12.087 | Quarterly Revenue Growth 0.147 |
The market value of Brightsphere Investment is measured differently than its book value, which is the value of Brightsphere that is recorded on the company's balance sheet. Investors also form their own opinion of Brightsphere Investment's value that differs from its market value or its book value, called intrinsic value, which is Brightsphere Investment's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Brightsphere Investment's market value can be influenced by many factors that don't directly affect Brightsphere Investment's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Brightsphere Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brightsphere Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brightsphere Investment's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Brightsphere Investment '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 Brightsphere Investment'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 Brightsphere Investment.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Brightsphere Investment on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Brightsphere Investment Group or generate 0.0% return on investment in Brightsphere Investment over 30 days. Brightsphere Investment is related to or competes with Munivest Fund, Blackrock Muniyield, Blackrock Muniyield, Blackrock Muniholdings, Blackrock Muniholdings, DWS Municipal, and Blackrock Muni. BrightSphere Investment Group Inc. is a publically owned asset management holding company More
Brightsphere Investment 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 Brightsphere Investment'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 Brightsphere Investment Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.81 | |||
| Information Ratio | 0.162 | |||
| Maximum Drawdown | 9.55 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 3.12 |
Brightsphere Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brightsphere Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brightsphere Investment's standard deviation. In reality, there are many statistical measures that can use Brightsphere Investment historical prices to predict the future Brightsphere Investment's volatility.| Risk Adjusted Performance | 0.172 | |||
| Jensen Alpha | 0.229 | |||
| Total Risk Alpha | 0.1621 | |||
| Sortino Ratio | 0.1775 | |||
| Treynor Ratio | 0.2187 |
Brightsphere Investment Backtested Returns
Brightsphere Investment appears to be very steady, given 3 months investment horizon. Brightsphere Investment secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Brightsphere Investment Group, which you can use to evaluate the volatility of the firm. Please makes use of Brightsphere Investment's Downside Deviation of 1.81, risk adjusted performance of 0.172, and Mean Deviation of 1.43 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brightsphere Investment holds a performance score of 16. The firm shows a Beta (market volatility) of 1.92, 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, Brightsphere Investment will likely underperform. Please check Brightsphere Investment's jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Brightsphere Investment's price patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
Brightsphere Investment Group has very good predictability. Overlapping area represents the amount of predictability between Brightsphere Investment time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Brightsphere Investment price movement. The serial correlation of 0.81 indicates that around 81.0% of current Brightsphere Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Brightsphere Investment lagged returns against current returns
Autocorrelation, which is Brightsphere Investment 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 Brightsphere Investment's stock expected returns. We can calculate the autocorrelation of Brightsphere Investment returns to help us make a trade decision. For example, suppose you find that Brightsphere Investment 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 |
Brightsphere Investment 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 Brightsphere Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brightsphere Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brightsphere Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Brightsphere Investment Lagged Returns
When evaluating Brightsphere Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brightsphere Investment stock have on its future price. Brightsphere Investment 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, Brightsphere Investment autocorrelation shows the relationship between Brightsphere Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Brightsphere Investment Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Brightsphere Investment is a strong investment it is important to analyze Brightsphere Investment's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Brightsphere Investment's future performance. For an informed investment choice regarding Brightsphere Stock, refer to the following important reports:Check out Brightsphere Investment Correlation, Brightsphere Investment Volatility and Brightsphere Investment Alpha and Beta module to complement your research on Brightsphere Investment. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Brightsphere Investment technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.