Brompton Split Corp Etf Market Value
| SPLT Etf | 10.88 0.01 0.09% |
| Symbol | Brompton |
Brompton Split '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 Brompton Split's etf 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 Brompton Split.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Brompton Split on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Brompton Split Corp or generate 0.0% return on investment in Brompton Split over 90 days. Brompton Split is related to or competes with RBC Canadian, IShares 1, BMO Equal, Dynamic Active, IShares ESG, Global X, and IShares MSCI. Brompton Split is entity of Canada. It is traded as Etf on TO exchange. More
Brompton Split 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 Brompton Split's etf 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 Brompton Split Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2701 | |||
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 1.3 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.3735 |
Brompton Split Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brompton Split's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brompton Split's standard deviation. In reality, there are many statistical measures that can use Brompton Split historical prices to predict the future Brompton Split's volatility.| Risk Adjusted Performance | 0.0366 | |||
| Jensen Alpha | 0.0054 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.23) | |||
| Treynor Ratio | 0.1956 |
Brompton Split March 3, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.0366 | |||
| Market Risk Adjusted Performance | 0.2056 | |||
| Mean Deviation | 0.1913 | |||
| Semi Deviation | 0.1819 | |||
| Downside Deviation | 0.2701 | |||
| Coefficient Of Variation | 1321.62 | |||
| Standard Deviation | 0.2446 | |||
| Variance | 0.0598 | |||
| Information Ratio | (0.26) | |||
| Jensen Alpha | 0.0054 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.23) | |||
| Treynor Ratio | 0.1956 | |||
| Maximum Drawdown | 1.3 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.3735 | |||
| Downside Variance | 0.073 | |||
| Semi Variance | 0.0331 | |||
| Expected Short fall | (0.23) | |||
| Skewness | (0.21) | |||
| Kurtosis | 0.3924 |
Brompton Split Corp Backtested Returns
As of now, Brompton Etf is very steady. Brompton Split Corp secures Sharpe Ratio (or Efficiency) of 0.062, which signifies that the etf had a 0.062 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Brompton Split Corp, which you can use to evaluate the volatility of the entity. Please confirm Brompton Split's Risk Adjusted Performance of 0.0366, mean deviation of 0.1913, and Downside Deviation of 0.2701 to double-check if the risk estimate we provide is consistent with the expected return of 0.0141%. The etf shows a Beta (market volatility) of 0.0435, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brompton Split's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brompton Split is expected to be smaller as well.
Auto-correlation | 0.06 |
Virtually no predictability
Brompton Split Corp has virtually no predictability. Overlapping area represents the amount of predictability between Brompton Split time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Brompton Split Corp price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Brompton Split price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pair Trading with Brompton Split
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 Brompton Split 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 Brompton Split will appreciate offsetting losses from the drop in the long position's value.Moving together with Brompton Etf
The ability to find closely correlated positions to Brompton Split could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Brompton Split 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 Brompton Split - 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 Brompton Split Corp to buy it.
The correlation of Brompton Split 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 Brompton Split moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Brompton Split Corp 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 Brompton Split 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 Brompton Etf
Brompton Split financial ratios help investors to determine whether Brompton Etf 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 Brompton with respect to the benefits of owning Brompton Split security.