Brookfield Stock Market Value

BAM
 Stock
  

USD 43.35  0.80  1.81%   

Brookfield Asset's market value is the price at which a share of Brookfield Asset stock trades on a public exchange. It measures the collective expectations of Brookfield Asset Management investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Brookfield Asset Management and determine expected loss or profit from investing in Brookfield Asset over a given investment horizon. Continue to Brookfield Asset Correlation, Brookfield Asset Volatility and Brookfield Asset Alpha and Beta module to complement your research on Brookfield Asset.
Symbol


Is Brookfield Asset's industry 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 Brookfield Asset. If investors know Brookfield 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 Brookfield Asset listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Brookfield Asset Man is measured differently than its book value, which is the value of Brookfield that is recorded on the company's balance sheet. Investors also form their own opinion of Brookfield Asset's value that differs from its market value or its book value, called intrinsic value, which is Brookfield Asset'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 Brookfield Asset's market value can be influenced by many factors that don't directly affect Brookfield Asset'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 Brookfield Asset's value and its price as these two are different measures arrived at by different means. Investors typically determine Brookfield Asset value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brookfield Asset'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.

Brookfield Asset '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 Brookfield Asset'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 Brookfield Asset.
0.00
11/07/2022
No Change 0.00  0.0 
In 30 days
12/07/2022
0.00
If you would invest  0.00  in Brookfield Asset on November 7, 2022 and sell it all today you would earn a total of 0.00 from holding Brookfield Asset Management or generate 0.0% return on investment in Brookfield Asset over 30 days. Brookfield Asset is related to or competes with Croda International, Solvay SA, LAir Liquide, Westlake Chemical, Akzo Nobel, Air Products, and Novozymes. Brookfield Asset Management is an alternative asset manager and REITReal Estate Investment Manager firm focuses on real ... More

Brookfield Asset 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 Brookfield Asset'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 Brookfield Asset Management upside and downside potential and time the market with a certain degree of confidence.

Brookfield Asset Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookfield Asset's standard deviation. In reality, there are many statistical measures that can use Brookfield Asset historical prices to predict the future Brookfield Asset's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Brookfield Asset'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. Please use the tools below to analyze the current value of Brookfield Asset in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
40.5443.2645.98
Details
Intrinsic
Valuation
LowReal ValueHigh
39.0254.7657.48
Details
Naive
Forecast
LowNext ValueHigh
39.4842.2044.92
Details
5 Analysts
Consensus
LowTarget PriceHigh
59.0065.6772.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Brookfield Asset. Your research has to be compared to or analyzed against Brookfield Asset's peers to derive any actionable benefits. When done correctly, Brookfield Asset's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Brookfield Asset Man.

Brookfield Asset Man Backtested Returns

Brookfield Asset Man secures Sharpe Ratio (or Efficiency) of -0.0615, which signifies that the company had -0.0615% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Brookfield Asset Management exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Brookfield Asset Man risk adjusted performance of (0.05), and Mean Deviation of 2.17 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.5928, which signifies a somewhat significant risk relative to the market. Let's try to break down what Brookfield's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Brookfield Asset will likely underperform. Even though it is essential to pay attention to Brookfield Asset Man historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Brookfield Asset Management exposes twenty-one different technical indicators, which can help you to evaluate its performance. Brookfield Asset Man has an expected return of -0.17%. Please be advised to confirm Brookfield Asset Man maximum drawdown, and the relationship between the information ratio and downside variance to decide if Brookfield Asset Man performance from the past will be repeated at some point in the near future.

Auto-correlation

    
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No correlation between past and present

Brookfield Asset Management has no correlation between past and present. Overlapping area represents the amount of predictability between Brookfield Asset time series from 7th of November 2022 to 22nd of November 2022 and 22nd of November 2022 to 7th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Brookfield Asset Man price movement. The serial correlation of 0.0 indicates that just 0.0% of current Brookfield Asset price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test-0.13
Residual Average0.0
Price Variance1.26

Brookfield Asset Man lagged returns against current returns

Autocorrelation, which is Brookfield Asset 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 Brookfield Asset's stock expected returns. We can calculate the autocorrelation of Brookfield Asset returns to help us make a trade decision. For example, suppose you find that Brookfield Asset stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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Brookfield Asset 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 Brookfield Asset stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookfield Asset stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookfield Asset stock over time.
   Current vs Lagged Prices   
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Brookfield Asset Lagged Returns

When evaluating Brookfield Asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookfield Asset stock have on its future price. Brookfield Asset 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, Brookfield Asset autocorrelation shows the relationship between Brookfield Asset stock current value and its past values and can show if there is a momentum factor associated with investing in Brookfield Asset Management.
   Regressed Prices   
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       Timeline  

Brookfield Asset Investors Sentiment

The influence of Brookfield Asset's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Brookfield. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Brookfield Asset's public news can be used to forecast risks associated with investment in Brookfield. The trend in average sentiment can be used to explain how an investor holding Brookfield can time the market purely based on public headlines and social activities around Brookfield Asset Management. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Brookfield Asset's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Brookfield Asset's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Brookfield Asset's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Brookfield Asset.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Brookfield Asset in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Brookfield Asset's short interest history, or implied volatility extrapolated from Brookfield Asset options trading.

Pair Trading with Brookfield Asset

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 Brookfield Asset 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 Brookfield Asset will appreciate offsetting losses from the drop in the long position's value.

Moving together with Brookfield Asset

+0.66KOCoca-Cola Aggressive PushPairCorr
+0.71AAAlcoa Corp Buyout TrendPairCorr
The ability to find closely correlated positions to Brookfield Asset could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Brookfield Asset 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 Brookfield Asset - 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 Brookfield Asset Management to buy it.
The correlation of Brookfield Asset is a statistical measure of how it moves in relation to other equities. 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 Brookfield Asset moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Brookfield Asset Man 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 Brookfield Asset 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.
Pair CorrelationCorrelation Matching
Continue to Brookfield Asset Correlation, Brookfield Asset Volatility and Brookfield Asset Alpha and Beta module to complement your research on Brookfield Asset. Note that the Brookfield Asset Man information on this page should be used as a complementary analysis to other Brookfield Asset's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try ETF Directory module to find actively traded Exchange Traded Funds (ETF) from around the world.

Complementary Tools for Brookfield Stock analysis

When running Brookfield Asset Man price analysis, check to measure Brookfield Asset'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 Brookfield Asset is operating at the current time. Most of Brookfield Asset's value examination focuses on studying past and present price action to predict the probability of Brookfield Asset's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Brookfield Asset's price. Additionally, you may evaluate how the addition of Brookfield Asset to your portfolios can decrease your overall portfolio volatility.
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Brookfield Asset 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.
A focus of Brookfield Asset technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Brookfield Asset trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...