Brandywine Realty Trust Stock Market Value
| BDN Stock | USD 4.89 0.06 1.24% |
| Symbol | Brandywine |
Brandywine Realty Trust Price To Book Ratio
Is Brandywine Realty'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 Brandywine Realty. If investors know Brandywine 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 Brandywine Realty 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 5.506 | Dividend Share 0.64 | Earnings Share (1.22) | Revenue Per Share 2.484 | Quarterly Revenue Growth (0.09) |
The market value of Brandywine Realty Trust is measured differently than its book value, which is the value of Brandywine that is recorded on the company's balance sheet. Investors also form their own opinion of Brandywine Realty's value that differs from its market value or its book value, called intrinsic value, which is Brandywine Realty'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 Brandywine Realty's market value can be influenced by many factors that don't directly affect Brandywine Realty'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 Brandywine Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brandywine Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brandywine Realty'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.
Brandywine Realty '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 Brandywine Realty'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 Brandywine Realty.
| 10/18/2023 |
| 05/15/2024 |
If you would invest 0.00 in Brandywine Realty on October 18, 2023 and sell it all today you would earn a total of 0.00 from holding Brandywine Realty Trust or generate 0.0% return on investment in Brandywine Realty over 210 days. Brandywine Realty is related to or competes with Hudson Pacific, and Piedmont Office. Brandywine Realty Trust is one of the largest, publicly traded, full-service, integrated real estate companies in the Un... More
Brandywine Realty 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 Brandywine Realty'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 Brandywine Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.51 | |||
| Information Ratio | 0.1081 | |||
| Maximum Drawdown | 12.84 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 3.36 |
Brandywine Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brandywine Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brandywine Realty's standard deviation. In reality, there are many statistical measures that can use Brandywine Realty historical prices to predict the future Brandywine Realty's volatility.| Risk Adjusted Performance | 0.0958 | |||
| Jensen Alpha | 0.1622 | |||
| Total Risk Alpha | 0.051 | |||
| Sortino Ratio | 0.1029 | |||
| Treynor Ratio | 0.1426 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brandywine Realty'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.
Brandywine Realty Trust Backtested Returns
Brandywine Realty appears to be slightly risky, given 3 months investment horizon. Brandywine Realty Trust secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Brandywine Realty Trust, which you can use to evaluate the volatility of the firm. Please makes use of Brandywine Realty's mean deviation of 1.85, and Risk Adjusted Performance of 0.0958 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brandywine Realty holds a performance score of 11. The firm shows a Beta (market volatility) of 2.32, 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, Brandywine Realty will likely underperform. Please check Brandywine Realty's value at risk, rate of daily change, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Brandywine Realty's price patterns will revert.
Auto-correlation | 0.74 |
Good predictability
Brandywine Realty Trust has good predictability. Overlapping area represents the amount of predictability between Brandywine Realty time series from 18th of October 2023 to 31st of January 2024 and 31st of January 2024 to 15th of May 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 Brandywine Realty Trust price movement. The serial correlation of 0.74 indicates that around 74.0% of current Brandywine Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Brandywine Realty Trust lagged returns against current returns
Autocorrelation, which is Brandywine Realty 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 Brandywine Realty's stock expected returns. We can calculate the autocorrelation of Brandywine Realty returns to help us make a trade decision. For example, suppose you find that Brandywine Realty 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 |
Brandywine Realty 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 Brandywine Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brandywine Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brandywine Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Brandywine Realty Lagged Returns
When evaluating Brandywine Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brandywine Realty stock have on its future price. Brandywine Realty 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, Brandywine Realty autocorrelation shows the relationship between Brandywine Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Brandywine Realty Trust.
Regressed Prices |
| Timeline |
Pair Trading with Brandywine Realty
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 Brandywine Realty 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 Brandywine Realty will appreciate offsetting losses from the drop in the long position's value.Moving together with Brandywine Stock
| 0.89 | DOC | Healthpeak Properties Symbol Change | PairCorr |
| 0.92 | NHI | National Health Investors | PairCorr |
| 0.87 | UDR | UDR Inc | PairCorr |
Moving against Brandywine Stock
| 0.72 | DOUG | Douglas Elliman Buyout Trend | PairCorr |
| 0.68 | FR | First Industrial Realty | PairCorr |
| 0.68 | UK | Ucommune International | PairCorr |
| 0.66 | CHCT | Community Healthcare | PairCorr |
| 0.66 | ADC-PA | Agree Realty | PairCorr |
The ability to find closely correlated positions to Brandywine Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Brandywine Realty 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 Brandywine Realty - 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 Brandywine Realty Trust to buy it.
The correlation of Brandywine Realty 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 Brandywine Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Brandywine Realty Trust 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 Brandywine Realty 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.Check out Brandywine Realty Correlation, Brandywine Realty Volatility and Brandywine Realty Alpha and Beta module to complement your research on Brandywine Realty. Note that the Brandywine Realty Trust information on this page should be used as a complementary analysis to other Brandywine Realty'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 the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Complementary Tools for Brandywine Stock analysis
When running Brandywine Realty's price analysis, check to measure Brandywine Realty'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 Brandywine Realty is operating at the current time. Most of Brandywine Realty's value examination focuses on studying past and present price action to predict the probability of Brandywine Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brandywine Realty's price. Additionally, you may evaluate how the addition of Brandywine Realty to your portfolios can decrease your overall portfolio volatility.
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Brandywine Realty 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.