Brown Brown Stock Market Value
| BRO Stock | USD 90.00 0.10 0.11% |
| Symbol | Brown |
Brown Brown Price To Book Ratio
Is Insurance Brokers 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 Brown Brown. If investors know Brown 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 Brown Brown 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 0.229 | Dividend Share 0.49 | Earnings Share 3.24 | Revenue Per Share 15.465 | Quarterly Revenue Growth 0.118 |
The market value of Brown Brown is measured differently than its book value, which is the value of Brown that is recorded on the company's balance sheet. Investors also form their own opinion of Brown Brown's value that differs from its market value or its book value, called intrinsic value, which is Brown Brown'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 Brown Brown's market value can be influenced by many factors that don't directly affect Brown Brown'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 Brown Brown's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brown Brown is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brown Brown'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.
Brown Brown '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 Brown Brown'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 Brown Brown.
| 03/08/2024 |
| 06/06/2024 |
If you would invest 0.00 in Brown Brown on March 8, 2024 and sell it all today you would earn a total of 0.00 from holding Brown Brown or generate 0.0% return on investment in Brown Brown over 90 days. Brown Brown is related to or competes with CorVel Corp, Crawford, Fanhua, and Crawford. Brown Brown, Inc. markets and sells insurance products and services in the United States, Bermuda, Canada, Ireland, the ... More
Brown Brown 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 Brown Brown'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 Brown Brown upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.0883 | |||
| Maximum Drawdown | 3.95 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.46 |
Brown Brown Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brown Brown's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brown Brown's standard deviation. In reality, there are many statistical measures that can use Brown Brown historical prices to predict the future Brown Brown's volatility.| Risk Adjusted Performance | 0.0766 | |||
| Jensen Alpha | 0.0858 | |||
| Total Risk Alpha | 0.0762 | |||
| Sortino Ratio | 0.0827 | |||
| Treynor Ratio | 0.1053 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brown Brown'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.
Brown Brown Backtested Returns
We consider Brown Brown very steady. Brown Brown secures Sharpe Ratio (or Efficiency) of 0.0981, which signifies that the company had a 0.0981% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Brown Brown, which you can use to evaluate the volatility of the firm. Please confirm Brown Brown's Downside Deviation of 1.03, risk adjusted performance of 0.0766, and Mean Deviation of 0.7709 to double-check if the risk estimate we provide is consistent with the expected return of 0.0958%. Brown Brown has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.97, which signifies possible diversification benefits within a given portfolio. Brown Brown returns are very sensitive to returns on the market. As the market goes up or down, Brown Brown is expected to follow. Brown Brown right now shows a risk of 0.98%. Please confirm Brown Brown semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Brown Brown will be following its price patterns.
Auto-correlation | -0.45 |
Modest reverse predictability
Brown Brown has modest reverse predictability. Overlapping area represents the amount of predictability between Brown Brown time series from 8th of March 2024 to 22nd of April 2024 and 22nd of April 2024 to 6th of June 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 Brown Brown price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Brown Brown price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 10.09 |
Brown Brown lagged returns against current returns
Autocorrelation, which is Brown Brown 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 Brown Brown's stock expected returns. We can calculate the autocorrelation of Brown Brown returns to help us make a trade decision. For example, suppose you find that Brown Brown 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 |
Brown Brown 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 Brown Brown stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brown Brown stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brown Brown stock over time.
Current vs Lagged Prices |
| Timeline |
Brown Brown Lagged Returns
When evaluating Brown Brown's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brown Brown stock have on its future price. Brown Brown 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, Brown Brown autocorrelation shows the relationship between Brown Brown stock current value and its past values and can show if there is a momentum factor associated with investing in Brown Brown.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectAdditional Information and Resources on Investing in Brown Stock
When determining whether Brown Brown offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Brown Brown's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Brown Brown Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Brown Brown Stock:Check out Brown Brown Correlation, Brown Brown Volatility and Brown Brown Alpha and Beta module to complement your research on Brown Brown. To learn how to invest in Brown Stock, please use our How to Invest in Brown Brown guide.You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Brown Brown 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.