Brookfield Wealth Solutions Stock Market Value
| BNT Stock | 59.75 1.43 2.45% |
| Symbol | Brookfield |
Is Insurance 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 Brookfield Wealth. 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 Wealth 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 Wealth 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 Wealth's value that differs from its market value or its book value, called intrinsic value, which is Brookfield Wealth'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 Wealth's market value can be influenced by many factors that don't directly affect Brookfield Wealth'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 Wealth's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brookfield Wealth is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brookfield Wealth'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 Wealth '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 Wealth'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 Wealth.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Brookfield Wealth on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Brookfield Wealth Solutions or generate 0.0% return on investment in Brookfield Wealth over 720 days. Brookfield Wealth is related to or competes with Iridium Communications, Western Acquisition, Allient, PennantPark Floating, Independence Realty, Alvarium Tiedemann, and Nomura Holdings. Brookfield Wealth is entity of United States More
Brookfield Wealth 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 Wealth'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 Wealth Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | 0.1275 | |||
| Maximum Drawdown | 9.53 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 2.83 |
Brookfield Wealth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield Wealth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookfield Wealth's standard deviation. In reality, there are many statistical measures that can use Brookfield Wealth historical prices to predict the future Brookfield Wealth's volatility.| Risk Adjusted Performance | 0.1635 | |||
| Jensen Alpha | 0.1429 | |||
| Total Risk Alpha | 0.0709 | |||
| Sortino Ratio | 0.1319 | |||
| Treynor Ratio | 0.2117 |
Brookfield Wealth Backtested Returns
Brookfield Wealth appears to be very steady, given 3 months investment horizon. Brookfield Wealth secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Brookfield Wealth Solutions, which you can use to evaluate the volatility of the firm. Please makes use of Brookfield Wealth's Mean Deviation of 1.27, risk adjusted performance of 0.1635, and Downside Deviation of 1.61 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brookfield Wealth holds a performance score of 15. The firm shows a Beta (market volatility) of 1.57, 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, Brookfield Wealth will likely underperform. Please check Brookfield Wealth's semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Brookfield Wealth's price patterns will revert.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Brookfield Wealth Solutions has insignificant reverse predictability. Overlapping area represents the amount of predictability between Brookfield Wealth time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th 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 Brookfield Wealth price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Brookfield Wealth price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 34.72 |
Brookfield Wealth lagged returns against current returns
Autocorrelation, which is Brookfield Wealth 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 Wealth's stock expected returns. We can calculate the autocorrelation of Brookfield Wealth returns to help us make a trade decision. For example, suppose you find that Brookfield Wealth 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 |
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Brookfield Wealth 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 Wealth stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookfield Wealth stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookfield Wealth stock over time.
Current vs Lagged Prices |
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Brookfield Wealth Lagged Returns
When evaluating Brookfield Wealth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookfield Wealth stock have on its future price. Brookfield Wealth 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 Wealth autocorrelation shows the relationship between Brookfield Wealth stock current value and its past values and can show if there is a momentum factor associated with investing in Brookfield Wealth Solutions.
Regressed Prices |
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Additional Tools for Brookfield Stock Analysis
When running Brookfield Wealth's price analysis, check to measure Brookfield Wealth'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 Wealth is operating at the current time. Most of Brookfield Wealth's value examination focuses on studying past and present price action to predict the probability of Brookfield Wealth's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brookfield Wealth's price. Additionally, you may evaluate how the addition of Brookfield Wealth to your portfolios can decrease your overall portfolio volatility.