Brompton Split Corp Etf Fundamentals
| SPLT Etf | 10.84 0.04 0.37% |
As of the 29th of January, Brompton Split shows the Standard Deviation of 0.2266, risk adjusted performance of (0.05), and Mean Deviation of 0.1719. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Brompton Split, as well as the relationship between them.
Brompton Split's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Brompton Split's valuation are provided below:Market Capitalisation {Big=0, Small=0, Mega=0, Medium=0, Micro=10.11557} |
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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Brompton Split on October 31, 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.
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 1.28 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.2768 |
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 | (0.05) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 4.16 |
Brompton Split January 29, 2026 Technical Indicators
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| Risk Adjusted Performance | (0.05) | |||
| Market Risk Adjusted Performance | 4.17 | |||
| Mean Deviation | 0.1719 | |||
| Coefficient Of Variation | (2,376) | |||
| Standard Deviation | 0.2266 | |||
| Variance | 0.0513 | |||
| Information Ratio | (0.37) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 4.16 | |||
| Maximum Drawdown | 1.28 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.2768 | |||
| Skewness | (0.13) | |||
| Kurtosis | 0.9487 |
Brompton Split Corp Backtested Returns
Brompton Split Corp secures Sharpe Ratio (or Efficiency) of -0.0512, which signifies that the etf had a -0.0512 % return per unit of risk over the last 3 months. Brompton Split Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brompton Split's Mean Deviation of 0.1719, standard deviation of 0.2266, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The etf shows a Beta (market volatility) of -0.0047, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Brompton Split are expected to decrease at a much lower rate. During the bear market, Brompton Split is likely to outperform the market.
Auto-correlation | -0.55 |
Good reverse predictability
Brompton Split Corp has good reverse predictability. Overlapping area represents the amount of predictability between Brompton Split time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 -0.55 indicates that about 55.0% of current Brompton Split price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, Brompton Split Corp has an One Year Return of 3.6%. This is much higher than that of the family and significantly higher than that of the Alternative Credit Focused category. The one year return for all Canada etfs is notably lower than that of the firm.
Brompton One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Brompton Split's direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Brompton Split could also be used in its relative valuation, which is a method of valuing Brompton Split by comparing valuation metrics of similar companies.Brompton Split is currently under evaluation in one year return as compared to similar ETFs.
About Brompton Split Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Brompton Split Corp's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Brompton Split using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Brompton Split Corp based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Brompton Split is entity of Canada. It is traded as Etf on TO exchange.
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
Moving against 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.