Brockhaus Capital (Germany) Market Value
| BKHT Stock | EUR 16.40 0.70 4.46% |
| Symbol | Brockhaus |
Brockhaus Capital '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 Brockhaus Capital'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 Brockhaus Capital.
| 01/21/2025 |
| 04/21/2025 |
If you would invest 0.00 in Brockhaus Capital on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Brockhaus Capital Management or generate 0.0% return on investment in Brockhaus Capital over 90 days. Brockhaus Capital is related to or competes with Gol Intelligent, LPKF Laser, Samsung Electronics, STORE ELECTRONIC, Aegean Airlines, and Southwest Airlines. Brockhaus Capital Management AG operates as a technology holding company that acquires and holds majority stakes in grow... More
Brockhaus Capital 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 Brockhaus Capital'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 Brockhaus Capital Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 23.85 | |||
| Value At Risk | (6.27) | |||
| Potential Upside | 4.75 |
Brockhaus Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brockhaus Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brockhaus Capital's standard deviation. In reality, there are many statistical measures that can use Brockhaus Capital historical prices to predict the future Brockhaus Capital's volatility.| Risk Adjusted Performance | (0.21) | |||
| Jensen Alpha | (0.42) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (1.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brockhaus Capital'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.
Brockhaus Capital Backtested Returns
Brockhaus Capital secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. Brockhaus Capital Management exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brockhaus Capital's Standard Deviation of 3.65, risk adjusted performance of (0.21), and Mean Deviation of 2.53 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brockhaus Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brockhaus Capital is expected to be smaller as well. At this point, Brockhaus Capital has a negative expected return of -0.48%. Please make sure to confirm Brockhaus Capital's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Brockhaus Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.44 |
Average predictability
Brockhaus Capital Management has average predictability. Overlapping area represents the amount of predictability between Brockhaus Capital time series from 21st of January 2025 to 7th of March 2025 and 7th of March 2025 to 21st of April 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Brockhaus Capital price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Brockhaus Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 3.15 |
Brockhaus Capital lagged returns against current returns
Autocorrelation, which is Brockhaus Capital 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 Brockhaus Capital's stock expected returns. We can calculate the autocorrelation of Brockhaus Capital returns to help us make a trade decision. For example, suppose you find that Brockhaus Capital 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 |
Brockhaus Capital 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 Brockhaus Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brockhaus Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brockhaus Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Brockhaus Capital Lagged Returns
When evaluating Brockhaus Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brockhaus Capital stock have on its future price. Brockhaus Capital 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, Brockhaus Capital autocorrelation shows the relationship between Brockhaus Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Brockhaus Capital Management.
Regressed Prices |
| Timeline |
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Other Information on Investing in Brockhaus Stock
Brockhaus Capital financial ratios help investors to determine whether Brockhaus Stock 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 Brockhaus with respect to the benefits of owning Brockhaus Capital security.