Brixmor Property Stock Market Value
| BRX Stock | USD 29.83 0.10 0.34% |
| Symbol | Brixmor |
Brixmor Property Price To Book Ratio
Is Retail REITs 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 Brixmor Property. If investors know Brixmor 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 Brixmor Property 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 0.521 | Dividend Share 1.09 | Earnings Share 1.08 | Revenue Per Share 4.213 | Quarterly Revenue Growth 0.044 |
The market value of Brixmor Property is measured differently than its book value, which is the value of Brixmor that is recorded on the company's balance sheet. Investors also form their own opinion of Brixmor Property's value that differs from its market value or its book value, called intrinsic value, which is Brixmor Property'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 Brixmor Property's market value can be influenced by many factors that don't directly affect Brixmor Property'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 Brixmor Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brixmor Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brixmor Property'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.
Brixmor Property '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 Brixmor Property'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 Brixmor Property.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Brixmor Property on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Brixmor Property or generate 0.0% return on investment in Brixmor Property over 30 days. Brixmor Property is related to or competes with Site Centers, Acadia Realty, Netstreit Corp, Urban Edge, Kite Realty, Retail Opportunity, and Inventrust Properties. Brixmor is a real estate investment trust that owns and operates a high-quality, national portfolio of open-air shopping... More
Brixmor Property 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 Brixmor Property'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 Brixmor Property upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.886 | |||
| Information Ratio | 0.083 | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.94 |
Brixmor Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brixmor Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brixmor Property's standard deviation. In reality, there are many statistical measures that can use Brixmor Property historical prices to predict the future Brixmor Property's volatility.| Risk Adjusted Performance | 0.1509 | |||
| Jensen Alpha | 0.155 | |||
| Total Risk Alpha | 0.0531 | |||
| Sortino Ratio | 0.0916 | |||
| Treynor Ratio | 0.7019 |
Brixmor Property Backtested Returns
At this stage we consider Brixmor Stock to be very steady. Brixmor Property secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Brixmor Property, which you can use to evaluate the volatility of the firm. Please confirm Brixmor Property's Mean Deviation of 0.7203, downside deviation of 0.886, and Risk Adjusted Performance of 0.1509 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Brixmor Property has a performance score of 12 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brixmor Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brixmor Property is expected to be smaller as well. Brixmor Property right now shows a risk of 0.97%. Please confirm Brixmor Property sortino ratio, as well as the relationship between the semi variance and rate of daily change , to decide if Brixmor Property will be following its price patterns.
Auto-correlation | 0.66 |
Good predictability
Brixmor Property has good predictability. Overlapping area represents the amount of predictability between Brixmor Property time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Brixmor Property price movement. The serial correlation of 0.66 indicates that around 66.0% of current Brixmor Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Brixmor Property lagged returns against current returns
Autocorrelation, which is Brixmor Property 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 Brixmor Property's stock expected returns. We can calculate the autocorrelation of Brixmor Property returns to help us make a trade decision. For example, suppose you find that Brixmor Property 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 |
Brixmor Property 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 Brixmor Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brixmor Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brixmor Property stock over time.
Current vs Lagged Prices |
| Timeline |
Brixmor Property Lagged Returns
When evaluating Brixmor Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brixmor Property stock have on its future price. Brixmor Property 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, Brixmor Property autocorrelation shows the relationship between Brixmor Property stock current value and its past values and can show if there is a momentum factor associated with investing in Brixmor Property.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Brixmor Stock Analysis
When running Brixmor Property's price analysis, check to measure Brixmor Property'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 Brixmor Property is operating at the current time. Most of Brixmor Property's value examination focuses on studying past and present price action to predict the probability of Brixmor Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brixmor Property's price. Additionally, you may evaluate how the addition of Brixmor Property to your portfolios can decrease your overall portfolio volatility.