Brookfield Real Assets Stock Market Value
| RA Stock | USD 13.26 0.05 0.38% |
| Symbol | Brookfield |
Brookfield Real Assets Price To Book Ratio
Is Asset Management & Custody Banks 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 Real. 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 Real listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 1.18 |
The market value of Brookfield Real Assets 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 Real's value that differs from its market value or its book value, called intrinsic value, which is Brookfield Real'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 Real's market value can be influenced by many factors that don't directly affect Brookfield Real'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 Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brookfield Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brookfield Real'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 Real '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 Real'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 Real.
| 04/26/2025 |
| 07/25/2025 |
If you would invest 0.00 in Brookfield Real on April 26, 2025 and sell it all today you would earn a total of 0.00 from holding Brookfield Real Assets or generate 0.0% return on investment in Brookfield Real over 90 days. Brookfield Real is related to or competes with Pimco Dynamic, Pimco Corporate, Cornerstone Strategic, Cornerstone Strategic, Pimco Dynamic, Guggenheim Strategic, and Reaves Utility. Brookfield Real Assets Income Fund Inc. is a closed ended fixed income mutual fund launched and managed by Brookfield In... More
Brookfield Real 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 Real'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 Real Assets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5441 | |||
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 2.98 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.8814 |
Brookfield Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookfield Real's standard deviation. In reality, there are many statistical measures that can use Brookfield Real historical prices to predict the future Brookfield Real's volatility.| Risk Adjusted Performance | 0.1795 | |||
| Jensen Alpha | 0.0948 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.23) | |||
| Treynor Ratio | 2.35 |
Brookfield Real Assets Backtested Returns
At this point, Brookfield Real is very steady. Brookfield Real Assets secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Brookfield Real Assets, which you can use to evaluate the volatility of the firm. Please confirm Brookfield Real's Downside Deviation of 0.5441, risk adjusted performance of 0.1795, and Mean Deviation of 0.354 to double-check if the risk estimate we provide is consistent with the expected return of 0.0938%. Brookfield Real has a performance score of 16 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0448, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brookfield Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brookfield Real is expected to be smaller as well. Brookfield Real Assets right now shows a risk of 0.44%. Please confirm Brookfield Real Assets maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to decide if Brookfield Real Assets will be following its price patterns.
Auto-correlation | 0.46 |
Average predictability
Brookfield Real Assets has average predictability. Overlapping area represents the amount of predictability between Brookfield Real time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th of July 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 Brookfield Real Assets price movement. The serial correlation of 0.46 indicates that about 46.0% of current Brookfield Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Brookfield Real Assets lagged returns against current returns
Autocorrelation, which is Brookfield Real 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 Real's stock expected returns. We can calculate the autocorrelation of Brookfield Real returns to help us make a trade decision. For example, suppose you find that Brookfield Real 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 |
Brookfield Real 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 Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookfield Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookfield Real stock over time.
Current vs Lagged Prices |
| Timeline |
Brookfield Real Lagged Returns
When evaluating Brookfield Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookfield Real stock have on its future price. Brookfield Real 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 Real autocorrelation shows the relationship between Brookfield Real stock current value and its past values and can show if there is a momentum factor associated with investing in Brookfield Real Assets.
Regressed Prices |
| Timeline |
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Check out Brookfield Real Correlation, Brookfield Real Volatility and Brookfield Real Alpha and Beta module to complement your research on Brookfield Real. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Brookfield Real 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.