Brookstone Active Etf Market Value
| BAMA Etf | 34.73 0.01 0.03% |
| Symbol | Brookstone |
Brookstone Active ETF's market price often diverges from its book value, the accounting figure shown on Brookstone's balance sheet. Smart investors calculate Brookstone Active's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Brookstone Active's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between Brookstone Active's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Brookstone Active should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, Brookstone Active'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.
Brookstone Active '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 Brookstone Active'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 Brookstone Active.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Brookstone Active on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Brookstone Active ETF or generate 0.0% return on investment in Brookstone Active over 90 days. Brookstone Active is related to or competes with Brookstone Opportunities, Advisors Inner, Ultimus Managers, IShares Trust, Brookstone Yield, First Trust, and Alpha Architect. More
Brookstone Active 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 Brookstone Active'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 Brookstone Active ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5587 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 2.48 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 0.7501 |
Brookstone Active Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookstone Active's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookstone Active's standard deviation. In reality, there are many statistical measures that can use Brookstone Active historical prices to predict the future Brookstone Active's volatility.| Risk Adjusted Performance | 0.0636 | |||
| Jensen Alpha | 0.0122 | |||
| Total Risk Alpha | 0.0015 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0775 |
Brookstone Active January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0636 | |||
| Market Risk Adjusted Performance | 0.0875 | |||
| Mean Deviation | 0.3645 | |||
| Semi Deviation | 0.4471 | |||
| Downside Deviation | 0.5587 | |||
| Coefficient Of Variation | 1061.44 | |||
| Standard Deviation | 0.4901 | |||
| Variance | 0.2402 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0122 | |||
| Total Risk Alpha | 0.0015 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0775 | |||
| Maximum Drawdown | 2.48 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 0.7501 | |||
| Downside Variance | 0.3122 | |||
| Semi Variance | 0.1999 | |||
| Expected Short fall | (0.38) | |||
| Skewness | (0.46) | |||
| Kurtosis | 0.5752 |
Brookstone Active ETF Backtested Returns
At this point, Brookstone Active is very steady. Brookstone Active ETF secures Sharpe Ratio (or Efficiency) of 0.0942, which signifies that the etf had a 0.0942 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Brookstone Active ETF, which you can use to evaluate the volatility of the entity. Please confirm Brookstone Active's Mean Deviation of 0.3645, downside deviation of 0.5587, and Risk Adjusted Performance of 0.0636 to double-check if the risk estimate we provide is consistent with the expected return of 0.0462%. The etf shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brookstone Active's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brookstone Active is expected to be smaller as well.
Auto-correlation | 0.13 |
Insignificant predictability
Brookstone Active ETF has insignificant predictability. Overlapping area represents the amount of predictability between Brookstone Active 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 Brookstone Active ETF price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Brookstone Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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Check out Brookstone Active Correlation, Brookstone Active Volatility and Brookstone Active Performance module to complement your research on Brookstone Active. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Brookstone Active technical etf 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, etf market cycles, or different charting patterns.