Brookstone Dividend Stock Etf Market Value
| BAMD Etf | 31.04 0.04 0.13% |
| Symbol | Brookstone |
The market value of Brookstone Dividend Stock is measured differently than its book value, which is the value of Brookstone that is recorded on the company's balance sheet. Investors also form their own opinion of Brookstone Dividend's value that differs from its market value or its book value, called intrinsic value, which is Brookstone Dividend'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 Brookstone Dividend's market value can be influenced by many factors that don't directly affect Brookstone Dividend'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 Brookstone Dividend's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brookstone Dividend is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brookstone Dividend'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 Dividend '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 Dividend'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 Dividend.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Brookstone Dividend on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Brookstone Dividend Stock or generate 0.0% return on investment in Brookstone Dividend over 90 days. Brookstone Dividend is related to or competes with Vanguard Mid, IShares Russell, SPDR Portfolio, Pacer Cash, WisdomTree MidCap, Invesco SP, and Invesco High. Brookstone Dividend is entity of United States More
Brookstone Dividend 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 Dividend'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 Dividend Stock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9296 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 4.33 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.35 |
Brookstone Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookstone Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookstone Dividend's standard deviation. In reality, there are many statistical measures that can use Brookstone Dividend historical prices to predict the future Brookstone Dividend's volatility.| Risk Adjusted Performance | 0.053 | |||
| Jensen Alpha | 0.0475 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | (0.59) |
Brookstone Dividend Stock Backtested Returns
At this point, Brookstone Dividend is very steady. Brookstone Dividend Stock secures Sharpe Ratio (or Efficiency) of 0.0578, which signifies that the etf had a 0.0578 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Brookstone Dividend Stock, which you can use to evaluate the volatility of the entity. Please confirm Brookstone Dividend's Mean Deviation of 0.6404, risk adjusted performance of 0.053, and Downside Deviation of 0.9296 to double-check if the risk estimate we provide is consistent with the expected return of 0.0447%. The etf shows a Beta (market volatility) of -0.0658, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Brookstone Dividend are expected to decrease at a much lower rate. During the bear market, Brookstone Dividend is likely to outperform the market.
Auto-correlation | 0.55 |
Modest predictability
Brookstone Dividend Stock has modest predictability. Overlapping area represents the amount of predictability between Brookstone Dividend time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Brookstone Dividend Stock price movement. The serial correlation of 0.55 indicates that about 55.0% of current Brookstone Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Brookstone Dividend Stock lagged returns against current returns
Autocorrelation, which is Brookstone Dividend etf'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 Brookstone Dividend's etf expected returns. We can calculate the autocorrelation of Brookstone Dividend returns to help us make a trade decision. For example, suppose you find that Brookstone Dividend has exhibited high autocorrelation historically, and you observe that the etf 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 |
Brookstone Dividend 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 Brookstone Dividend etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookstone Dividend etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookstone Dividend etf over time.
Current vs Lagged Prices |
| Timeline |
Brookstone Dividend Lagged Returns
When evaluating Brookstone Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookstone Dividend etf have on its future price. Brookstone Dividend 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, Brookstone Dividend autocorrelation shows the relationship between Brookstone Dividend etf current value and its past values and can show if there is a momentum factor associated with investing in Brookstone Dividend Stock.
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.When determining whether Brookstone Dividend Stock is a strong investment it is important to analyze Brookstone Dividend's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Brookstone Dividend's future performance. For an informed investment choice regarding Brookstone Etf, refer to the following important reports:Check out Brookstone Dividend Correlation, Brookstone Dividend Volatility and Brookstone Dividend Alpha and Beta module to complement your research on Brookstone Dividend. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Brookstone Dividend 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.