Brockhaus Capital (Germany) Market Value
| BKHT Stock | EUR 13.45 0.40 3.07% |
| 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.
| 05/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Brockhaus Capital on May 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 60 days. Brockhaus Capital is related to or competes with GREENX METALS, AGRICULTBK HADR/25, Kaiser Aluminum, Australian Agricultural, AUST AGRICULTURAL, LION ONE, and AMAG Austria. 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 | (0.11) | |||
| Maximum Drawdown | 16.63 | |||
| Value At Risk | (4.74) | |||
| Potential Upside | 5.05 |
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 | (0.05) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | (2.02) |
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 -0.066, which signifies that the company had a -0.066 % return per unit of risk over the last 3 months. Brockhaus Capital Management exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brockhaus Capital's Mean Deviation of 2.64, standard deviation of 3.35, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. 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 -0.22%. Please make sure to confirm Brockhaus Capital's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Brockhaus Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
Brockhaus Capital Management has average predictability. Overlapping area represents the amount of predictability between Brockhaus Capital time series from 21st of May 2025 to 20th of June 2025 and 20th of June 2025 to 20th 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 Brockhaus Capital price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Brockhaus Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
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 |
Currently Active Assets on Macroaxis
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.