Brookfield Wealth Solutions Stock Market Value
| BNT Stock | 92.00 1.61 1.72% |
| Symbol | Brookfield |
Brookfield Wealth '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 Wealth'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 Wealth.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Brookfield Wealth on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Brookfield Wealth Solutions or generate 0.0% return on investment in Brookfield Wealth over 90 days. Brookfield Wealth is related to or competes with Sun Life, Sun Life, and Sun Life. Brookfield Wealth is entity of Canada. It is traded as Stock on TO exchange. More
Brookfield Wealth 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 Wealth'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 Wealth Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.1786 | |||
| Maximum Drawdown | 7.59 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 3.7 |
Brookfield Wealth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield Wealth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookfield Wealth's standard deviation. In reality, there are many statistical measures that can use Brookfield Wealth historical prices to predict the future Brookfield Wealth's volatility.| Risk Adjusted Performance | 0.246 | |||
| Jensen Alpha | 0.4334 | |||
| Total Risk Alpha | 0.199 | |||
| Sortino Ratio | 0.2201 | |||
| Treynor Ratio | 4.55 |
Brookfield Wealth Backtested Returns
Brookfield Wealth appears to be very steady, given 3 months investment horizon. Brookfield Wealth secures Sharpe Ratio (or Efficiency) of 0.31, which signifies that the company had a 0.31 % return per unit of risk over the last 3 months. By analyzing Brookfield Wealth's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of Brookfield Wealth's Downside Deviation of 1.43, risk adjusted performance of 0.246, and Mean Deviation of 1.4 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brookfield Wealth holds a performance score of 24. The firm shows a Beta (market volatility) of 0.0981, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brookfield Wealth's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brookfield Wealth is expected to be smaller as well. Please check Brookfield Wealth's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Brookfield Wealth's price patterns will revert.
Auto-correlation | 0.65 |
Good predictability
Brookfield Wealth Solutions has good predictability. Overlapping area represents the amount of predictability between Brookfield Wealth time series from 21st of April 2025 to 5th of June 2025 and 5th 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 Brookfield Wealth price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Brookfield Wealth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 16.16 |
Brookfield Wealth lagged returns against current returns
Autocorrelation, which is Brookfield Wealth 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 Wealth's stock expected returns. We can calculate the autocorrelation of Brookfield Wealth returns to help us make a trade decision. For example, suppose you find that Brookfield Wealth 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 Wealth 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 Wealth stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookfield Wealth stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookfield Wealth stock over time.
Current vs Lagged Prices |
| Timeline |
Brookfield Wealth Lagged Returns
When evaluating Brookfield Wealth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookfield Wealth stock have on its future price. Brookfield Wealth 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 Wealth autocorrelation shows the relationship between Brookfield Wealth stock current value and its past values and can show if there is a momentum factor associated with investing in Brookfield Wealth Solutions.
Regressed Prices |
| Timeline |
Pair Trading with Brookfield Wealth
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Brookfield Wealth position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Brookfield Wealth will appreciate offsetting losses from the drop in the long position's value.Moving together with Brookfield Stock
| 0.84 | SLF-PG | Sun Life Non | PairCorr |
| 0.86 | SLF-PD | Sun Life Financial | PairCorr |
| 0.86 | SLF-PC | Sun Life Financial | PairCorr |
Moving against Brookfield Stock
The ability to find closely correlated positions to Brookfield Wealth could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Brookfield Wealth when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Brookfield Wealth - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Brookfield Wealth Solutions to buy it.
The correlation of Brookfield Wealth is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Brookfield Wealth moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Brookfield Wealth moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Brookfield Wealth can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Brookfield Wealth Correlation, Brookfield Wealth Volatility and Brookfield Wealth Alpha and Beta module to complement your research on Brookfield Wealth. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Brookfield Wealth 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.