Brookfield Property Partners Preferred Stock Market Value
| BPYPP Preferred Stock | USD 17.16 0.29 1.72% |
| Symbol | Brookfield |
Brookfield Property '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 Property's preferred 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 Property.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in Brookfield Property on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding Brookfield Property Partners or generate 0.0% return on investment in Brookfield Property over 90 days. Brookfield Property is related to or competes with Brookfield Property, AGNC Investment, Brookfield Property, and AGNC Investment. Brookfield Property Partners, through Brookfield Property Partners L.P More
Brookfield Property 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 Property's preferred 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 Property Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.0646 | |||
| Maximum Drawdown | 13.61 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 4.03 |
Brookfield Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookfield Property's standard deviation. In reality, there are many statistical measures that can use Brookfield Property historical prices to predict the future Brookfield Property's volatility.| Risk Adjusted Performance | 0.1089 | |||
| Jensen Alpha | 0.1743 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0833 | |||
| Treynor Ratio | 0.404 |
Brookfield Property Backtested Returns
Brookfield Property appears to be not too volatile, given 3 months investment horizon. Brookfield Property secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found thirty technical indicators for Brookfield Property Partners, which you can use to evaluate the volatility of the firm. Please makes use of Brookfield Property's Downside Deviation of 1.53, mean deviation of 1.3, and Risk Adjusted Performance of 0.1089 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brookfield Property holds a performance score of 9. The firm shows a Beta (market volatility) of 0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brookfield Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brookfield Property is expected to be smaller as well. Please check Brookfield Property's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Brookfield Property's price patterns will revert.
Auto-correlation | -0.51 |
Good reverse predictability
Brookfield Property Partners has good reverse predictability. Overlapping area represents the amount of predictability between Brookfield Property time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 2024. 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 Property price movement. The serial correlation of -0.51 indicates that about 51.0% of current Brookfield Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Brookfield Property lagged returns against current returns
Autocorrelation, which is Brookfield Property preferred 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 Property's preferred stock expected returns. We can calculate the autocorrelation of Brookfield Property returns to help us make a trade decision. For example, suppose you find that Brookfield Property has exhibited high autocorrelation historically, and you observe that the preferred 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 Property 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 Property preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookfield Property preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookfield Property preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Brookfield Property Lagged Returns
When evaluating Brookfield Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookfield Property preferred stock have on its future price. Brookfield Property 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 Property autocorrelation shows the relationship between Brookfield Property preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Brookfield Property Partners.
Regressed Prices |
| Timeline |
Pair Trading with Brookfield Property
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 Property 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 Property will appreciate offsetting losses from the drop in the long position's value.Moving together with Brookfield Preferred Stock
Moving against Brookfield Preferred Stock
The ability to find closely correlated positions to Brookfield Property 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 Property 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 Property - 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 Property Partners to buy it.
The correlation of Brookfield Property 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 Property moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Brookfield Property 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 Property 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.Additional Tools for Brookfield Preferred Stock Analysis
When running Brookfield Property's price analysis, check to measure Brookfield Property's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Brookfield Property is operating at the current time. Most of Brookfield Property's value examination focuses on studying past and present price action to predict the probability of Brookfield Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brookfield Property's price. Additionally, you may evaluate how the addition of Brookfield Property to your portfolios can decrease your overall portfolio volatility.