Brookfield Real Assets Fund Market Value
| RA Fund | USD 13.56 0.08 0.59% |
| Symbol | Brookfield |
Brookfield Real '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 Real's fund 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 Real.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Brookfield Real on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Brookfield Real Assets or generate 0.0% return on investment in Brookfield Real over 30 days. Brookfield Real is related to or competes with Pimco Dynamic, Pimco Corporate, Cornerstone Strategic, Cornerstone Strategic, Pimco Dynamic, Guggenheim Strategic, and Reaves Utility. Brookfield Real Assets Income Fund Inc. is a closed ended fixed income mutual fund launched and managed by Brookfield In... More
Brookfield Real 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 Real's fund 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 Real Assets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4991 | |||
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 2.11 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 0.8258 |
Brookfield Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brookfield Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brookfield Real's standard deviation. In reality, there are many statistical measures that can use Brookfield Real historical prices to predict the future Brookfield Real's volatility.| Risk Adjusted Performance | 0.0979 | |||
| Jensen Alpha | 0.0317 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.3108 |
Brookfield Real Assets Backtested Returns
At this point, Brookfield Real is very steady. Brookfield Real Assets secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the fund had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for Brookfield Real Assets, which you can use to evaluate the volatility of the entity. Please confirm Brookfield Real's Risk Adjusted Performance of 0.0979, mean deviation of 0.3651, and Downside Deviation of 0.4991 to double-check if the risk estimate we provide is consistent with the expected return of 0.0718%. The fund shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brookfield Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brookfield Real is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Brookfield Real Assets has no correlation between past and present. Overlapping area represents the amount of predictability between Brookfield Real time series from 1st of November 2024 to 16th of November 2024 and 16th of November 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 Real Assets price movement. The serial correlation of 0.0 indicates that just 0.0% of current Brookfield Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Brookfield Real Assets lagged returns against current returns
Autocorrelation, which is Brookfield Real fund'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 Real's fund expected returns. We can calculate the autocorrelation of Brookfield Real returns to help us make a trade decision. For example, suppose you find that Brookfield Real has exhibited high autocorrelation historically, and you observe that the fund 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 Real 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 Real fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brookfield Real fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brookfield Real fund over time.
Current vs Lagged Prices |
| Timeline |
Brookfield Real Lagged Returns
When evaluating Brookfield Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brookfield Real fund have on its future price. Brookfield Real 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 Real autocorrelation shows the relationship between Brookfield Real fund current value and its past values and can show if there is a momentum factor associated with investing in Brookfield Real Assets.
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.Other Information on Investing in Brookfield Fund
Brookfield Real financial ratios help investors to determine whether Brookfield Fund 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 Brookfield with respect to the benefits of owning Brookfield Real security.
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