BRANDYWINE OPER PARTNERSHIP Market Value
| 105340AP8 | 77.62 14.33 15.58% |
| Symbol | BRANDYWINE |
BRANDYWINE '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 BRANDYWINE's bond 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 BRANDYWINE.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in BRANDYWINE on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding BRANDYWINE OPER PARTNERSHIP or generate 0.0% return on investment in BRANDYWINE over 30 days. BRANDYWINE is related to or competes with 00108WAF7, 90331HPL1, American Express, Chevron Corp, Cisco Systems, Verizon Communications, and Merck. More
BRANDYWINE 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 BRANDYWINE's bond 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 BRANDYWINE OPER PARTNERSHIP upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 35.79 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.7 |
BRANDYWINE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BRANDYWINE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BRANDYWINE's standard deviation. In reality, there are many statistical measures that can use BRANDYWINE historical prices to predict the future BRANDYWINE's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.94) | |||
| Treynor Ratio | (0.47) |
BRANDYWINE OPER PART Backtested Returns
BRANDYWINE OPER PART retains Efficiency (Sharpe Ratio) of -0.12, which signifies that the bond had a -0.12% return per unit of risk over the last 3 months. BRANDYWINE exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BRANDYWINE's variance of 22.46, and Market Risk Adjusted Performance of (0.46) to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BRANDYWINE's returns are expected to increase less than the market. However, during the bear market, the loss of holding BRANDYWINE is expected to be smaller as well.
Auto-correlation | 0.31 |
Below average predictability
BRANDYWINE OPER PARTNERSHIP has below average predictability. Overlapping area represents the amount of predictability between BRANDYWINE time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 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 BRANDYWINE OPER PART price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current BRANDYWINE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 17.09 |
BRANDYWINE OPER PART lagged returns against current returns
Autocorrelation, which is BRANDYWINE bond'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 BRANDYWINE's bond expected returns. We can calculate the autocorrelation of BRANDYWINE returns to help us make a trade decision. For example, suppose you find that BRANDYWINE has exhibited high autocorrelation historically, and you observe that the bond 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 |
BRANDYWINE 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 BRANDYWINE bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BRANDYWINE bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BRANDYWINE bond over time.
Current vs Lagged Prices |
| Timeline |
BRANDYWINE Lagged Returns
When evaluating BRANDYWINE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BRANDYWINE bond have on its future price. BRANDYWINE 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, BRANDYWINE autocorrelation shows the relationship between BRANDYWINE bond current value and its past values and can show if there is a momentum factor associated with investing in BRANDYWINE OPER PARTNERSHIP.
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 BRANDYWINE Bond
BRANDYWINE financial ratios help investors to determine whether BRANDYWINE Bond 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 BRANDYWINE with respect to the benefits of owning BRANDYWINE security.