Brandywine Realty Stock Forecast - 4 Period Moving Average

BDN Stock  USD 4.65  0.09  1.97%   
The 4 Period Moving Average forecasted value of Brandywine Realty Trust on the next trading day is expected to be 4.62 with a mean absolute deviation of  0.13  and the sum of the absolute errors of 7.49. Brandywine Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Brandywine Realty stock prices and determine the direction of Brandywine Realty Trust's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Brandywine Realty's historical fundamentals, such as revenue growth or operating cash flow patterns. Although Brandywine Realty's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Brandywine Realty's systematic risk associated with finding meaningful patterns of Brandywine Realty fundamentals over time.
Check out Historical Fundamental Analysis of Brandywine Realty to cross-verify your projections.
  
At this time, Brandywine Realty's Inventory Turnover is very stable compared to the past year. As of the 28th of March 2024, Fixed Asset Turnover is likely to grow to 49.07, while Payables Turnover is likely to drop 2.57. . As of the 28th of March 2024, Common Stock Shares Outstanding is likely to drop to about 87.8 M. In addition to that, Net Income Applicable To Common Shares is likely to drop to about 49.6 M.

Open Interest Against 2024-04-19 Brandywine Option Contracts

Although open interest is a measure utilized in the options markets, it could be used to forecast Brandywine Realty's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Brandywine Realty's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Brandywine Realty stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Brandywine Realty's open interest, investors have to compare it to Brandywine Realty's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Brandywine Realty is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Brandywine. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Most investors in Brandywine Realty cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the Brandywine Realty's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Brandywine Realty's price structures and extracts relationships that further increase the generated results' accuracy.
A four-period moving average forecast model for Brandywine Realty Trust is based on an artificially constructed daily price series in which the value for a given day is replaced by the mean of that value and the values for four preceding and succeeding time periods. This model is best suited to forecast equities with high volatility.

Brandywine Realty 4 Period Moving Average Price Forecast For the 29th of March

Given 90 days horizon, the 4 Period Moving Average forecasted value of Brandywine Realty Trust on the next trading day is expected to be 4.62 with a mean absolute deviation of 0.13, mean absolute percentage error of 0.03, and the sum of the absolute errors of 7.49.
Please note that although there have been many attempts to predict Brandywine Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Brandywine Realty's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Brandywine Realty Stock Forecast Pattern

Backtest Brandywine RealtyBrandywine Realty Price PredictionBuy or Sell Advice 

Brandywine Realty Forecasted Value

In the context of forecasting Brandywine Realty's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Brandywine Realty's downside and upside margins for the forecasting period are 2.12 and 7.12, respectively. We have considered Brandywine Realty's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
4.65
4.62
Expected Value
7.12
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 4 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Brandywine Realty stock data series using in forecasting. Note that when a statistical model is used to represent Brandywine Realty stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria109.2263
BiasArithmetic mean of the errors 0.0282
MADMean absolute deviation0.1292
MAPEMean absolute percentage error0.0283
SAESum of the absolute errors7.4925
The four period moving average method has an advantage over other forecasting models in that it does smooth out peaks and troughs in a set of daily price observations of Brandywine Realty. However, it also has several disadvantages. In particular this model does not produce an actual prediction equation for Brandywine Realty Trust and therefore, it cannot be a useful forecasting tool for medium or long range price predictions

Predictive Modules for Brandywine Realty

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Brandywine Realty Trust. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brandywine Realty'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.
Hype
Prediction
LowEstimatedHigh
2.164.667.16
Details
Intrinsic
Valuation
LowRealHigh
1.814.316.81
Details
7 Analysts
Consensus
LowTargetHigh
4.414.855.38
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Brandywine Realty. Your research has to be compared to or analyzed against Brandywine Realty's peers to derive any actionable benefits. When done correctly, Brandywine Realty's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Brandywine Realty Trust.

Other Forecasting Options for Brandywine Realty

For every potential investor in Brandywine, whether a beginner or expert, Brandywine Realty's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Brandywine Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Brandywine. Basic forecasting techniques help filter out the noise by identifying Brandywine Realty's price trends.

Brandywine Realty Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Brandywine Realty stock to make a market-neutral strategy. Peer analysis of Brandywine Realty could also be used in its relative valuation, which is a method of valuing Brandywine Realty by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Brandywine Realty Trust Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Brandywine Realty's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Brandywine Realty's current price.

Brandywine Realty Market Strength Events

Market strength indicators help investors to evaluate how Brandywine Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brandywine Realty shares will generate the highest return on investment. By undertsting and applying Brandywine Realty stock market strength indicators, traders can identify Brandywine Realty Trust entry and exit signals to maximize returns.

Brandywine Realty Risk Indicators

The analysis of Brandywine Realty's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Brandywine Realty's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting brandywine stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Brandywine Realty Investors Sentiment

The influence of Brandywine Realty's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Brandywine. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Brandywine Realty's public news can be used to forecast risks associated with an investment in Brandywine. The trend in average sentiment can be used to explain how an investor holding Brandywine can time the market purely based on public headlines and social activities around Brandywine Realty Trust. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Brandywine Realty's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Brandywine Realty's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Brandywine Realty's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Brandywine Realty.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Brandywine Realty in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Brandywine Realty's short interest history, or implied volatility extrapolated from Brandywine Realty options trading.

Pair Trading with Brandywine Realty

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 Brandywine Realty 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 Brandywine Realty will appreciate offsetting losses from the drop in the long position's value.

Moving together with Brandywine Stock

  0.77WHLR Wheeler Real EstatePairCorr
  0.81BNL Broadstone Net LeaseInc Financial Report 1st of May 2024 PairCorr

Moving against Brandywine Stock

  0.73EQIX Equinix Financial Report 1st of May 2024 PairCorr
  0.7RHP Ryman Hospitality Financial Report 1st of May 2024 PairCorr
  0.44SPG Simon Property Group Financial Report 7th of May 2024 PairCorr
The ability to find closely correlated positions to Brandywine Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Brandywine Realty 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 Brandywine Realty - 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 Brandywine Realty Trust to buy it.
The correlation of Brandywine Realty 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 Brandywine Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Brandywine Realty Trust 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 Brandywine Realty 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.
Pair CorrelationCorrelation Matching
When determining whether Brandywine Realty Trust offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Brandywine Realty's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Brandywine Realty Trust Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Brandywine Realty Trust Stock:
Check out Historical Fundamental Analysis of Brandywine Realty to cross-verify your projections.
Note that the Brandywine Realty Trust information on this page should be used as a complementary analysis to other Brandywine Realty's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.

Complementary Tools for Brandywine Stock analysis

When running Brandywine Realty's price analysis, check to measure Brandywine Realty'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 Brandywine Realty is operating at the current time. Most of Brandywine Realty's value examination focuses on studying past and present price action to predict the probability of Brandywine Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brandywine Realty's price. Additionally, you may evaluate how the addition of Brandywine Realty to your portfolios can decrease your overall portfolio volatility.
FinTech Suite
Use AI to screen and filter profitable investment opportunities
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Is Brandywine Realty's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Brandywine Realty. If investors know Brandywine will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Brandywine Realty listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth
5.506
Dividend Share
0.68
Earnings Share
(1.15)
Revenue Per Share
2.546
Quarterly Revenue Growth
(0.36)
The market value of Brandywine Realty Trust is measured differently than its book value, which is the value of Brandywine that is recorded on the company's balance sheet. Investors also form their own opinion of Brandywine Realty's value that differs from its market value or its book value, called intrinsic value, which is Brandywine Realty's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Brandywine Realty's market value can be influenced by many factors that don't directly affect Brandywine Realty's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Brandywine Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brandywine Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brandywine Realty's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.