Berkshire Stock Market Value

BRK-A
 Stock
  

USD 415,850  6,900  1.69%   

Berkshire Hathaway's market value is the price at which a share of Berkshire Hathaway stock trades on a public exchange. It measures the collective expectations of Berkshire Hathaway investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Berkshire Hathaway and determine expected loss or profit from investing in Berkshire Hathaway over a given investment horizon. Continue to Berkshire Hathaway Hype Analysis, Berkshire Hathaway Correlation, Berkshire Hathaway Valuation, Berkshire Hathaway Volatility, as well as analyze Berkshire Hathaway Alpha and Beta and Berkshire Hathaway Performance.
Symbol
Backtest


Please note, there is a significant difference between Berkshire Hathaway's value and its price as these two are different measures arrived at by different means. Investors typically determine Berkshire Hathaway value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Berkshire Hathaway'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.

Berkshire Hathaway '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 Berkshire Hathaway'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 Berkshire Hathaway.
0.00
04/03/2022
No Change 0.00  0.0 
In 3 months and 1 day
07/02/2022
0.00
If you would invest  0.00  in Berkshire Hathaway on April 3, 2022 and sell it all today you would earn a total of 0.00 from holding Berkshire Hathaway or generate 0.0% return on investment in Berkshire Hathaway over 90 days. Berkshire Hathaway is related to or competes with Mereo Biopharma, Daqo New, Genesis Unicorn, Photronics, Avnet, Dupont Denemours, and McDonalds Corp. Berkshire Hathaway Inc., through its subsidiaries, engages in the insurance, freight rail transportation, and utility bu...More

Berkshire Hathaway 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 Berkshire Hathaway'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 Berkshire Hathaway upside and downside potential and time the market with a certain degree of confidence.

Berkshire Hathaway Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Berkshire Hathaway's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berkshire Hathaway's standard deviation. In reality, there are many statistical measures that can use Berkshire Hathaway historical prices to predict the future Berkshire Hathaway's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Berkshire Hathaway'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. Please use the tools below to analyze the current value of Berkshire Hathaway in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
374,265417,848417,849
Details
Intrinsic
Valuation
LowReal ValueHigh
374,265441,250441,251
Details
Naive
Forecast
LowNext ValueHigh
438,673438,674438,676
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
407,342412,774418,206
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Berkshire Hathaway. Your research has to be compared to or analyzed against Berkshire Hathaway's peers to derive any actionable benefits. When done correctly, Berkshire Hathaway's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Berkshire Hathaway.

Berkshire Hathaway Backtested Returns

Berkshire Hathaway secures Sharpe Ratio (or Efficiency) of -0.24, which signifies that the company had -0.24% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Berkshire Hathaway exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Berkshire Hathaway risk adjusted performance of (0.36), and Mean Deviation of 1.08 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 0.8733, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Berkshire's beta means in this case. Berkshire Hathaway returns are very sensitive to returns on the market. As the market goes up or down, Berkshire Hathaway is expected to follow. Even though it is essential to pay attention to Berkshire Hathaway historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Berkshire Hathaway exposes twenty-one different technical indicators, which can help you to evaluate its performance. Berkshire Hathaway has an expected return of -0.34%. Please be advised to confirm Berkshire Hathaway jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if Berkshire Hathaway performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.90  

Excellent predictability

Berkshire Hathaway has excellent predictability. Overlapping area represents the amount of predictability between Berkshire Hathaway time series from 3rd of April 2022 to 18th of May 2022 and 18th of May 2022 to 2nd of July 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Berkshire Hathaway price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Berkshire Hathaway price fluctuation can be explain by its past prices.
Correlation Coefficient0.9
Spearman Rank Test0.79
Residual Average0.0
Price Variance7.4084894741E8

Berkshire Hathaway lagged returns against current returns

Autocorrelation, which is Berkshire Hathaway 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 Berkshire Hathaway's stock expected returns. We can calculate the autocorrelation of Berkshire Hathaway returns to help us make a trade decision. For example, suppose you find that Berkshire Hathaway stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Berkshire Hathaway 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 Berkshire Hathaway stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berkshire Hathaway stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Berkshire Hathaway stock over time.
 Current vs Lagged Prices 
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      Timeline 

Berkshire Hathaway Lagged Returns

When evaluating Berkshire Hathaway's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berkshire Hathaway stock have on its future price. Berkshire Hathaway 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, Berkshire Hathaway autocorrelation shows the relationship between Berkshire Hathaway stock current value and its past values and can show if there is a momentum factor associated with investing in Berkshire Hathaway.
 Regressed Prices 
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      Timeline 

Berkshire Hathaway Investors Sentiment

The influence of Berkshire Hathaway'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 Berkshire. 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 markets does not have a solid backing from leading economists and market statisticians.
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 Berkshire Hathaway 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, Berkshire Hathaway's short interest history, or implied volatility extrapolated from Berkshire Hathaway options trading.

Current Sentiment - BRK-A

Berkshire Hathaway Investor Sentiment

Most of Macroaxis users are currently bullish on Berkshire Hathaway. What is your opinion about investing in Berkshire Hathaway? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

Pair Trading with Berkshire Hathaway

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 Berkshire Hathaway 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 Berkshire Hathaway will appreciate offsetting losses from the drop in the long position's value.

Berkshire Hathaway Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Berkshire Hathaway could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Berkshire Hathaway 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 Berkshire Hathaway - 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 Berkshire Hathaway to buy it.
The correlation of Berkshire Hathaway is a statistical measure of how it moves in relation to other equities. 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 Berkshire Hathaway moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Berkshire Hathaway 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 Berkshire Hathaway 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
Continue to Berkshire Hathaway Hype Analysis, Berkshire Hathaway Correlation, Berkshire Hathaway Valuation, Berkshire Hathaway Volatility, as well as analyze Berkshire Hathaway Alpha and Beta and Berkshire Hathaway Performance. Note that the Berkshire Hathaway information on this page should be used as a complementary analysis to other Berkshire Hathaway'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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.

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When running Berkshire Hathaway price analysis, check to measure Berkshire Hathaway'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 Berkshire Hathaway is operating at the current time. Most of Berkshire Hathaway's value examination focuses on studying past and present price action to predict the probability of Berkshire Hathaway's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Berkshire Hathaway's price. Additionally, you may evaluate how the addition of Berkshire Hathaway to your portfolios can decrease your overall portfolio volatility.
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Berkshire Hathaway 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.
A focus of Berkshire Hathaway technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Berkshire Hathaway trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...