Brookfield Infrastructure Partners Preferred Stock Volatility
| BIP-PF Preferred Stock | CAD 25.26 -0.09 -0.36% |
The latest read on Brookfield Infrastructure Partners points to relatively low price volatility over the last 3 months. Brookfield Infrastructure Partners continues to report a Sharpe ratio of -0.0023, pointing to inconsistent risk-adjusted returns over the last 3 months. This risk assessment is based on 30 technical indicators.
Sharpe Ratio = -0.0023
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BIP-PF |
Estimated Market Risk
| 0.44 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
For Brookfield Infrastructure Partners, recent data highlights a Market Risk Adjusted Performance of 0.2%, a Risk of 0.44, and a Risk Adjusted Performance of 0.02%. Brookfield Infrastructure is below its full potential per monthly moving average analysis. Pairing it with a well-diversified portfolio structure may improve overall efficiency.
Key indicators related to Brookfield Infrastructure's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding Brookfield Infrastructure's historical volatility sets realistic expectations for Brookfield Infrastructure's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Brookfield Infrastructure exposure.
Brookfield |
Volatility Strategy
Brookfield Infrastructure Partners dispersion metrics describe how it interacts with cross-asset exposure. Current statistical measures show total volatility near 0.44% with a beta coefficient of 0.0271, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0023, evaluates return per unit of total risk. An alpha value of 0.007506 reflects performance relative to systematic market exposure. Expected return estimates near -0.001% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Stock volatility often increases around earnings releases and guidance updates.
Main indicators related to Brookfield Infrastructure's market risk premium analysis include:
Beta 0.0271 | Alpha 0.007506 | Risk 0.44 | Sharpe Ratio -0.0023 | Expected Return -0.001 |
Moving together with Brookfield Preferred Stock
Moving against Brookfield Preferred Stock
| 0.68 | AMZN | Amazon CDR | PairCorr |
| 0.68 | AMZN | Amazon CDR | PairCorr |
| 0.58 | UNH | UnitedHealth Group CDR | PairCorr |
| 0.35 | GOOG | Alphabet CDR | PairCorr |
Sensitivity To Market
Brookfield Infrastructure Partners beta coefficient, currently 0.0271, measures relative volatility compared to the broader market index. It is calculated using regression slope methodology. Total risk is approximately 0.44%.Brookfield Infrastructure Partners has displayed return variability that can be compared across instruments using standard deviation (0.43%). For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
| α | 0.01 | β | 0.03 | Check current 90 days Brookfield Infrastructure correlation with market (Dow Jones Industrial)
Downside Risk
For Brookfield, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. Volatile instruments show high standard deviation; stable instruments show low.
Standard Deviation | 0.44 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for Brookfield Infrastructure. Upside risk is measured by Brookfield Infrastructure's standard deviation, while downside risk is captured by downside deviation of Brookfield Infrastructure's returns. For Brookfield Infrastructure Partners, recent data highlights a Downside Deviation of 0.45, a Downside Variance of 0.21, and a Maximum Drawdown of 2.52.
Preferred Stock Volatility Analysis
For investors tracking Brookfield Infrastructure, understanding volatility is essential to managing portfolio risk. It indicates how dramatically Brookfield Infrastructure's price swings over a specific time horizon.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Brookfield Infrastructure Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming the 90-day trading horizon Brookfield Infrastructure has a beta of 0.0271 suggesting as returns on the market go up, Brookfield Infrastructure's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Brookfield Infrastructure Partners is expected to be smaller as well.The risk profile of Brookfield Infrastructure includes exposure to market fluctuations and company or sector-specific developments. Systematic components persist despite diversification. For Brookfield Infrastructure Partners, recent data highlights a Downside Deviation of 0.45, a Mean Deviation of 0.33, and a Semi Deviation of 0.38.
Predicted Return Distribution |
| Density |
What Drives Brookfield Infrastructure's Price Volatility?
Industry Dynamics
Brookfield Infrastructure's volatility can rise when competitive dynamics or demand conditions shift across the Electric Utilities sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Brookfield Infrastructure's trading.Brookfield Infrastructure's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Brookfield Infrastructure.Preferred Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Brookfield Infrastructure is -43201.88. The daily returns are distributed with a variance of 0.19 and standard deviation of 0.44. The mean deviation of Brookfield Infrastructure Partners is currently at 0.32. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 0.03 | |
σ | Overall volatility | 0.44 | |
Ir | Information ratio | 0.14 |
Preferred Stock Return Volatility
Brookfield Infrastructure return volatility captures the typical daily swing in preferred stock returns relative to the mean over the selected period. The company has volatility of 0.4363% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8467% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
| -0.49 | -0.49 | 0.0 | 0.59 | -0.46 | 0.33 | RCH | ||
| -0.49 | 0.71 | 0.0 | -0.9 | 0.88 | 0.31 | OAM | ||
| -0.49 | 0.71 | 0.0 | -0.85 | 0.74 | -0.06 | DCM | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | BTV | ||
| 0.59 | -0.9 | -0.85 | 0.0 | -0.9 | -0.17 | VZ | ||
| -0.46 | 0.88 | 0.74 | 0.0 | -0.9 | 0.3 | BAMI | ||
| 0.33 | 0.31 | -0.06 | 0.0 | -0.17 | 0.3 | NEXG | ||
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Brookfield Infrastructure Company can look attractive on recent price action while risk efficiency lags the peer group. Risk-adjusted metrics help compare Brookfield Infrastructure's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| RCH | 0.90 | 0.10 | 0.10 | 0.12 | 1.10 | 1.79 | 6.72 | |||
| OAM | 3.09 | -0.43 | 0.00 | 0.12 | 0.00 | 9.52 | 32.05 | |||
| DCM | 1.90 | -0.10 | 0.00 | 1.02 | 0.00 | 5.04 | 11.81 | |||
| BTV | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VZ | 1.00 | 0.34 | 0.36 | -1.03 | 0.65 | 2.22 | 13.63 | |||
| BAMI | 2.37 | -0.35 | 0.00 | -0.31 | 0.00 | 4.38 | 28.69 | |||
| NEXG | 3.75 | -0.05 | 0.00 | -0.09 | 0.00 | 6.21 | 20.93 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Brookfield Infrastructure measures how widely returns scatter around their average over a given period. Dispersion compression can indicate low-information regimes where prices drift on thin conviction. Brookfield Infrastructure has a market cap of 8.4 B, P/E of 90.55, ROE of 4.86%.
The analytics block for Brookfield Infrastructure Partners relies on periodic company reporting and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardBrookfield Infrastructure Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than Brookfield Infrastructure Partners, by roughly a 1.93x factor. Investors usually compare this volatility gap with trend durability and valuation before deciding which name better fits the mandate.You can use Brookfield Infrastructure Partners to protect the portfolio against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a normal downward trend and little activity. Check odds of Brookfield Infrastructure to be traded at C$25.01 in 90 days.Good diversification
The correlation between Brookfield Infrastructure and Dow Jones is 0.12, which Macroaxis classifies as Good diversification for the selected horizon. A 0.12 reading means Brookfield Infrastructure and Dow Jones have very little price overlap, which supports diversification.
Brookfield Infrastructure Additional Risk Indicators
Secondary risk indicators for Brookfield Infrastructure Partners can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0214 | |||
| Market Risk Adjusted Performance | 0.2315 | |||
| Mean Deviation | 0.3259 | |||
| Semi Deviation | 0.3777 | |||
| Downside Deviation | 0.4542 | |||
| Coefficient Of Variation | 2716.56 | |||
| Standard Deviation | 0.4347 |
Brookfield Infrastructure Suggested Diversification Pairs
Using Brookfield Infrastructure in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Brookfield Infrastructure, market-wide risk remains. What pair trading can address is Brookfield Infrastructure's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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