Brookfield Infrastructure Partners Stock Volatility
| BIP-UN Stock | CAD 49.14 0.23 0.47% |
The latest read on Brookfield Infrastructure Partners points to low price volatility over the last 3 months. Brookfield Infrastructure Partners continues to report a Sharpe ratio of 0.0567, pointing to consistent risk-adjusted returns over the last 3 months. This risk assessment is based on 29 technical indicators.
Sharpe Ratio = 0.0567
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | BIP-UN | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.39 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
For Brookfield Infrastructure Partners, recent data highlights a Market Risk Adjusted Performance of 0.2%, a Risk of 1.39, and a Risk Adjusted Performance of 0.05%. Brookfield Infrastructure reflects approximately 4% of its established trend range based on monthly averages. Portfolio-level outcomes depend on how the asset interacts with other holdings.
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 1.39% with a beta coefficient of 0.41, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0567, evaluates return per unit of total risk. An alpha value of 0.0876 reflects performance relative to systematic market exposure. Expected return estimates near 0.0787% 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 0.41 | Alpha 0.0876 | Risk 1.39 | Sharpe Ratio 0.0567 | Expected Return 0.0787 |
Moving together with Brookfield Stock
| 0.76 | ZMCD | McDonalds BMO CDR | PairCorr |
| 0.8 | KEY | Keyera Corp | PairCorr |
| 0.61 | TLT | Theralase Technologies | PairCorr |
| 0.86 | SOY | SunOpta | PairCorr |
Moving against Brookfield Stock
| 0.81 | MSFT | Microsoft Corp CDR | PairCorr |
| 0.81 | MSFT | Microsoft CDR | PairCorr |
| 0.48 | GOOG | Alphabet CDR | PairCorr |
| 0.48 | GOOG | Alphabet CDR | PairCorr |
Sensitivity To Market
Brookfield Infrastructure Partners beta coefficient, currently 0.41, measures relative volatility compared to the broader market index. It is calculated using regression slope methodology. Total risk is approximately 1.39%.Brookfield Infrastructure Partners has displayed return variability that can be compared across instruments using standard deviation (1.34%). For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
| α | 0.09 | β | 0.41 | 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 | 1.39 |
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 1.56, a Downside Variance of 2.45, and a Maximum Drawdown of 6.54.
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 0.4127 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 1.56, a Mean Deviation of 1.01, and a Semi Deviation of 1.51.
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.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Brookfield Infrastructure is 1762.91. The daily returns are distributed with a variance of 1.92 and standard deviation of 1.39. The mean deviation of Brookfield Infrastructure Partners is currently at 1.06. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.09 | |
β | Beta against Dow Jones | 0.41 | |
σ | Overall volatility | 1.39 | |
Ir | Information ratio | 0.09 |
Stock Return Volatility
Brookfield Infrastructure return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The company has volatility of 1.3868% 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
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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| EMA | 0.71 | 0.07 | 0.16 | -0.23 | 0.81 | 1.53 | 5.12 | |||
| BEP-PM | 0.26 | 0.01 | 0.20 | 1.20 | 0.28 | 0.63 | 1.57 | |||
| EMA-PC | 0.24 | 0.02 | 0.24 | -4.67 | 0.20 | 0.64 | 1.51 | |||
| AQN | 1.11 | 0.05 | 0.03 | 0.07 | 2.35 | 2.32 | 15.16 | |||
| CU | 0.68 | 0.19 | 0.24 | -0.49 | 0.77 | 1.71 | 4.92 | |||
| ACO-X | 0.70 | 0.28 | 0.35 | -1.02 | 0.64 | 1.55 | 5.55 | |||
| H | 0.69 | 0.09 | 0.15 | -0.36 | 0.91 | 1.55 | 5.59 | |||
| BEP-UN | 1.23 | 0.31 | 0.24 | 0.71 | 1.17 | 2.83 | 9.04 | |||
| ALA | 0.88 | 0.19 | 0.24 | -0.38 | 0.91 | 2.00 | 6.66 |
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 22.68 B, ROE of 7.74%.
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:
Michael Smolkin - Member of Macroaxis Board of DirectorsBrookfield Infrastructure Investment Opportunity
Brookfield Infrastructure Partners is about 1.64 times more volatile than Dow Jones Industrial based on recent return behavior. Used properly, this comparison frames whether the extra volatility is strategic or simply uncompensated risk.You can use Brookfield Infrastructure Partners to enhance the returns of the portfolio. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a normal upward fluctuation. Check odds of Brookfield Infrastructure to be traded at C$51.6 in 90 days.Very good diversification
Across the chosen horizon, Brookfield Infrastructure and Dow Jones show a correlation of 0.02 and fall into the Very good diversification bucket. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Brookfield Infrastructure Additional Risk Indicators
A broader risk-indicator set for Brookfield Infrastructure Partners can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.0498 | |||
| Market Risk Adjusted Performance | 0.1668 | |||
| Mean Deviation | 1.01 | |||
| Semi Deviation | 1.51 | |||
| Downside Deviation | 1.56 | |||
| Coefficient Of Variation | 1790.95 | |||
| Standard Deviation | 1.34 |
Brookfield Infrastructure Suggested Diversification Pairs
Pair analysis around Brookfield Infrastructure Partners matters because it can turn one security idea into a more market-neutral structure. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
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.
Popular Tools for Brookfield Stock analysis
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges |