# Martingale property of negative Brownian motion

Let $B_t$ be Brownian motion, with $B_0=0$. Next define $M_t=-B_t$.

Have I understood it correctly that $M_t$ is not a Martingale?

$E[M_t]=0$

$E[M_{t+1}|M_t]=-M_t$ and therefore not a Martingale?

Multiplying by a constant doesn't change the Martingale property: for $t>s$, $$E[M_t|M_s]=E[-B_t|M_s]=E[-B_t|B_s]=-E[B_t|B_s]=-B_s=M_s.$$