Brunswick Alpha and Beta Analysis

Brunswick Corporation -- USA Stock  

USD 59.99  0.21  0.35%

This module allows you to check different measures of market premium for Brunswick Corporation as well as systematic risk associated with investing in Brunswick over a specified time horizon. Check also Brunswick Backtesting, Brunswick Valuation, Brunswick Correlation, Brunswick Hype Analysis, Brunswick Volatility, Brunswick History and analyze Brunswick Performance
 Time Horizon     30 Days    Login   to change
Run Premiums

Brunswick Market Premiums

α (average alpha)=0.10    β (beta)=0.32    
30 days against DJI
Risk Adjusted Performance  0.0599Jensen Alpha  0.0977Total Risk Alpha  0.4553Sortino Ratio  0.2402Treynor Ratio  2.28

Brunswick expected buy-and-hold returns


Brunswick Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Brunswick Return and Market Media

The median price of Brunswick for the period between Wed, Feb 21, 2018 and Fri, Mar 23, 2018 is 61.18 with a coefficient of variation of 2.58. The daily time series for the period is distributed with a sample standard deviation of 1.56, arithmetic mean of 60.43, and mean deviation of 1.29. The Stock received some media coverage during the period.
 Price Growth (%)  
Payment of 775 shares by Dustan McCoy of Brunswick subject t...03/01/2018
Acquisition by Lockridge B Russell of 14195 shares of Brunsw...03/22/2018