Brunswick Alpha and Beta Analysis

Brunswick Corporation -- USA Stock  

USD 59.6  0.48  0.81%

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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Brunswick Market Premiums

α (average alpha)=0.44    β (beta)=0.16    
30 days against DJI
Risk Adjusted Performance  0.1277Jensen Alpha  0.4378Total Risk Alpha  (0.022986)Sortino Ratio  0.0Treynor Ratio  (11.34)

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, Sep 20, 2017 and Fri, Oct 20, 2017 is 57.51 with a coefficient of variation of 2.83. The daily time series for the period is distributed with a sample standard deviation of 1.6, arithmetic mean of 56.74, and mean deviation of 1.4. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Brunswick Corporation Brunswick Corporation raises quarterly...10/17/2017