Brunswick Alpha and Beta Analysis Overview

BC -- USA Stock  

USD 67.22  0.02  0.0297%

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
Symbol
Run Premiums

Brunswick Market Premiums

α0.15β0.3
30 days against DJI
Risk Adjusted Performance  

0.0188

Jensen Alpha  

0.030809

Total Risk Alpha  

0.41

Sortino Ratio  

0.043788

Treynor Ratio  

0.0594

Brunswick expected buy-and-hold returns

Brunswick Market Price Analysis

Brunswick Return and Market Media

The median price of Brunswick for the period between Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 66.8 with a coefficient of variation of 2.76. The daily time series for the period is distributed with a sample standard deviation of 1.83, arithmetic mean of 66.21, and mean deviation of 1.49. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Ralph Stayer of 2926 shares of Brunswick subj...07/03/2018
2
Sale by Alan Lowe of 5000 shares of Brunswick07/06/2018
3
Acquisition by Chung T J of 15000 shares of Brunswick subjec...07/09/2018
4
BeeHighVE Inc. - Newfoundland and Labradors Craft Cannabis L...07/12/2018
5
Purchase by Ralph Stayer of 500 shares of Brunswick07/19/2018

Upcoming Events

Brunswick Upcoming Company Events
Upcoming Quarterly ReportApril 27, 2017
Next Earnings ReportJuly 27, 2017

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Check also Brunswick Backtesting, Brunswick Valuation, Brunswick Correlation, Brunswick Hype Analysis, Brunswick Volatility, Brunswick History and analyze Brunswick Performance. Please also try CEO Directory module to screen ceos from public companies around the world.
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