Brunswick Backtesting

Brunswick Corporation -- USA Stock  

USD 55.68  0.71  1.29%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Brunswick Corporation and determine expected loss or profit from investing in Brunswick over given investment horizon. Check also Brunswick Hype Analysis, Brunswick Correlation, Brunswick Valuation, Brunswick Volatility as well as analyze Brunswick Alpha and Beta and Brunswick Performance
Investment Horizon     30 Days    Login   to change

Brunswick 'What if' Analysis

November 13, 2017
No Change 0.00  0.0%
In 31 days
December 13, 2017
If you would invest  0.00  in Brunswick on November 13, 2017 and sell it all today you would earn a total of 0.00 from holding Brunswick Corporation or generate 0.0% return on investment in Brunswick over 30 days. Brunswick is related to or competes with Foot Locker, Under Armour, Dicks Sporting, and NIKE. Brunswick Corporations Marine Engine segment offers outboard engines sterndrive propulsion systems and inboard engines m...

Brunswick Upside/Downside Indicators


Brunswick Market Premium Indicators

Brunswick lagged returns against current returns

 Current and Lagged Values 

Brunswick regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Brunswick Backtested Returns

Macroaxis considers Brunswick not too risky given 1 month investment horizon. Brunswick secures Sharpe Ratio (or Efficiency) of 0.4861 which signifies that Brunswick had 0.4861% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. By analyzing Brunswick technical indicators you can presently evaluate if the expected return of 0.6049% is justified by implied risk. Please makes use of Brunswick Coefficient Of Variation of 225.81, Risk Adjusted Performance of 0.2252 and Mean Deviation of 0.9517 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Brunswick holds performance score of 31. The firm shows Beta (market volatility) of 0.2417 which signifies that as returns on market increase, Brunswick returns are expected to increase less than the market. However during bear market, the loss on holding Brunswick will be expected to be smaller as well.. Although it is vital to follow to Brunswick historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-seven technical indicators for Brunswick Corporation which you can use to evaluate performance of the firm. Please makes use of Brunswick Downside Variance, Kurtosis and the relationship between Value At Risk and Expected Short fall to make a quick decision on weather Brunswick price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Brunswick Corporation has no correlation between past and present. Overlapping area represents the amount of predictability between Brunswick time series from November 13, 2017 to November 13, 2017 and November 28, 2017 to December 13, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Brunswick price movement. The serial correlation of 0.0 indicates that just 0.0% of current Brunswick price fluctuation can be explain by its past prices.
Average Price 54.77
Lagged Average Price 48.84

Brunswick Lagged Returns

 Regressed Prices 

Brunswick Performance vs DOW

The median price of Brunswick for the period between Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 54.65 with a coefficient of variation of 4.81. The daily time series for the period is distributed with a sample standard deviation of 2.56, arithmetic mean of 53.16, and mean deviation of 2.22. The Stock received some media coverage during the period.
November 20, 2017Brunswick Dividend Paid
Price Growth (%)  
Acquisition by Phillips Graham of 1345 shares of Brunswick s...12/11/2017