Brunswick Backtesting

Brunswick Corporation -- USA Stock  

USD 59.02  1.05  1.81%

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
 Time Horizon     30 Days    Login   to change

Brunswick 'What if' Analysis

January 24, 2018
No Change 0.00  0.0%
In 31 days
February 23, 2018
If you would invest  0.00  in Brunswick on January 24, 2018 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 Corporation designs, manufactures, and markets recreation products worldwide

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 to be not too risky. Brunswick secures Sharpe Ratio (or Efficiency) of -0.0508 which signifies that Brunswick had -0.0508% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Brunswick Corporation exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Brunswick Risk Adjusted Performance of 0.042955 and Mean Deviation of 1.45 to double-check risk estimate we provide. Macroaxis gives Brunswick performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.4336 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.. Even though it is essential to pay attention to Brunswick historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Brunswick Corporation exposes twenty-one different technical indicators which can help you to evaluate its performance. Brunswick has expected return of -0.1055%. Please be advised to confirm Brunswick Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Brunswick past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.32 

Below average predictability

Brunswick Corporation has below average predictability. Overlapping area represents the amount of predictability between Brunswick time series from January 24, 2018 to February 8, 2018 and February 8, 2018 to February 23, 2018. 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 0.32 indicates that nearly 32.0% of current Brunswick price fluctuation can be explain by its past prices.
Correlation Coefficient 0.32
Spearman Rank Test -0.89
Price Variance 0.75
Lagged Price Variance 2.32

Brunswick Lagged Returns

 Regressed Prices 

Brunswick Performance vs DOW

The median price of Brunswick for the period between Wed, Jan 24, 2018 and Fri, Feb 23, 2018 is 59.03 with a coefficient of variation of 2.73. The daily time series for the period is distributed with a sample standard deviation of 1.62, arithmetic mean of 59.13, and mean deviation of 1.18. The Stock received some media coverage during the period.
Price Growth (%)  
Risk Malaise Alert in Option Market Brunswick Corporation Im...02/23/2018