Brunswick Backtesting

Brunswick Corporation -- USA Stock  

USD 59  0.82  1.41%

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
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Brunswick 'What if' Analysis

September 18, 2017
 0.00 
No Change 0.00  0.0%
In 31 days
October 18, 2017
 0.00 
If you would invest  0.00  in Brunswick on September 18, 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 
      Timeline 

Brunswick regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Brunswick Backtested Returns

Macroaxis considers Brunswick not too risky given 1 month investment horizon. Brunswick secures Sharpe Ratio (or Efficiency) of 0.4668 which signifies that Brunswick had 0.4668% 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. We have found twenty-one technical indicators for Brunswick Corporation which you can use to evaluate future volatility of the firm. Please makes use of Brunswick Risk Adjusted Performance of 0.1356 and Mean Deviation of 0.6716 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 0.4969 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 patternss. 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. By analyzing Brunswick technical indicators you can presently evaluate if the expected return of 0.3884% will be sustainable into the future. Please makes use of Brunswick Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to make a quick decision on weather Brunswick price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.67 

Good predictability

Brunswick Corporation has good predictability. Overlapping area represents the amount of predictability between Brunswick time series from September 18, 2017 to October 3, 2017 and October 3, 2017 to October 18, 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 0.67 indicates that around 67.0% of current Brunswick price fluctuation can be explain by its past prices.
Correlation Coefficient 0.67
Spearman Rank Test 0.56
Price Variance 0.2
Lagged Price Variance 1.81

Brunswick Lagged Returns

 Regressed Prices 
      Timeline 

Brunswick Performance vs DOW

The median price of Brunswick for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 57.49 with a coefficient of variation of 2.97. The daily time series for the period is distributed with a sample standard deviation of 1.68, arithmetic mean of 56.48, and mean deviation of 1.5. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Brunswick Corporation Brunswick Corporation raises quarterly...10/17/2017