Brunswick Performance

Brunswick Corporation -- USA Stock  

USD 59.12  0.01  0.0169%

On a scale of 0 to 100 Brunswick holds performance score of 28. The firm shows Beta (market volatility) of 1.5995 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Brunswick will likely underperform.. 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 0.3417% will be sustainable into the future. Please makes use of Brunswick Treynor Ratio, Downside Variance, Kurtosis, as well as the relationship between Value At Risk and Expected Short fall to make a quick decision on weather Brunswick price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  5,506  in Brunswick Corporation on September 22, 2017 and sell it today you would earn a total of  405  from holding Brunswick Corporation or generate 7.36% return on investment over 30 days. Brunswick Corporation is generating 0.3417% of daily returns and assumes 0.8177% volatility on return distribution over the 30 days horizon. Put differently, 7% of equity instruments are less risky than the company on the bases of their historical return distribution and some 94% of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 30-days total investment horizon, Brunswick Corporation is expected to generate 3.03 times more return on investment than the market. However, the company is 3.03 times more volatile than its market benchmark. It trades about 0.42 of its potential returns per unit of risk. The DOW is currently generating roughly 0.73 per unit of risk.

Brunswick Daily Price Distribution

The median price of Brunswick for the period between Fri, Sep 22, 2017 and Sun, Oct 22, 2017 is 57.54 with a coefficient of variation of 2.68. The daily time series for the period is distributed with a sample standard deviation of 1.53, arithmetic mean of 56.99, and mean deviation of 1.27. The Stock received some media coverage during the period.
28 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Brunswick Corporation are ranked lower than 28 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Brunswick Sharpe Ratio = 0.4179
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Estimated Market Risk

 0.82
  actual daily
 
 93 %
of total potential
  

Expected Return

 0.34
  actual daily
 
 6 %
of total potential
  

Risk-Adjusted Return

 0.42
  actual daily
 
 28 %
of total potential
  
Based on monthly moving average Brunswick is performing at about 28% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Brunswick by adding it to a well-diversified portfolio.

Dividends

Brunswick Dividends Analysis
Check Brunswick dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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