Brunswick Performance

Brunswick Corporation -- USA Stock  

USD 60.63  0.98  1.59%

On a scale of 0 to 100 Brunswick holds performance score of 12. The firm shows Beta (market volatility) of -0.4856 which signifies that as returns on market increase, returns on owning Brunswick are expected to decrease at a much smaller rate. During bear market, Brunswick is likely to outperform the market.. 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. By analyzing Brunswick technical indicators you can presently evaluate if the expected return of 0.3421% will be sustainable into the future. Please makes use of Brunswick Sortino Ratio, 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.
 Time Horizon     30 Days    Login   to change

Brunswick Relative Risk vs. Return Landscape

If you would invest  5,772  in Brunswick Corporation on February 17, 2018 and sell it today you would earn a total of  389.00  from holding Brunswick Corporation or generate 6.74% return on investment over 30 days. Brunswick Corporation is generating 0.3421% of daily returns and assumes 1.8258% volatility on return distribution over the 30 days horizon. Put differently, 16% 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 1.95 times more return on investment than the market. However, the company is 1.95 times more volatile than its market benchmark. It trades about 0.19 of its potential returns per unit of risk. The DOW is currently generating roughly 0.0 per unit of risk.

Operating Margin

Brunswick Operating Margin
Based on recorded statements Brunswick Corporation has Operating Margin of 13.0%. This is 484.62% lower than that of the Consumer Goods sector, and significantly higher than that of Sports Equipment Manufacturers And Retailers industry, The Operating Margin for all stocks is 219.16% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Brunswick Daily Price Distribution

The median price of Brunswick for the period between Sat, Feb 17, 2018 and Mon, Mar 19, 2018 is 60.77 with a coefficient of variation of 2.75. The daily time series for the period is distributed with a sample standard deviation of 1.65, arithmetic mean of 60.04, and mean deviation of 1.48. The Stock did not receive any noticable media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Brunswick Corporation are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Brunswick Sharpe Ratio = 0.1874
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Estimated Market Risk

  actual daily
 84 %
of total potential

Expected Return

  actual daily
 6 %
of total potential

Risk-Adjusted Return

  actual daily
 12 %
of total potential
Based on monthly moving average Brunswick is performing at about 12% 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.


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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