Brunswick Performance

Brunswick Corporation -- USA Stock  

USD 60.77  0.84  1.36%

On a scale of 0 to 100 Brunswick holds performance score of 7. The firm shows Beta (market volatility) of 0.7025 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 extremely important to respect Brunswick historical returns, it is better to be realistic regarding the information on 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 0.2201% 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.
 Time Horizon     30 Days    Login   to change

Brunswick Relative Risk vs. Return Landscape

If you would invest  5,903  in Brunswick Corporation on February 15, 2018 and sell it today you would earn a total of  258.00  from holding Brunswick Corporation or generate 4.37% return on investment over 30 days. Brunswick Corporation is generating 0.2201% of daily returns and assumes 1.8663% volatility on return distribution over the 30 days horizon. Put differently, 17% of equity instruments are less risky than the company on the bases of their historical return distribution and some 96% 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 0.12 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 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 Thu, Feb 15, 2018 and Sat, Mar 17, 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 received some 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 7 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Brunswick Sharpe Ratio = 0.118
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Estimated Market Risk

  actual daily
 83 %
of total potential

Expected Return

  actual daily
 4 %
of total potential

Risk-Adjusted Return

  actual daily
 7 %
of total potential
Based on monthly moving average Brunswick is performing at about 7% 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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