Brunswick Performance

Brunswick Corporation -- USA Stock  

USD 55.59  0.59  1.07%

On a scale of 0 to 100 Brunswick holds performance score of 21. The firm shows Beta (market volatility) of 0.4524 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 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 0.4324% 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.
Investment Horizon     30 Days    Login   to change

Brunswick Relative Risk vs. Return Landscape

If you would invest  5,032  in Brunswick Corporation on November 16, 2017 and sell it today you would earn a total of  468  from holding Brunswick Corporation or generate 9.3% return on investment over 30 days. Brunswick Corporation is generating 0.4324% of daily returns and assumes 1.3037% volatility on return distribution over the 30 days horizon. Put differently, 12% of equity instruments are less risky than the company on the bases of their historical return distribution and some 92% 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 2.77 times more return on investment than the market. However, the company is 2.77 times more volatile than its market benchmark. It trades about 0.33 of its potential returns per unit of risk. The DOW is currently generating roughly 0.5 per unit of risk.

Brunswick Daily Price Distribution

The median price of Brunswick for the period between Thu, Nov 16, 2017 and Sat, Dec 16, 2017 is 54.94 with a coefficient of variation of 3.65. The daily time series for the period is distributed with a sample standard deviation of 1.97, arithmetic mean of 54.0, and mean deviation of 1.69. The Stock received some media coverage during the period.
21 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Brunswick Corporation are ranked lower than 21 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Brunswick Sharpe Ratio = 0.3317
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsBC
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Estimated Market Risk

 1.3
  actual daily
 
 88 %
of total potential
  

Expected Return

 0.43
  actual daily
 
 8 %
of total potential
  

Risk-Adjusted Return

 0.33
  actual daily
 
 21 %
of total potential
  
Based on monthly moving average Brunswick is performing at about 21% 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
Check Dividends