Brunswick Corporation shows Downside Deviation of 1.26, Risk Adjusted Performance of 0.049 and Mean Deviation of 1.11. Brunswick technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm future prices. In plain English you can use this information to find out if the firm will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for Brunswick Corporation which can be compared to its rivals. Please confirm BrunswickJensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Brunswick is priced correctly providing market reflects its regular price of 61.24 per share. Given that Brunswick has Jensen Alpha of 0.0666, we suggest you validate Brunswick Corporation prevailing market performance to make sure the company can sustain itself at future point.
The output start index for this execution was six with a total number of output elements of eleven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Brunswick volatility. High ATR values indicate high volatility, and low values indicate low volatility. View also all equity analysis or get more info about average true range volatility indicators indicator.
Brunswick Trend Analysis
Use this graph to draw trend lines for Brunswick Corporation. You can use it to identify possible trend reversals for Brunswick as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Brunswick price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Brunswick Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Brunswick Corporation applied against its price change over selected period. The best fit line has a slop of 0.08 % which may indicate that the price for Brunswick Corporation will continue to decline. It has 34 observation points and a regression sum of squares at 5.78, which is the sum of squared deviations for the predicted Brunswick price change compared to its average price change.
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Brunswick Corporation is rated below average in mean deviation category among related companies. It is rated third in standard deviation category among related companies creating about 1.65 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Brunswick Corporation is roughly 1.65