Brunswick Stock Market Value

BC -  USA Stock  

USD 97.43  0.04  0.0411%

Brunswick Corp's market value is the price at which a share of Brunswick Corp stock trades on a public exchange. It measures the collective expectations of Brunswick Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Brunswick Corp and determine expected loss or profit from investing in Brunswick Corp over a given investment horizon. Continue to Brunswick Corp Hype Analysis, Brunswick Corp Correlation, Brunswick Corp Valuation, Brunswick Corp Volatility, as well as analyze Brunswick Corp Alpha and Beta and Brunswick Corp Performance.
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The market value of Brunswick Corp is measured differently than its book value, which is the value of Brunswick that is recorded on the company's balance sheet. Investors also form their own opinion of Brunswick Corp's value that differs from its market value or its book value, called intrinsic value, which is Brunswick Corp's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Brunswick Corp's market value can be influenced by many factors that don't directly affect Brunswick Corp underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Brunswick Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine Brunswick Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brunswick Corp's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Brunswick Corp 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Brunswick Corp's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Brunswick Corp.
0.00
08/21/2021
No Change 0.00  0.0 
In 30 days
09/20/2021
0.00
If you would invest  0.00  in Brunswick Corp on August 21, 2021 and sell it all today you would earn a total of 0.00 from holding Brunswick Corp or generate 0.0% return on investment in Brunswick Corp over 30 days. Brunswick Corp is related to or competes with Drive Shack, Escalade, Funko Inc, Ballantyne Strong, Dover Downs, Callaway Golf, and Cedar Fair. Brunswick Corporation designs, manufactures, and markets recreation products worldwide

Brunswick Corp Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Brunswick Corp's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Brunswick Corp upside and downside potential and time the market with a certain degree of confidence.

Brunswick Corp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Brunswick Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brunswick Corp's standard deviation. In reality, there are many statistical measures that can use Brunswick Corp historical prices to predict the future Brunswick Corp's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Brunswick Corp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Brunswick Corp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
95.6297.4099.18
Details
Intrinsic
Valuation
LowReal ValueHigh
87.69109.74111.52
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Naive
Forecast
LowNext ValueHigh
99.10100.88102.66
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14 Analysts
Consensus
LowTarget PriceHigh
100.00120.54135.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Brunswick Corp. Your research has to be compared to or analyzed against Brunswick Corp's peers to derive any actionable benefits. When done correctly, Brunswick Corp's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Brunswick Corp.

Brunswick Corp Backtested Returns

We consider Brunswick Corp very steady. Brunswick Corp secures Sharpe Ratio (or Efficiency) of 0.0146, which signifies that the company had 0.0146% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Brunswick Corp, which you can use to evaluate the future volatility of the firm. Please confirm Brunswick Corp Downside Deviation of 1.69, mean deviation of 1.42, and Risk Adjusted Performance of 0.0306 to double-check if the risk estimate we provide is consistent with the expected return of 0.026%.
Brunswick Corp has performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.4049, which signifies a somewhat significant risk relative to the market. Let's try to break down what Brunswick's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Brunswick Corp will likely underperform. Although it is extremely important to respect Brunswick Corp 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 Corp technical indicators, you can presently evaluate if the expected return of 0.026% will be sustainable into the future. Brunswick Corp right now shows a risk of 1.78%. Please confirm Brunswick Corp jensen alpha, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance to decide if Brunswick Corp will be following its price patterns.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.52)   

Good reverse predictability

Brunswick Corp has good reverse predictability. Overlapping area represents the amount of predictability between Brunswick Corp time series from 21st of August 2021 to 5th of September 2021 and 5th of September 2021 to 20th of September 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Brunswick Corp price movement. The serial correlation of -0.52 indicates that about 52.0% of current Brunswick Corp price fluctuation can be explain by its past prices. Given that Brunswick Corp has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Brunswick Corp for similar time interval.
Correlation Coefficient-0.52
Spearman Rank Test-0.44
Residual Average0.0
Price Variance0.94

Brunswick Corp lagged returns against current returns

Autocorrelation, which is Brunswick Corp stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Brunswick Corp's stock expected returns. We can calculate the autocorrelation of Brunswick Corp returns to help us make a trade decision. For example, suppose you find that Brunswick Corp stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Brunswick Corp regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Brunswick Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brunswick Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brunswick Corp stock over time.
 Current vs Lagged Prices 
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      Timeline 

Brunswick Corp Lagged Returns

When evaluating Brunswick Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brunswick Corp stock have on its future price. Brunswick Corp autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Brunswick Corp autocorrelation shows the relationship between Brunswick Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Brunswick Corp.
 Regressed Prices 
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      Timeline 

Brunswick Corp Investors Sentiment

The influence of Brunswick Corp's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Brunswick. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - BC

Brunswick Corp Investor Sentiment

Larger part of Macroaxis users are currently bullish on Brunswick Corp. What is your opinion about investing in Brunswick Corp? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Pair Trading with Brunswick Corp

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Brunswick Corp position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Brunswick Corp will appreciate offsetting losses from the drop in the long position's value.

Brunswick Corp Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Brunswick Corp and Drive Shack. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Continue to Brunswick Corp Hype Analysis, Brunswick Corp Correlation, Brunswick Corp Valuation, Brunswick Corp Volatility, as well as analyze Brunswick Corp Alpha and Beta and Brunswick Corp Performance. Note that the Brunswick Corp information on this page should be used as a complementary analysis to other Brunswick Corp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

Complementary Tools for Brunswick Stock analysis

When running Brunswick Corp price analysis, check to measure Brunswick Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Brunswick Corp is operating at the current time. Most of Brunswick Corp's value examination focuses on studying past and present price action to predict the probability of Brunswick Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Brunswick Corp's price. Additionally, you may evaluate how the addition of Brunswick Corp to your portfolios can decrease your overall portfolio volatility.
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Brunswick Corp technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Brunswick Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Brunswick Corp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...