Brunswick Stock Alpha and Beta Analysis
| BC Stock | USD 82.08 0.74 0.89% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brunswick. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brunswick over a specified time horizon. Remember, high Brunswick's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Brunswick's market risk premium analysis include:
Beta 1.71 | Alpha (0.13) | Risk 1.79 | Sharpe Ratio (0.04) | Expected Return (0.06) |
Brunswick Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Brunswick |
Brunswick Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brunswick market risk premium is the additional return an investor will receive from holding Brunswick long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Brunswick. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Brunswick's performance over market.| α | -0.13 | β | 1.71 |
Brunswick expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Brunswick's Buy-and-hold return. Our buy-and-hold chart shows how Brunswick performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brunswick Market Price Analysis
Market price analysis indicators help investors to evaluate how Brunswick stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brunswick shares will generate the highest return on investment. By understating and applying Brunswick stock market price indicators, traders can identify Brunswick position entry and exit signals to maximize returns.
Brunswick Return and Market Media
The median price of Brunswick for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 87.4 with a coefficient of variation of 4.31. The daily time series for the period is distributed with a sample standard deviation of 3.79, arithmetic mean of 87.92, and mean deviation of 3.03. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Brunswick dividend paid on 15th of March 2024 | 03/15/2024 |
2 | Global Hybrid Boats Industry Report 2023-2028 Brunswick, Groupe Beneteau, Greenline Yachts, Candela Technology, and Silent Yachts Set to Dominate the 2.5 Billio... | 04/04/2024 |
3 | Tarkett- Information on the total number of voting rights and shares in Tarketts share capital as of March, 31st, 2024 | 04/05/2024 |
4 | PG A.M. Biden-Trump presidential election rematch heats up in Georgia | 04/08/2024 |
5 | Basketball schools unite Whats good for the Big East is good for the ACC and vice versa. | 04/09/2024 |
6 | Kula soil sampling highlights Southern Cross gold prospects | 04/10/2024 |
7 | Acquisition by Buelow John G of 1120 shares of Brunswick at 88.09 subject to Rule 16b-3 | 04/17/2024 |
About Brunswick Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Brunswick or other stocks. Alpha measures the amount that position in Brunswick has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.0126 | 0.0165 | 0.0198 | Price To Sales Ratio | 1.34 | 1.06 | 0.58 |
Brunswick Upcoming Company Events
As portrayed in its financial statements, the presentation of Brunswick's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Brunswick's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Brunswick's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Brunswick. Please utilize our Beneish M Score to check the likelihood of Brunswick's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Brunswick
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Brunswick Backtesting, Brunswick Valuation, Brunswick Correlation, Brunswick Hype Analysis, Brunswick Volatility, Brunswick History and analyze Brunswick Performance. For information on how to trade Brunswick Stock refer to our How to Trade Brunswick Stock guide.Note that the Brunswick information on this page should be used as a complementary analysis to other Brunswick'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 the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Brunswick Stock analysis
When running Brunswick's price analysis, check to measure Brunswick'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 is operating at the current time. Most of Brunswick's value examination focuses on studying past and present price action to predict the probability of Brunswick's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brunswick's price. Additionally, you may evaluate how the addition of Brunswick to your portfolios can decrease your overall portfolio volatility.
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Brunswick 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.