Brunswick Stock Market Value
| BC Stock | USD 55.99 0.35 0.62% |
| Symbol | Brunswick |
Brunswick Price To Book Ratio
Is Leisure Products space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Brunswick. If investors know Brunswick will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Brunswick listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.58) | Dividend Share 1.68 | Earnings Share 2.21 | Revenue Per Share | Quarterly Revenue Growth (0.15) |
The market value of Brunswick 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's value that differs from its market value or its book value, called intrinsic value, which is Brunswick'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's market value can be influenced by many factors that don't directly affect Brunswick's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Brunswick's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brunswick is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brunswick'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 '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'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.
| 12/29/2024 |
| 03/29/2025 |
If you would invest 0.00 in Brunswick on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Brunswick or generate 0.0% return on investment in Brunswick over 90 days. Brunswick is related to or competes with MCBC Holdings, Marine Products, Winnebago Industries, LCI Industries, Thor Industries, BRP, and EZGO Technologies. Brunswick Corporation designs, manufactures, and markets recreation products worldwide More
Brunswick 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'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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 9.68 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 2.7 |
Brunswick Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brunswick's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brunswick's standard deviation. In reality, there are many statistical measures that can use Brunswick historical prices to predict the future Brunswick's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | 1.12 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brunswick'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.
Brunswick Backtested Returns
Brunswick secures Sharpe Ratio (or Efficiency) of -0.0983, which signifies that the company had a -0.0983 % return per unit of risk over the last 3 months. Brunswick exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brunswick's Risk Adjusted Performance of (0.1), mean deviation of 1.51, and Standard Deviation of 1.97 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Brunswick are expected to decrease at a much lower rate. During the bear market, Brunswick is likely to outperform the market. At this point, Brunswick has a negative expected return of -0.2%. Please make sure to confirm Brunswick's value at risk, accumulation distribution, day typical price, as well as the relationship between the skewness and rate of daily change , to decide if Brunswick performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.59 |
Good reverse predictability
Brunswick has good reverse predictability. Overlapping area represents the amount of predictability between Brunswick time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th of March 2025. 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 price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Brunswick price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 9.67 |
Brunswick lagged returns against current returns
Autocorrelation, which is Brunswick 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's stock expected returns. We can calculate the autocorrelation of Brunswick returns to help us make a trade decision. For example, suppose you find that Brunswick 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Brunswick 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brunswick stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brunswick stock over time.
Current vs Lagged Prices |
| Timeline |
Brunswick Lagged Returns
When evaluating Brunswick's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brunswick stock have on its future price. Brunswick 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 autocorrelation shows the relationship between Brunswick stock current value and its past values and can show if there is a momentum factor associated with investing in Brunswick.
Regressed Prices |
| Timeline |
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Check out Brunswick Correlation, Brunswick Volatility and Brunswick Alpha and Beta module to complement your research on Brunswick. For information on how to trade Brunswick Stock refer to our How to Trade Brunswick Stock guide.You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
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.