Fossil Group Stock Alpha and Beta Analysis
| FOSL Stock | USD 0.78 0.02 2.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fossil Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fossil over a specified time horizon. Remember, high Fossil'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 Fossil's market risk premium analysis include:
Beta 2.35 | Alpha (0.83) | Risk 4.14 | Sharpe Ratio (0.17) | Expected Return (0.70) |
Enterprise Value |
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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.
Fossil |
Fossil Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fossil market risk premium is the additional return an investor will receive from holding Fossil 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 Fossil. 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 Fossil's performance over market.| α | -0.83 | β | 2.35 |
Fossil 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 Fossil's Buy-and-hold return. Our buy-and-hold chart shows how Fossil performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fossil Market Price Analysis
Market price analysis indicators help investors to evaluate how Fossil stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fossil shares will generate the highest return on investment. By understating and applying Fossil stock market price indicators, traders can identify Fossil position entry and exit signals to maximize returns.
Fossil Return and Market Media
The median price of Fossil for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 1.04 with a coefficient of variation of 13.52. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 1.03, and mean deviation of 0.11. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Fossil Group, Inc. 7 percent Senior Notes due 2026 Short Interest Update | 02/16/2024 |
2 | Investor names director candidates at Fossil Group after stock price drop | 02/20/2024 |
3 | Fossil Group, Inc. Announces Date for Fourth Quarter and Full Year 2023 Earnings Release and Conference Call | 03/06/2024 |
4 | Fossil Non-GAAP EPS of -0.30, revenue of 421.3M | 03/13/2024 |
5 | Disposition of tradable shares by Corrie Pamela B of Fossil subject to Rule 16b-3 | 03/22/2024 |
6 | Fossil Group announces executive position elimination | 04/03/2024 |
7 | Disposition of 4647 shares by Melissa Lowenkron of Fossil at 88.0 subject to Rule 16b-3 | 04/15/2024 |
8 | Kanen Wealth Management critiques Fossil Groups strategy | 04/18/2024 |
About Fossil 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 Fossil or other stocks. Alpha measures the amount that position in Fossil Group 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.
| 2023 | 2024 (projected) | PTB Ratio | 0.64 | 0.61 | Dividend Yield | 0.004904 | 0.003186 |
Fossil Upcoming Company Events
As portrayed in its financial statements, the presentation of Fossil's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fossil's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fossil's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fossil. Please utilize our Beneish M Score to check the likelihood of Fossil's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Fossil
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 Fossil Backtesting, Fossil Valuation, Fossil Correlation, Fossil Hype Analysis, Fossil Volatility, Fossil History and analyze Fossil Performance. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Complementary Tools for Fossil Stock analysis
When running Fossil's price analysis, check to measure Fossil'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 Fossil is operating at the current time. Most of Fossil's value examination focuses on studying past and present price action to predict the probability of Fossil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fossil's price. Additionally, you may evaluate how the addition of Fossil to your portfolios can decrease your overall portfolio volatility.
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Fossil 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.