Fat Brands Stock Market Value
| FAT Stock | USD 7.05 0.05 0.70% |
| Symbol | FAT |
FAT Brands Price To Book Ratio
Is FAT Brands' industry 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 FAT Brands. If investors know FAT 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 FAT Brands 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 112.056 | Dividend Share 0.56 | Earnings Share (5.85) | Revenue Per Share 28.945 | Quarterly Revenue Growth 0.528 |
The market value of FAT Brands is measured differently than its book value, which is the value of FAT that is recorded on the company's balance sheet. Investors also form their own opinion of FAT Brands' value that differs from its market value or its book value, called intrinsic value, which is FAT Brands' 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 FAT Brands' market value can be influenced by many factors that don't directly affect FAT Brands' 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 FAT Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if FAT Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FAT Brands' 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.
FAT Brands '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 FAT Brands' 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 FAT Brands.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in FAT Brands on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding FAT Brands or generate 0.0% return on investment in FAT Brands over 30 days. FAT Brands is related to or competes with FAT Brands, Cannae Holdings, Nathans Famous, Dine Brands, Bloomin Brands, BJs Restaurants, and Cheesecake Factory. FAT Brands Inc., a multi-brand franchising company, acquires, develops, and manages quick service, fast casual, casual d... More
FAT Brands 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 FAT Brands' 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 FAT Brands upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.93 | |||
| Information Ratio | 0.0501 | |||
| Maximum Drawdown | 20.84 | |||
| Value At Risk | (4.84) | |||
| Potential Upside | 6.37 |
FAT Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FAT Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FAT Brands' standard deviation. In reality, there are many statistical measures that can use FAT Brands historical prices to predict the future FAT Brands' volatility.| Risk Adjusted Performance | 0.0516 | |||
| Jensen Alpha | 0.1235 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0582 | |||
| Treynor Ratio | 0.1273 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FAT Brands' 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.
FAT Brands Backtested Returns
We consider FAT Brands somewhat reliable. FAT Brands secures Sharpe Ratio (or Efficiency) of 0.0272, which denotes the company had a 0.0272% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for FAT Brands, which you can use to evaluate the volatility of the entity. Please confirm FAT Brands' Market Risk Adjusted Performance of 0.1373, downside deviation of 2.93, and Mean Deviation of 2.37 to check if the risk estimate we provide is consistent with the expected return of 0.0911%. FAT Brands has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.8, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, FAT Brands will likely underperform. FAT Brands now shows a risk of 3.36%. Please confirm FAT Brands value at risk, as well as the relationship between the skewness and day median price , to decide if FAT Brands will be following its price patterns.
Auto-correlation | 0.37 |
Below average predictability
FAT Brands has below average predictability. Overlapping area represents the amount of predictability between FAT Brands time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FAT Brands price movement. The serial correlation of 0.37 indicates that just about 37.0% of current FAT Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
FAT Brands lagged returns against current returns
Autocorrelation, which is FAT Brands 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 FAT Brands' stock expected returns. We can calculate the autocorrelation of FAT Brands returns to help us make a trade decision. For example, suppose you find that FAT Brands 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 |
FAT Brands 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 FAT Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FAT Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FAT Brands stock over time.
Current vs Lagged Prices |
| Timeline |
FAT Brands Lagged Returns
When evaluating FAT Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FAT Brands stock have on its future price. FAT Brands 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, FAT Brands autocorrelation shows the relationship between FAT Brands stock current value and its past values and can show if there is a momentum factor associated with investing in FAT Brands.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards FAT Brands in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, FAT Brands' short interest history, or implied volatility extrapolated from FAT Brands options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out FAT Brands Correlation, FAT Brands Volatility and FAT Brands Alpha and Beta module to complement your research on FAT Brands. For more information on how to buy FAT Stock please use our How to Invest in FAT Brands guide.Note that the FAT Brands information on this page should be used as a complementary analysis to other FAT Brands' 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 Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Complementary Tools for FAT Stock analysis
When running FAT Brands' price analysis, check to measure FAT Brands' 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 FAT Brands is operating at the current time. Most of FAT Brands' value examination focuses on studying past and present price action to predict the probability of FAT Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FAT Brands' price. Additionally, you may evaluate how the addition of FAT Brands to your portfolios can decrease your overall portfolio volatility.
| AI Investment Finder Use AI to screen and filter profitable investment opportunities | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Global Correlations Find global opportunities by holding instruments from different markets |
FAT Brands 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.