Fossil Performance

FOSL -- USA Stock  

USD 27.41  0.53  1.97%

Macroaxis gives Fossil performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -1.5296 which denotes to the fact that as returns on market increase, returns on owning Fossil are expected to decrease by larger amounts. On the other hand, during market turmoil, Fossil is expected to significantly outperform it.. Even though it is essential to pay attention to Fossil Group historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Fossil Group exposes twenty-one different technical indicators which can help you to evaluate its performance. Fossil Group has expected return of -0.15%. Please be advised to confirm Fossil Group Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Fossil Group past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Fossil Group Relative Risk vs. Return Landscape

If you would invest  2,867  in Fossil Group on June 19, 2018 and sell it today you would lose (132.00)  from holding Fossil Group or give up 4.6% of portfolio value over 30 days. Fossil Group is currently does not generate positive expected returns and assumes 3.6228% risk (volatility on return distribution) over the 30 days horizon. In different words, 33% of equities are less volatile than Fossil Group and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Fossil Group is expected to under-perform the market. In addition to that, the company is 6.05 times more volatile than its market benchmark. It trades about -0.04 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.09 per unit of volatility.

Fossil Market Risk Analysis

Sharpe Ratio = -0.0414
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsFOSL

Fossil Relative Performance Indicators

Estimated Market Risk
 3.62
  actual daily
 
 67 %
of total potential
  
Expected Return
 -0.15
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.04
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Fossil is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Fossil by adding it to a well-diversified portfolio.

Performance Rating

Fossil Group Risk Adjusted Performance Analysis
0 

Risk-Adjusted Performance

Over the last 30 days Fossil Group has generated negative risk-adjusted returns adding no value to investors with long positions.

Fossil Alerts

Equity Alerts and Improvement Suggestions
Fossil Group generates negative expected return over the last 30 days
Fossil Group has high historical volatility and very poor performance
Fossil Group has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company reported previous year revenue of 2.78 B. Net Loss for the year was (478.26 M) with profit before overhead, payroll, taxes, and interest of 1.36 B.
Over 105.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Fossil exotic insider transaction detected
Additionally see Investing Opportunities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.