Fossil Performance

Fossil Group Inc -- USA Stock  

USD 12.18  0.37  2.95%

Macroaxis gives Fossil performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.1035 which denotes to the fact that as returns on market increase, Fossil returns are expected to increase less than the market. However during bear market, the loss on holding Fossil will be expected to be smaller as well.. Even though it is essential to pay attention to Fossil Group Inc 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 Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Fossil Group Inc has expected return of -0.3986%. Please be advised to confirm Fossil Group Inc Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Fossil Group Inc past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Fossil Group Inc Relative Risk vs. Return Landscape

If you would invest  1,383  in Fossil Group Inc on February 21, 2018 and sell it today you would lose (128.00)  from holding Fossil Group Inc or give up 9.26% of portfolio value over 30 days. Fossil Group Inc is currenly does not generate positive expected returns and assumes 2.927% risk (volatility on return distribution) over the 30 days horizon. In different words, 27% of equities are less volatile than Fossil Group Inc 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 Inc is expected to under-perform the market. In addition to that, the company is 3.14 times more volatile than its market benchmark. It trades about -0.14 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of volatility.

Operating Margin

Fossil Group Inc Operating Margin
Based on recorded statements Fossil Group Inc has Operating Margin of 1.17%. This is 134.62% lower than that of the Consumer Goods sector, and significantly higher than that of Diversified Wholesale And Retail industry, The Operating Margin for all stocks is 110.72% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Fossil Daily Price Distribution

The median price of Fossil for the period between Wed, Feb 21, 2018 and Fri, Mar 23, 2018 is 13.36 with a coefficient of variation of 5.98. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 13.0, and mean deviation of 0.7. The Stock received some media coverage during the period.

Risk-Adjusted Performance

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

One Month Efficiency

Fossil Sharpe Ratio = -0.1362
Good Returns
Average Returns
Small Returns
Negative ReturnsFOSL

Estimated Market Risk

  actual daily
 73 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  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.