Fossil Performance

Fossil Group Inc -- USA Stock  

USD 9.01  0.2  2.17%

On a scale of 0 to 100 Fossil holds performance score of 6. The firm shows Beta (market volatility) of -4.02 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.. Although it is extremely important to respect Fossil Group Inc historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing Fossil Group Inc technical indicators you can presently evaluate if the expected return of 0.2442% will be sustainable into the future. Please utilizes Fossil Group Inc Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to make a quick decision on weather Fossil price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  879  in Fossil Group Inc on September 21, 2017 and sell it today you would earn a total of  42  from holding Fossil Group Inc or generate 4.78% return on investment over 30 days. Fossil Group Inc is currenly generating 0.2442% of daily expected returns and assumes 2.5822% risk (volatility on return distribution) over the 30 days horizon. In different words, 24% of equities are less volatile than Fossil Group Inc and 96% 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 generate 10.43 times more return on investment than the market. However, the company is 10.43 times more volatile than its market benchmark. It trades about 0.09 of its potential returns per unit of risk. The DOW is currently generating roughly 0.65 per unit of risk.

Fossil Daily Price Distribution

The median price of Fossil for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 8.98 with a coefficient of variation of 4.31. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 8.92, and mean deviation of 0.29. The Stock received some media coverage during the period.
6 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Fossil Group Inc are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Fossil Sharpe Ratio = 0.0946
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Estimated Market Risk

 2.58
  actual daily
 
 76 %
of total potential
  

Expected Return

 0.24
  actual daily
 
 4 %
of total potential
  

Risk-Adjusted Return

 0.09
  actual daily
 
 6 %
of total potential
  
Based on monthly moving average Fossil is performing at about 6% 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.