Fossil Performance

FOSL -- USA Stock  

USD 12.34  0.13  1.06%

Fossil has performance score of 3 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.6407 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Fossil will likely underperform. Although it is extremely important to respect Fossil Group historical returns, it is better to be realistic regarding the information on equity current trending patterns. 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 technical indicators you can presently evaluate if the expected return of 0.1977% will be sustainable into the future. Fossil Group right now shows a risk of 3.4629%. Please confirm Fossil Group Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Fossil Group will be following its price patterns.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Fossil Group are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days. Even with considerably sluggish technical indicators, Fossil may actually be approaching a critical reversion point that can send shares even higher in October 2019.
Quick Ratio0.82
Fifty Two Week Low9.00
Target High Price26.00
Fifty Two Week High25.21
Target Low Price6.00
Horizon     30 Days    Login   to change

Fossil Group Relative Risk vs. Return Landscape

If you would invest  1,129  in Fossil Group on August 22, 2019 and sell it today you would earn a total of  105.00  from holding Fossil Group or generate 9.3% return on investment over 30 days. Fossil Group is currently generating 0.1977% of daily expected returns and assumes 3.4629% risk (volatility on return distribution) over the 30 days horizon. In different words, 30% of equities are less volatile than Fossil and 97% 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 is expected to generate 3.83 times more return on investment than the market. However, the company is 3.83 times more volatile than its market benchmark. It trades about 0.06 of its potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of risk.

Fossil Market Risk Analysis

Sharpe Ratio = 0.0571
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Fossil Relative Performance Indicators

Estimated Market Risk
 3.46
  actual daily
 
 30 %
of total potential
 
3030
Expected Return
 0.2
  actual daily
 
 3 %
of total potential
 
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Risk-Adjusted Return
 0.06
  actual daily
 
 3 %
of total potential
 
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Based on monthly moving average Fossil is performing at about 3% 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.

Fossil Alerts

Equity Alerts and Improvement Suggestions

Fossil Group has very high historical volatility over the last 30 days
Fossil Group has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
Over 113.0% of the company shares are owned by institutional investors
Latest headline from eglobalist.com: Fossil Group, Inc. is better stock pick than At Brookdale Senior Living Inc. - E Globalist
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