Fortune Brands (Germany) Performance
| 2FB Stock | EUR 66.50 0.00 0.00% |
The firm shows a Beta (market volatility) of 0.31, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fortune Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fortune Brands is expected to be smaller as well. At this point, Fortune Brands Home has a negative expected return of -0.24%. Please make sure to confirm Fortune Brands' variance, jensen alpha, value at risk, as well as the relationship between the information ratio and maximum drawdown , to decide if Fortune Brands Home performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Fortune Brands Home has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
| Begin Period Cash Flow | 476.1 M |
Fortune |
Fortune Brands Relative Risk vs. Return Landscape
If you would invest 7,823 in Fortune Brands Home on September 27, 2024 and sell it today you would lose (1,173) from holding Fortune Brands Home or give up 14.99% of portfolio value over 90 days. Fortune Brands Home is currently producing negative expected returns and takes up 1.6766% volatility of returns over 90 trading days. Put another way, 14% of traded stocks are less volatile than Fortune, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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Fortune Brands Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fortune Brands' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Fortune Brands Home, and traders can use it to determine the average amount a Fortune Brands' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1453
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| Negative Returns | 2FB |
Estimated Market Risk
| 1.68 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fortune Brands is not performing at its full potential. However, 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 Fortune Brands by adding Fortune Brands to a well-diversified portfolio.
Fortune Brands Fundamentals Growth
Fortune Stock prices reflect investors' perceptions of the future prospects and financial health of Fortune Brands, and Fortune Brands fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Fortune Stock performance.
| Return On Equity | 0.21 | |||
| Return On Asset | 0.072 | |||
| Profit Margin | 0.15 % | |||
| Operating Margin | 0.17 % | |||
| Current Valuation | 10.54 B | |||
| Shares Outstanding | 128.27 M | |||
| Price To Earning | 15.66 X | |||
| Price To Book | 2.65 X | |||
| Price To Sales | 0.97 X | |||
| Revenue | 4.72 B | |||
| EBITDA | 977.9 M | |||
| Cash And Equivalents | 276.3 M | |||
| Cash Per Share | 1.97 X | |||
| Total Debt | 2.07 B | |||
| Debt To Equity | 110.60 % | |||
| Book Value Per Share | 16.16 X | |||
| Cash Flow From Operations | 566.3 M | |||
| Earnings Per Share | 3.88 X | |||
| Total Asset | 6.12 B | |||
About Fortune Brands Performance
By analyzing Fortune Brands' fundamental ratios, stakeholders can gain valuable insights into Fortune Brands' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fortune Brands has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Fortune Brands has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Fortune Brands Home Security, Inc., together with its subsidiaries, provides home and security products for residential home repair, remodeling, new construction, and security applications. The company was founded in 1988 and is headquartered in Deerfield, Illinois. FORT BRAND operates under Home Furnishings Fixtures classification in Germany and is traded on Frankfurt Stock Exchange. It employs 25300 people.Things to note about Fortune Brands Home performance evaluation
Checking the ongoing alerts about Fortune Brands for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Fortune Brands Home help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fortune Brands Home generated a negative expected return over the last 90 days | |
| Fortune Brands Home has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| Over 89.0% of the company shares are owned by institutions such as pension funds |
- Analyzing Fortune Brands' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Fortune Brands' stock is overvalued or undervalued compared to its peers.
- Examining Fortune Brands' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Fortune Brands' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fortune Brands' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Fortune Brands' stock. These opinions can provide insight into Fortune Brands' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Fortune Stock analysis
When running Fortune Brands' price analysis, check to measure Fortune 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 Fortune Brands is operating at the current time. Most of Fortune Brands' value examination focuses on studying past and present price action to predict the probability of Fortune Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fortune Brands' price. Additionally, you may evaluate how the addition of Fortune Brands to your portfolios can decrease your overall portfolio volatility.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |