Fossil Group 7 Stock Alpha and Beta Analysis
| FOSLL Stock | USD 13.98 0.19 1.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fossil Group 7. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fossil Group over a specified time horizon. Remember, high Fossil Group's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Fossil Group's market risk premium analysis include:
Beta 0.42 | Alpha (0.01) | Risk 1.45 | Sharpe Ratio 0.0211 | Expected Return 0.0305 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Fossil |
Fossil Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fossil Group market risk premium is the additional return an investor will receive from holding Fossil Group long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Fossil Group. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Fossil Group's performance over market.| α | -0.0077 | β | 0.42 |
Fossil Group expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Fossil Group's Buy-and-hold return. Our buy-and-hold chart shows how Fossil Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fossil Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Fossil Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fossil Group shares will generate the highest return on investment. By understating and applying Fossil Group stock market price indicators, traders can identify Fossil Group position entry and exit signals to maximize returns.
Fossil Group Return and Market Media
The median price of Fossil Group for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 13.45 with a coefficient of variation of 1.71. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 13.42, and mean deviation of 0.18. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 6000 shares by Stone Donald J of Fossil Group at 16.415 subject to Rule 16b-3 | 10/04/2024 |
2 | Fossil Group, Inc. Reports Third Quarter 2024 Financial Results - Yahoo Finance | 11/07/2024 |
3 | Fossil Group Stock Passes Above Two Hundred Day Moving Average - Should You Sell - MarketBeat | 11/20/2024 |
About Fossil Group Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Fossil or other stocks. Alpha measures the amount that position in Fossil Group 7 has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2023 | 2024 (projected) | PTB Ratio | 0.64 | 0.61 | Dividend Yield | 0.006073 | 0.006377 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Fossil Group in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Fossil Group's short interest history, or implied volatility extrapolated from Fossil Group options trading.
Build Portfolio with Fossil Group
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Check out Fossil Group Backtesting, Fossil Group Valuation, Fossil Group Correlation, Fossil Group Hype Analysis, Fossil Group Volatility, Fossil Group History and analyze Fossil Group Performance. For more information on how to buy Fossil Stock please use our How to buy in Fossil Stock guide.You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Fossil Group technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.