FAT Brands Correlations

FAT Stock

USD 2.36 0.06 2.48%

The current 90-days correlation between FAT Brands and FAT Brands is 0.28 (i.e., Modest diversification). The correlation of FAT Brands is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

FAT Brands Correlation With Market

Very weak diversification

The correlation between FAT Brands and DJI is 0.52 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding FAT Brands and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with FAT Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in FAT Brands. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.

For more information on how to buy FAT Stock please use our How to Invest in FAT Brands guide.

Moving against FAT Stock

0.53	FL	Foot Locker	Pair Corr
0.38	BKE	Buckle Inc	Pair Corr
0.37	FOSL	Fossil Group	Pair Corr
0.34	RRR	Red Rock Resorts Earnings Call This Week	Pair Corr
0.33	ANF	Abercrombie Fitch	Pair Corr
0.42	URBN	Urban Outfitters	Pair Corr
0.4	GRPN	Groupon	Pair Corr
0.37	UAA	Under Armour A	Pair Corr
0.35	VVA	Viva Leisure	Pair Corr
0.36	LTRY	Lottery, Common Stock	Pair Corr

Related Correlations Analysis

	FATBB	FATBP	EAT	JACK	STKS	GTIM	RAVE	FLL	ARKR
FATBB		0.19	-0.47	0.6	0.21	0.03	0.32	0.05	0.37	FATBB
FATBP	0.19		-0.72	0.76	-0.71	0.85	-0.76	-0.47	-0.38	FATBP
EAT	-0.47	-0.72		-0.85	0.51	-0.47	0.4	0.43	-0.22	EAT
JACK	0.6	0.76	-0.85		-0.36	0.53	-0.33	-0.31	0.02	JACK
STKS	0.21	-0.71	0.51	-0.36		-0.56	0.81	0.79	0.14	STKS
GTIM	0.03	0.85	-0.47	0.53	-0.56		-0.75	-0.35	-0.53	GTIM
RAVE	0.32	-0.76	0.4	-0.33	0.81	-0.75		0.6	0.46	RAVE
FLL	0.05	-0.47	0.43	-0.31	0.79	-0.35	0.6		-0.18	FLL
ARKR	0.37	-0.38	-0.22	0.02	0.14	-0.53	0.46	-0.18		ARKR
	FATBB	FATBP	EAT	JACK	STKS	GTIM	RAVE	FLL	ARKR

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

GTIM	+ 0.85	FATBP
RAVE	+ 0.81	STKS
FLL	+ 0.79	STKS
JACK	+ 0.76	FATBP
JACK	+ 0.6	FATBB
FLL	+ 0.6	RAVE

High negative correlations

JACK	- 0.85	EAT
RAVE	- 0.76	FATBP
RAVE	- 0.75	GTIM
EAT	- 0.72	FATBP
STKS	- 0.71	FATBP
GTIM	- 0.56	STKS

Risk-Adjusted Indicators

There is a big difference between FAT Stock performing well and FAT Brands Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze FAT Brands' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
FATBB	3.18	0.02	0.01	0.27	3.93	(3.82)	7.41	(7.75)	19.67
FATBP	3.93	(1.09)	0.00	(0.89)	0.00	0.00	8.37	(8.25)	47.01
EAT	2.32	0.49	0.02	(0.55)	3.09	(2.51)	4.83	(3.31)	24.87
JACK	3.34	0.09	0.00	0.08	0.00	0.00	7.86	(6.90)	21.52
STKS	4.37	0.33	0.09	0.44	5.65	(4.44)	11.81	(9.02)	28.76
GTIM	2.35	(0.46)	0.00	(0.35)	0.00	0.00	4.04	(5.18)	14.72
RAVE	1.90	0.31	0.08	1.00	1.75	(2.38)	4.56	(2.94)	12.61
FLL	3.39	0.36	0.13	0.53	2.85	(4.53)	9.88	(5.25)	20.05
ARKR	2.50	0.10	(0.08)	(0.02)	2.79	(3.61)	5.58	(4.44)	38.55

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC