Fat Brands Stock Alpha and Beta Analysis
| FATBW Stock | USD 3.10 0.01 0.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FAT Brands. It also helps investors analyze the systematic and unsystematic risks associated with investing in FAT Brands over a specified time horizon. Remember, high FAT Brands' 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 FAT Brands' market risk premium analysis include:
Beta 0.44 | Alpha 0.39 | Risk 5.48 | Sharpe Ratio 0.064 | Expected Return 0.35 |
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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.
FAT |
FAT Brands Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FAT Brands market risk premium is the additional return an investor will receive from holding FAT Brands 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 FAT Brands. 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 FAT Brands' performance over market.| α | 0.39 | β | 0.44 |
FAT Brands 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 FAT Brands' Buy-and-hold return. Our buy-and-hold chart shows how FAT Brands performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FAT Brands Market Price Analysis
Market price analysis indicators help investors to evaluate how FAT Brands stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FAT Brands shares will generate the highest return on investment. By understating and applying FAT Brands stock market price indicators, traders can identify FAT Brands position entry and exit signals to maximize returns.
FAT Brands Return and Market Media
The median price of FAT Brands for the period between Sun, Sep 29, 2024 and Sat, Dec 28, 2024 is 2.88 with a coefficient of variation of 10.05. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 2.86, and mean deviation of 0.21. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | FAT Brands Inc. Short Interest Update - MarketBeat | 08/29/2024 |
2 | Acquisition by Andrew Wiederhorn of 246 shares of FAT Brands at 5.2499 subject to Rule 16b-3 | 08/30/2024 |
3 | Acquisition by Thayer Wiederhorn of 146520 shares of FAT Brands subject to Rule 16b-3 | 09/06/2024 |
4 | Pretzelmaker Adds a Bucket List Worthy Menu Item Bucket of Bites - Quantisnow | 09/30/2024 |
5 | Disposition of tradable shares by Kepp Kenneth of FAT Brands subject to Rule 16b-3 | 10/14/2024 |
6 | FAT Brands Has Announced A Dividend Of 0.14 - Yahoo Finance | 11/14/2024 |
7 | Disposition of 15318 shares by Mason Wiederhorn of FAT Brands at 10.68 subject to Rule 16b-3 | 11/27/2024 |
8 | FAT Brands Foundation Launches Holiday Giving Campaign - Quantisnow | 12/02/2024 |
9 | Disposition of tradable shares by Robert Rosen of FAT Brands subject to Rule 16b-3 | 12/05/2024 |
10 | FAT Brands Stock Price Up 0.3 percent Heres Why | 12/26/2024 |
About FAT Brands 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 FAT or other stocks. Alpha measures the amount that position in FAT Brands 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.
| 2022 | 2023 (projected) | Dividend Yield | 0.16 | 0.15 | Price To Sales Ratio | 0.21 | 0.24 |
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 FAT Brands 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, FAT Brands' short interest history, or implied volatility extrapolated from FAT Brands options trading.
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Additional Tools for FAT Stock Analysis
When running FAT Brands' price analysis, check to measure FAT 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 FAT Brands is operating at the current time. Most of FAT Brands' value examination focuses on studying past and present price action to predict the probability of FAT Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FAT Brands' price. Additionally, you may evaluate how the addition of FAT Brands to your portfolios can decrease your overall portfolio volatility.