Fox Factory Holding Stock Alpha and Beta Analysis
| FOXF Stock | USD 31.73 1.66 4.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fox Factory Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fox Factory over a specified time horizon. Remember, high Fox Factory'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 Fox Factory's market risk premium analysis include:
Beta 1.94 | Alpha (0.56) | Risk 2.72 | Sharpe Ratio (0.13) | Expected Return (0.35) |
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.
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Fox Factory Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fox Factory market risk premium is the additional return an investor will receive from holding Fox Factory 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 Fox Factory. 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 Fox Factory's performance over market.| α | -0.56 | β | 1.94 |
Fox Factory 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 Fox Factory's Buy-and-hold return. Our buy-and-hold chart shows how Fox Factory performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fox Factory Market Price Analysis
Market price analysis indicators help investors to evaluate how Fox Factory stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fox Factory shares will generate the highest return on investment. By understating and applying Fox Factory stock market price indicators, traders can identify Fox Factory position entry and exit signals to maximize returns.
Fox Factory Return and Market Media
The median price of Fox Factory for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 39.07 with a coefficient of variation of 8.78. The daily time series for the period is distributed with a sample standard deviation of 3.32, arithmetic mean of 37.85, and mean deviation of 2.83. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Fox Factory shares hold steady with 45 target, Neutral rating - Investing.com | 09/30/2024 |
2 | Disposition of 3000 shares by Christopher Tutton of Fox Factory at 40.01 subject to Rule 16b-3 | 10/08/2024 |
3 | Several Factors Pulled Down Fox Factory Holding Corp. in Q3 | 10/22/2024 |
4 | Fox Factory Holding Corp. Reports Third Quarter Fiscal 2024 Financial Results | 10/31/2024 |
5 | Compared to Estimates, Fox Factory Holding Q3 Earnings A Look at Key Metrics | 11/01/2024 |
6 | Fox Factory Holdings Soft Earnings Are Actually Better Than They Appear | 11/08/2024 |
7 | Fox Factory Holding Corp. Shares Sold by Ontario Teachers Pension Plan Board - MarketBeat | 11/22/2024 |
8 | Acquisition by Fetter Elizabeth A of 600 shares of Fox Factory at 34.03 subject to Rule 16b-3 | 11/25/2024 |
About Fox Factory 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 Fox or other stocks. Alpha measures the amount that position in Fox Factory Holding 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.
| 2015 | 2021 | 2022 | 2024 (projected) | Days Sales Outstanding | 43.45 | 39.91 | 42.64 | 35.7 | PTB Ratio | 4.02 | 7.99 | 2.34 | 7.65 |
Fox Factory Upcoming Company Events
As portrayed in its financial statements, the presentation of Fox Factory's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fox Factory's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fox Factory's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fox Factory. Please utilize our Beneish M Score to check the likelihood of Fox Factory's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Fox Factory Backtesting, Fox Factory Valuation, Fox Factory Correlation, Fox Factory Hype Analysis, Fox Factory Volatility, Fox Factory History and analyze Fox Factory Performance. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Fox Factory 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.