Fossil Correlations

FOSL Stock

USD 3.92 0.07 1.82%

The current 90-days correlation between Fossil Group and Duluth Holdings is 0.33 (i.e., Weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Fossil moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Fossil Group moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Fossil Correlation With Market

Poor diversification

The correlation between Fossil Group and DJI is 0.73 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fossil Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Fossil Stock

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

Moving together with Fossil Stock

0.81	RL	Ralph Lauren Corp	Pair Corr
0.65	MBC	MasterBrand	Pair Corr
0.71	GIII	G III Apparel	Pair Corr
0.64	IFA	iFabric Corp	Pair Corr
0.78	FMCB	Farmers Merchants Bancorp	Pair Corr
0.73	WMT	Walmart Common Stock Earnings Call This Week	Pair Corr
0.65	COMP	Compass	Pair Corr
0.73	NTRS	Northern Trust	Pair Corr
0.68	KCDMY	Kimberly Clark de	Pair Corr

Moving against Fossil Stock

0.64	SBDS	SBDS Symbol Change	Pair Corr
0.57	KTB	Kontoor Brands	Pair Corr
0.52	PVH	PVH Corp	Pair Corr
0.49	AREB	American Rebel Holdings	Pair Corr
0.42	REE	Ree Automotive Holding	Pair Corr
0.53	BROGF	BROGF	Pair Corr
0.4	NDEKY	Nitto Denko Corp	Pair Corr

Related Correlations Analysis

	DLTH	KNDI	SNBR	PLBY	VRM	GRWG	CLAR	LIDR	VIRC	COOK
DLTH		0.23	-0.61	0.05	0.18	0.14	-0.1	0.62	0.77	-0.58	DLTH
KNDI	0.23		0.15	-0.3	-0.13	-0.27	0.49	-0.26	0.2	0.05	KNDI
SNBR	-0.61	0.15		0.18	-0.26	-0.44	0.52	-0.78	-0.53	0.63	SNBR
PLBY	0.05	-0.3	0.18		-0.1	-0.29	-0.14	0.1	-0.13	-0.23	PLBY
VRM	0.18	-0.13	-0.26	-0.1		0.7	-0.34	0.52	0.27	0.25	VRM
GRWG	0.14	-0.27	-0.44	-0.29	0.7		-0.33	0.55	0.18	0.13	GRWG
CLAR	-0.1	0.49	0.52	-0.14	-0.34	-0.33		-0.35	0.13	0.26	CLAR
LIDR	0.62	-0.26	-0.78	0.1	0.52	0.55	-0.35		0.59	-0.39	LIDR
VIRC	0.77	0.2	-0.53	-0.13	0.27	0.18	0.13	0.59		-0.36	VIRC
COOK	-0.58	0.05	0.63	-0.23	0.25	0.13	0.26	-0.39	-0.36		COOK
	DLTH	KNDI	SNBR	PLBY	VRM	GRWG	CLAR	LIDR	VIRC	COOK

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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

VIRC	+ 0.77	DLTH
GRWG	+ 0.7	VRM
COOK	+ 0.63	SNBR
LIDR	+ 0.62	DLTH
VIRC	+ 0.59	LIDR
LIDR	+ 0.55	GRWG

High negative correlations

LIDR	- 0.78	SNBR
SNBR	- 0.61	DLTH
COOK	- 0.58	DLTH
VIRC	- 0.53	SNBR
GRWG	- 0.44	SNBR
COOK	- 0.39	LIDR

Risk-Adjusted Indicators

There is a big difference between Fossil Stock performing well and Fossil 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 Fossil's 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
DLTH	2.96	(0.14)	0.00	(0.33)	0.00	0.00	5.15	(5.12)	38.26
KNDI	3.38	(0.29)	0.00	(0.07)	0.00	0.00	8.16	(5.94)	20.13
SNBR	4.56	1.36	0.31	3.36	3.56	(5.60)	13.66	(6.87)	26.77
PLBY	4.52	1.07	0.19	2.10	4.11	(5.55)	16.98	(7.14)	33.37
VRM	4.86	(0.35)	0.00	(0.09)	0.00	0.00	12.67	(7.63)	23.54
GRWG	3.05	(0.57)	0.00	(1.01)	0.00	0.00	3.33	(5.82)	52.12
CLAR	1.71	(0.26)	0.00	(0.13)	0.00	0.00	3.51	(3.78)	10.31
LIDR	3.76	(0.64)	0.00	(0.25)	0.00	0.00	7.11	(7.34)	25.13
VIRC	1.82	(0.19)	0.00	(0.10)	0.00	0.00	4.25	(3.75)	11.88
COOK	4.72	0.13	0.03	0.14	5.06	(6.27)	10.98	(9.80)	40.15

Fossil Corporate Management

Andrew Skobe	Interim Officer	Profile
Holly Briedis	Executive Officer	Profile
Kosta Kartsotis	Executive Officer	Profile
James Webb	Chief Officer	Profile
Joe Martin	Chief Officer	Profile

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