Fox Corp Class Stock Alpha and Beta Analysis
| FOX Stock | USD 43.71 0.66 1.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fox Corp Class. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fox Corp over a specified time horizon. Remember, high Fox Corp'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 Corp's market risk premium analysis include:
Beta 0.63 | Alpha 0.17 | Risk 1.24 | Sharpe Ratio 0.21 | Expected Return 0.26 |
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.
Fox |
Fox Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fox Corp market risk premium is the additional return an investor will receive from holding Fox Corp 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 Corp. 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 Corp's performance over market.| α | 0.17 | β | 0.63 |
Fox Corp 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 Corp's Buy-and-hold return. Our buy-and-hold chart shows how Fox Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fox Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Fox Corp 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 Corp shares will generate the highest return on investment. By understating and applying Fox Corp stock market price indicators, traders can identify Fox Corp position entry and exit signals to maximize returns.
Fox Corp Return and Market Media
The median price of Fox Corp for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 38.52 with a coefficient of variation of 5.45. The daily time series for the period is distributed with a sample standard deviation of 2.13, arithmetic mean of 39.15, and mean deviation of 1.62. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Fox Corp dividend paid on 25th of September 2024 | 09/25/2024 |
1 | DMV Winter 2024-2025 Outlook What we can expect from La Nia | 10/24/2024 |
2 | Our cat was mauled by a fox - we nearly lost her | 10/28/2024 |
3 | Fox Corp Q1 2025 Earnings Call Highlights Strong Revenue Growth and Strategic Advancements | 11/05/2024 |
4 | FOX Price Target Raised to 42.00 | 11/08/2024 |
5 | Pentagon stunned by Trumps nomination of Fox News host as defense secretary | 11/13/2024 |
6 | Fox Co. Shares Purchased by OVERSEA CHINESE BANKING Corp Ltd | 11/14/2024 |
7 | Check Your Engine Bay For Giant Snakes | 11/18/2024 |
8 | Fox Corp shareholders elect directors, ratify auditor | 11/19/2024 |
9 | Trumps casting call for administration hopefuls prizes one traitTV experience | 11/20/2024 |
10 | Trump defense secretary nominee, Fox News host Pete Hegseth, accused of sexual assault by woman in 2017 police report | 11/21/2024 |
11 | Is Fox Outperforming Other Consumer Discretionary Stocks This Year | 11/22/2024 |
About Fox Corp 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 Corp Class 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0169 | 0.0166 | 0.0172 | 0.0164 | Price To Sales Ratio | 1.3 | 1.21 | 1.17 | 2.27 |
Fox Corp Investors Sentiment
The influence of Fox Corp's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Fox. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Fox Corp's public news can be used to forecast risks associated with an investment in Fox. The trend in average sentiment can be used to explain how an investor holding Fox can time the market purely based on public headlines and social activities around Fox Corp Class. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Fox Corp's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Fox Corp's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Fox Corp's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Fox Corp.
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 Fox Corp 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, Fox Corp's short interest history, or implied volatility extrapolated from Fox Corp options trading.
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Additional Tools for Fox Stock Analysis
When running Fox Corp's price analysis, check to measure Fox Corp's 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 Fox Corp is operating at the current time. Most of Fox Corp's value examination focuses on studying past and present price action to predict the probability of Fox Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fox Corp's price. Additionally, you may evaluate how the addition of Fox Corp to your portfolios can decrease your overall portfolio volatility.