Fox Corp Class Stock Alpha and Beta Analysis
| FOXA Stock | USD 46.08 0.77 1.64% |
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 0.66 | Alpha 0.14 | Risk 1.29 | Sharpe Ratio 0.18 | Expected Return 0.23 |
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 | 0.14 | β | 0.66 |
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 41.88 with a coefficient of variation of 4.9. The daily time series for the period is distributed with a sample standard deviation of 2.07, arithmetic mean of 42.27, and mean deviation of 1.54. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Fox Corporations Stock Is Going Strong Have Financials A Role To Play | 09/19/2024 |
| Fox Corp dividend paid on 25th of September 2024 | 09/25/2024 |
2 | Acquisition by Hernandez Roland A of 6135 shares of Fox Corp subject to Rule 16b-3 | 10/01/2024 |
3 | Fox Reports Next Week Wall Street Expects Earnings Growth | 10/28/2024 |
4 | Why FOX Stock Is Trading Up Today | 11/04/2024 |
5 | Earnings call Fox Corporation posts strong start to fiscal 2025 | 11/05/2024 |
6 | FOX Given New 47.00 Price Target at Deutsche Bank Aktiengesellschaft | 11/06/2024 |
7 | Fox Corporation Just Beat EPS By 64 percent Heres What Analysts Think Will Happen Next | 11/07/2024 |
8 | Are You a Momentum Investor This 1 Stock Could Be the Perfect Pick | 11/08/2024 |
9 | Netflix Strengthens Global Content Lineup Time to Buy the Stock | 11/11/2024 |
10 | Trumps Surprise Defense Secretary Pick Pete Hegseth Jolts Wall Street | 11/13/2024 |
11 | Acquisition by Steven Tomsic of 9289 shares of Fox Corp subject to Rule 16b-3 | 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 Upcoming Company Events
As portrayed in its financial statements, the presentation of Fox Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fox Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fox Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fox Corp. Please utilize our Beneish M Score to check the likelihood of Fox Corp's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Check out Fox Corp Backtesting, Fox Corp Valuation, Fox Corp Correlation, Fox Corp Hype Analysis, Fox Corp Volatility, Fox Corp History and analyze Fox Corp Performance. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Fox Corp 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.