Fat Brands Preferred Stock Market Value
| FATBP Preferred Stock | USD 9.54 0.08 0.85% |
| Symbol | FAT |
FAT Brands' Earnings Breakdown by Geography
FAT Brands 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to FAT Brands' preferred stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of FAT Brands.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in FAT Brands on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding FAT Brands or generate 0.0% return on investment in FAT Brands over 300 days. FAT Brands is related to or competes with Fortress Biotech, FAT Brands, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, and 70082LAB3. FAT Brands Inc., a multi-brand franchising company, acquires, develops, and manages quick service, fast casual, casual d... More
FAT Brands Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure FAT Brands' preferred stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess FAT Brands upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 6.52 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 2.27 |
FAT Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FAT Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FAT Brands' standard deviation. In reality, there are many statistical measures that can use FAT Brands historical prices to predict the future FAT Brands' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (0.57) |
FAT Brands Backtested Returns
FAT Brands secures Sharpe Ratio (or Efficiency) of -0.072, which denotes the company had a -0.072% return per unit of volatility over the last 3 months. FAT Brands exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FAT Brands' Market Risk Adjusted Performance of (0.56), mean deviation of 0.8629, and Standard Deviation of 1.32 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.24, which means not very significant fluctuations relative to the market. As returns on the market increase, FAT Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding FAT Brands is expected to be smaller as well. At this point, FAT Brands has a negative expected return of -0.0879%. Please make sure to confirm FAT Brands' treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if FAT Brands performance from the past will be repeated in the future.
Auto-correlation | -0.02 |
Very weak reverse predictability
FAT Brands has very weak reverse predictability. Overlapping area represents the amount of predictability between FAT Brands time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FAT Brands price movement. The serial correlation of -0.02 indicates that only 2.0% of current FAT Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 1.58 |
FAT Brands lagged returns against current returns
Autocorrelation, which is FAT Brands preferred stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting FAT Brands' preferred stock expected returns. We can calculate the autocorrelation of FAT Brands returns to help us make a trade decision. For example, suppose you find that FAT Brands has exhibited high autocorrelation historically, and you observe that the preferred stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
FAT Brands regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If FAT Brands preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FAT Brands preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FAT Brands preferred stock over time.
Current vs Lagged Prices |
| Timeline |
FAT Brands Lagged Returns
When evaluating FAT Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FAT Brands preferred stock have on its future price. FAT Brands autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, FAT Brands autocorrelation shows the relationship between FAT Brands preferred stock current value and its past values and can show if there is a momentum factor associated with investing in FAT Brands.
Regressed Prices |
| Timeline |
Pair Trading with FAT Brands
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if FAT Brands position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in FAT Brands will appreciate offsetting losses from the drop in the long position's value.Moving together with FAT Preferred Stock
Moving against FAT Preferred Stock
| 0.53 | RRGB | Red Robin Gourmet | PairCorr |
| 0.47 | DIIBF | Dorel Industries | PairCorr |
| 0.46 | IP | International Paper | PairCorr |
| 0.45 | SW | Smurfit WestRock plc | PairCorr |
| 0.43 | DRVN | Driven Brands Holdings | PairCorr |
The ability to find closely correlated positions to FAT Brands could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace FAT Brands when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back FAT Brands - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling FAT Brands to buy it.
The correlation of FAT Brands is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as FAT Brands moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if FAT Brands moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for FAT Brands can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for FAT Preferred 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.