FOX P Performance

35137LAH8   101.51  0.04  0.04%   
The bond shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 35137LAH8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 35137LAH8 is expected to be smaller as well.

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days FOX P has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 35137LAH8 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
  

35137LAH8 Relative Risk vs. Return Landscape

If you would invest  10,148  in FOX P on November 27, 2025 and sell it today you would earn a total of  3.00  from holding FOX P or generate 0.03% return on investment over 90 days. FOX P is generating 5.0E-4% of daily returns and assumes 0.0952% volatility on return distribution over the 90 days horizon. Simply put, 0% of bonds are less volatile than 35137LAH8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon 35137LAH8 is expected to generate 107.8 times less return on investment than the market. But when comparing it to its historical volatility, the company is 8.03 times less risky than the market. It trades about 0.01 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 of returns per unit of risk over similar time horizon.

35137LAH8 Target Price Odds to finish over Current Price

The tendency of 35137LAH8 Bond price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 101.51 90 days 101.51 
about 31.05
Based on a normal probability distribution, the odds of 35137LAH8 to move above the current price in 90 days from now is about 31.05 (This FOX P probability density function shows the probability of 35137LAH8 Bond to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon 35137LAH8 has a beta of 0.24. This usually implies as returns on the market go up, 35137LAH8 average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding FOX P will be expected to be much smaller as well. Additionally FOX P has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial.
   35137LAH8 Price Density   
       Price  

Predictive Modules for 35137LAH8

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as 35137LAH8. Regardless of method or technology, however, to accurately forecast the bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the bond market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
97.3097.7998.28
Details
Intrinsic
Valuation
LowRealHigh
82.2782.76107.57
Details
Naive
Forecast
LowNextHigh
97.0097.4997.98
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
38.5499.23102.27
Details

35137LAH8 Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. 35137LAH8 is not an exception. The market had few large corrections towards the 35137LAH8's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold FOX P, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 35137LAH8 within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.09
β
Beta against Dow Jones0.24
σ
Overall volatility
0.89
Ir
Information ratio -0.21

About 35137LAH8 Performance

By analyzing 35137LAH8's fundamental ratios, stakeholders can gain valuable insights into 35137LAH8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 35137LAH8 has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if 35137LAH8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.