Fox Corp Class Stock Alpha and Beta Analysis
| FOXA Stock | USD 31.21 0.47 1.48% |
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 0.0174 | Alpha 0.0217 | Risk 1.57 | Sharpe Ratio (0.02) | Expected Return (0.03) |
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 | 0.02 | β | 0.02 |
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 Sun, Jan 28, 2024 and Sat, Apr 27, 2024 is 30.35 with a coefficient of variation of 3.33. The daily time series for the period is distributed with a sample standard deviation of 1.01, arithmetic mean of 30.4, and mean deviation of 0.87. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Fox Co. Shares Sold by Glenmede Trust Co. NA | 03/04/2024 |
2 | FOX Nation to Premiere Menendez Brothers Victims or Villains on Monday, March 25 | 03/21/2024 |
| Fox Corp dividend paid on 26th of March 2024 | 03/26/2024 |
3 | FOX Nation Partners With Martin Scorsese for New Docudrama Martin Scorsese Presents THE SAINTS | 03/27/2024 |
4 | FOX Nation Signs Renowned Author James Patterson to Helm Three-Part True Crime Series | 04/01/2024 |
5 | FOX Nation to Release All New COPS Spring Break Collection Beginning This Friday | 04/03/2024 |
6 | Seaport Global upgrades Fox Corp stock to Buy, citing election cycle ad boost | 04/05/2024 |
7 | Netflix Teams Up With Harry and Meghan for Two Series | 04/12/2024 |
8 | Netflix Beats Q1 Earnings and Revenue Estimates | 04/18/2024 |
9 | Strong Leisure Demand RevPAR to Aid Hilton Q1 Earnings | 04/22/2024 |
10 | Capital Allocation Trends At Fox Arent Ideal | 04/23/2024 |
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 | 2024 (projected) | Dividend Yield | 0.0183 | 0.0177 | 0.0194 | Price To Sales Ratio | 1.2 | 1.13 | 1.91 |
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 |
Build Portfolio with Fox Corp
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
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 Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary 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.
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |
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.