Funko Inc Stock Alpha and Beta Analysis
| FNKO Stock | USD 7.04 0.18 2.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Funko Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Funko over a specified time horizon. Remember, high Funko'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 Funko's market risk premium analysis include:
Beta 1.13 | Alpha (0.54) | Risk 3.62 | Sharpe Ratio (0.20) | Expected Return (0.73) |
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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.
Funko |
Funko Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Funko market risk premium is the additional return an investor will receive from holding Funko 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 Funko. 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 Funko's performance over market.| α | -0.54 | β | 1.13 |
Funko 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 Funko's Buy-and-hold return. Our buy-and-hold chart shows how Funko performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Funko Market Price Analysis
Market price analysis indicators help investors to evaluate how Funko stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Funko shares will generate the highest return on investment. By understating and applying Funko stock market price indicators, traders can identify Funko position entry and exit signals to maximize returns.
Funko Return and Market Media
The median price of Funko for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 13.24 with a coefficient of variation of 13.46. The daily time series for the period is distributed with a sample standard deviation of 1.7, arithmetic mean of 12.6, and mean deviation of 1.24. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 5000 shares by Le Pendeven Yves of Funko subject to Rule 16b-3 | 12/20/2024 |
2 | Funko Is Carrying A Fair Bit Of Debt | 12/27/2024 |
3 | Disposition of 27712 shares by Andrew Oddie of Funko at 13.671 subject to Rule 16b-3 | 01/02/2025 |
4 | Disposition of 358 shares by Andrew Oddie of Funko at 14.0 subject to Rule 16b-3 | 01/06/2025 |
5 | Disposition of 4521 shares by Tracy Daw of Funko subject to Rule 16b-3 | 01/17/2025 |
6 | Here is Why Growth Investors Should Buy Funko-A Now | 01/24/2025 |
7 | Insider Trading | 02/10/2025 |
8 | Parcion Private Wealth LLC Sells 1,500 Shares of Funko, Inc. | 02/20/2025 |
9 | Funko Inc Q4 2024 Earnings Report Preview What To Look For | 03/05/2025 |
10 | Funko Reports 2024 Fourth-Quarter, Full-Year Financial Results Provides Full-Year Outlook for 2025 | 03/06/2025 |
11 | Q4 2024 Funko Inc Earnings Call Transcript | 03/07/2025 |
12 | Acquisition by Cynthia Williams of 14000 shares of Funko at 7.6341 subject to Rule 16b-3 | 03/11/2025 |
13 | Q4 Earnings Review Toys and Electronics Stocks Led by Mattel | 03/12/2025 |
About Funko 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 Funko or other stocks. Alpha measures the amount that position in Funko Inc 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.022 | 0.002992 | 0.003441 | 0.003269 | Price To Sales Ratio | 0.37 | 0.34 | 0.66 | 0.36 |
Funko Upcoming Company Events
As portrayed in its financial statements, the presentation of Funko's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Funko's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Funko's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Funko. Please utilize our Beneish M Score to check the likelihood of Funko's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Funko Backtesting, Funko Valuation, Funko Correlation, Funko Hype Analysis, Funko Volatility, Funko History and analyze Funko Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Funko 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.