Fortune Brands (Germany) Performance
| 2FB Stock | 55.50 0.50 0.89% |
The firm shows a Beta (market volatility) of 0.0018, which means not very significant fluctuations relative to the market. As returns on the market increase, Fortune Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fortune Brands is expected to be smaller as well. At this point, Fortune Brands Home has a negative expected return of -0.43%. Please make sure to confirm Fortune Brands' treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Fortune Brands Home performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Fortune Brands Home has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's fundamental drivers remain somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Fortune |
Fortune Brands Relative Risk vs. Return Landscape
If you would invest 7,273 in Fortune Brands Home on December 13, 2024 and sell it today you would lose (1,723) from holding Fortune Brands Home or give up 23.69% of portfolio value over 90 days. Fortune Brands Home is producing return of less than zero assuming 2.1599% volatility of returns over the 90 days investment horizon. Simply put, 19% of all stocks have less volatile historical return distribution than Fortune Brands, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fortune Brands Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fortune Brands' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Fortune Brands Home, and traders can use it to determine the average amount a Fortune Brands' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.2009
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 2FB |
Estimated Market Risk
| 2.16 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.43 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fortune Brands is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Fortune Brands by adding Fortune Brands to a well-diversified portfolio.
Things to note about Fortune Brands Home performance evaluation
Checking the ongoing alerts about Fortune Brands for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Fortune Brands Home help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fortune Brands Home generated a negative expected return over the last 90 days |
- Analyzing Fortune Brands' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Fortune Brands' stock is overvalued or undervalued compared to its peers.
- Examining Fortune Brands' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Fortune Brands' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fortune Brands' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Fortune Brands' stock. These opinions can provide insight into Fortune Brands' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Fortune Stock analysis
When running Fortune Brands' price analysis, check to measure Fortune 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 Fortune Brands is operating at the current time. Most of Fortune Brands' value examination focuses on studying past and present price action to predict the probability of Fortune Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fortune Brands' price. Additionally, you may evaluate how the addition of Fortune Brands to your portfolios can decrease your overall portfolio volatility.
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