Fox Factory Holding Stock Market Value
| FOXF Stock | USD 24.80 0.49 2.02% |
| Symbol | Fox |
Fox Factory Holding Price To Book Ratio
Is Automotive Parts & Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Fox Factory. If investors know Fox will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Fox Factory listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.87) | Earnings Share 0.16 | Revenue Per Share | Quarterly Revenue Growth 0.061 | Return On Assets |
The market value of Fox Factory Holding is measured differently than its book value, which is the value of Fox that is recorded on the company's balance sheet. Investors also form their own opinion of Fox Factory's value that differs from its market value or its book value, called intrinsic value, which is Fox Factory's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Fox Factory's market value can be influenced by many factors that don't directly affect Fox Factory's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Fox Factory's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fox Factory is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fox Factory's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Fox Factory '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 Fox Factory's 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 Fox Factory.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Fox Factory on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Fox Factory Holding or generate 0.0% return on investment in Fox Factory over 90 days. Fox Factory is related to or competes with Dorman Products, Malibu Boats, Installed Building, ExlService Holdings, and LCI Industries. Fox Factory Holding Corp. designs, engineers, manufactures, and markets ride dynamics products worldwide More
Fox Factory 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 Fox Factory's 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 Fox Factory Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 15.53 | |||
| Value At Risk | (4.31) | |||
| Potential Upside | 3.41 |
Fox Factory Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fox Factory's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fox Factory's standard deviation. In reality, there are many statistical measures that can use Fox Factory historical prices to predict the future Fox Factory's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | 0.03 | |||
| Treynor Ratio | (0.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fox Factory's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Fox Factory Holding Backtested Returns
Fox Factory Holding secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the company had a -0.11 % return per unit of risk over the last 3 months. Fox Factory Holding exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fox Factory's Standard Deviation of 2.62, mean deviation of 2.08, and Variance of 6.85 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.13, which means a somewhat significant risk relative to the market. Fox Factory returns are very sensitive to returns on the market. As the market goes up or down, Fox Factory is expected to follow. At this point, Fox Factory Holding has a negative expected return of -0.26%. Please make sure to confirm Fox Factory's value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if Fox Factory Holding performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.23 |
Weak predictability
Fox Factory Holding has weak predictability. Overlapping area represents the amount of predictability between Fox Factory time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fox Factory Holding price movement. The serial correlation of 0.23 indicates that over 23.0% of current Fox Factory price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Fox Factory Holding lagged returns against current returns
Autocorrelation, which is Fox Factory 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 Fox Factory's stock expected returns. We can calculate the autocorrelation of Fox Factory returns to help us make a trade decision. For example, suppose you find that Fox Factory has exhibited high autocorrelation historically, and you observe that the 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 |
Fox Factory 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 Fox Factory stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fox Factory stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fox Factory stock over time.
Current vs Lagged Prices |
| Timeline |
Fox Factory Lagged Returns
When evaluating Fox Factory's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fox Factory stock have on its future price. Fox Factory 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, Fox Factory autocorrelation shows the relationship between Fox Factory stock current value and its past values and can show if there is a momentum factor associated with investing in Fox Factory Holding.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Fox Factory Holding is a strong investment it is important to analyze Fox Factory's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Fox Factory's future performance. For an informed investment choice regarding Fox Stock, refer to the following important reports:Check out Fox Factory Correlation, Fox Factory Volatility and Fox Factory Alpha and Beta module to complement your research on Fox Factory. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Fox Factory 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.