Fabrinet Stock Alpha and Beta Analysis
| FN Stock | USD 234.22 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fabrinet. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fabrinet over a specified time horizon. Remember, high Fabrinet'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 Fabrinet's market risk premium analysis include:
Beta 0.64 | Alpha (0.03) | Risk 4.68 | Sharpe Ratio 0.0236 | Expected Return 0.11 |
Fabrinet Quarterly Cash And Equivalents |
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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.
Fabrinet |
Fabrinet Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fabrinet market risk premium is the additional return an investor will receive from holding Fabrinet 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 Fabrinet. 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 Fabrinet's performance over market.| α | -0.03 | β | 0.64 |
Fabrinet 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 Fabrinet's Buy-and-hold return. Our buy-and-hold chart shows how Fabrinet performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fabrinet Market Price Analysis
Market price analysis indicators help investors to evaluate how Fabrinet stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fabrinet shares will generate the highest return on investment. By understating and applying Fabrinet stock market price indicators, traders can identify Fabrinet position entry and exit signals to maximize returns.
Fabrinet Return and Market Media
The median price of Fabrinet for the period between Tue, Dec 24, 2024 and Mon, Mar 24, 2025 is 221.24 with a coefficient of variation of 7.88. The daily time series for the period is distributed with a sample standard deviation of 17.36, arithmetic mean of 220.35, and mean deviation of 12.77. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Fabrinet projects Q3 revenue growth to 850M-870M with telecom strength and new capacity expansion | 02/04/2025 |
2 | Why Fabrinet Stock Leaped 8 percent Higher on Tuesday | 02/19/2025 |
3 | Fabrinet Shares Down 3.83 percent on Mar 6 | 03/06/2025 |
4 | Fabrinet Shares Up 3.31 percent on Mar 11 | 03/11/2025 |
5 | Why Fabrinet Stock Soared Today | 03/13/2025 |
6 | Fabrinet Receives Buy Rating from Rosenblatt Securities | 03/14/2025 |
7 | Polen Capital Management LLC Makes New Investment in Fabrinet | 03/17/2025 |
8 | Science Applications Q4 Earnings Beat Estimates, Revenues Rise YY | 03/18/2025 |
9 | MU Q2 Earnings Beat Estimates Will Strong Guidance Uplift the Stock | 03/21/2025 |
About Fabrinet 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 Fabrinet or other stocks. Alpha measures the amount that position in Fabrinet 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.0277 | 0.0495 | Price To Sales Ratio | 1.79 | 0.93 |
Fabrinet Upcoming Company Events
As portrayed in its financial statements, the presentation of Fabrinet's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fabrinet's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fabrinet's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fabrinet. Please utilize our Beneish M Score to check the likelihood of Fabrinet's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 19th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Align your risk with return expectations
Check out Fabrinet Backtesting, Fabrinet Valuation, Fabrinet Correlation, Fabrinet Hype Analysis, Fabrinet Volatility, Fabrinet History and analyze Fabrinet Performance. To learn how to invest in Fabrinet Stock, please use our How to Invest in Fabrinet guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Fabrinet 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.