Funko Inc Stock Alpha and Beta Analysis
| FNKO Stock | USD 11.75 0.26 2.26% |
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 0.77 | Alpha 0.17 | Risk 3.04 | Sharpe Ratio 0.0812 | Expected Return 0.25 |
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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 | 0.17 | β | 0.77 |
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 Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 11.63 with a coefficient of variation of 7.03. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 11.38, and mean deviation of 0.68. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 5000 shares by Le Pendeven Yves of Funko subject to Rule 16b-3 | 09/13/2024 |
2 | Disposition of 1344 shares by Le Pendeven Yves of Funko at 11.7949 subject to Rule 16b-3 | 09/16/2024 |
3 | Disposition of 10800 shares by Andrew Oddie of Funko at 4.01 subject to Rule 16b-3 | 09/23/2024 |
4 | Disposition of 21882 shares by Andrew Oddie of Funko at 4.01 subject to Rule 16b-3 | 09/24/2024 |
5 | Is Funko Stock Undervalued Right Now | 10/01/2024 |
6 | Preorders For Baldurs Gate 3 Funko Pops Are Already Starting To Sell Out | 10/17/2024 |
7 | Acquisition by Le Pendeven Yves of 11800 shares of Funko subject to Rule 16b-3 | 10/29/2024 |
8 | Disposition of 2877 shares by Kerns Mike of Funko subject to Rule 16b-3 | 11/01/2024 |
9 | Funko Q3 2024 Earnings Preview | 11/06/2024 |
10 | Funko Reports Third Quarter 2024 Financial Results Updates 2024 Full-Year Outlook | 11/07/2024 |
11 | Funko Inc Q3 2024 Earnings Call Highlights Navigating Challenges with Strategic Adjustments | 11/08/2024 |
12 | Disposition of 97000 shares by Michael Lunsford of Funko at 10.4 subject to Rule 16b-3 | 11/15/2024 |
13 | COOPER CREEK PARTNERS MANAGEMENT LLC Increases Stake in Funko Inc | 11/20/2024 |
14 | Funko brings the Magic of Disney to Tokyo Comic Con 2024 | 11/25/2024 |
15 | Legendary Entertainment and Mondo Celebrate 10th Anniversary of the Monsterverse With Exclusive Collection | 11/26/2024 |
16 | Winners And Losers Of Q3 Mattel Vs The Rest Of The Toys and Electronics Stocks | 11/29/2024 |
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.
| 2021 | 2022 | 2023 (projected) | Dividend Yield | 0.0129 | 0.022 | 0.0253 | Price To Sales Ratio | 0.7 | 0.37 | 0.34 |
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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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.