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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
FOSL
Primary Facts
Luxury Goods
Name:
-
Sector:
- 117575.00K
Industry:
4.31
CEO:
Mr. Kosta Kartsotis
Total Employees:
Micro Cap
Our Technological Advancement Rating
Our Rating:
0.282796116
-0.507124883
Fossil Group, Inc. (XNAS:FOSL) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
FOSSIL GROUP, INC. (XNAS:FOSL)
One Month Price Target:
Six Month Price Target :
$4.35
Likely Price in One Year's Time:
Ticker:
$4.55
Likely Trading Range Today Under (Normal Volatility)
$4.37
Price Upper limit ($) :
$4.78
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P381
This week:
$3.68
This month :
$2.9
Other Primary facts
Market Cap:
51.77M
Market Cap Classification:
199.30M
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-38.04%
$1.48
Worst Daily Decline:
Our Options Trading Entry Points
Iron Condor entry points for options expiring in 1 week's time
Low risk (<2%) entry points
Buy Call:
Sell Call:
Buy Put:
Sell Put:
$5.89
87.04%
$2.73
$7.25
Medium risk (<10%) entry points
Buy Call
Sell Call
$5.17
Buy Put:
Sell Put:
$1.37
$3.45
$5.45
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Luxury Goods
Sharpe Ratio:
FOSL, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
0.87%
1.535283997
Sharpe ratio is 153.53% higher than the industry
Average Returns/Yield of
Luxury Goods
Daily returns:
1
Weekly returns:
0.17%
Monthly returns:
0.84%
Yearly returns:
40.30%
Comparison of returns:
2.322741904
Classification:
Average annual returns/yield (last 3 years) is 232.27% above industry average
Results of T-Test of Returns:
FOSL is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.53
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -3.47% lower than the market/S&P 500 average
Weekly Volatility:
7.23%
Monthly Volatility:
16.16%
Yearly Volatility:
32.33%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
140.92%
-63.64%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -63.64% below long-term volatility
Weekly VaR:
-14.68%
Monthly VaR:
-32.82%
How Much Can the price of
Luxury Goods
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Very high (>70%)
Worst case (decline):
$1.89
This translates to price declining to:
-56%
This translates to price declining to:
>85%
Severe Crash Probability
-65.65%
What is Value at Risk (VaR)?
Risk Fundamentals
296.93%
FOSL is a 363.32% riskier investment compared to the market/S&P 500 & is 296.93% riskier than Nasdaq (IXIC)
FOSL is a 363.32% riskier investment compared to the market/S&P 500
Beta Examination of
Luxury Goods
1.628
Expected beta in 1 year's time:
0.593
Expected beta in 3 year's time:
1.132
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.63
Beta in relation to Nasdaq (XNAS):
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Beta in relation to all global stocks::
Beta is -0.94% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
1.153
0.123
Average Industry Beta:
Beta is 12.30% higher than peers
-0.009410429
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -57.77% below industry mean WACC
-93.22%
Alpha provided | Alpha Analysis
Alpha provided:
1.601
-12.396
16.547
Analysis of Cost of Capital of
Luxury Goods
Equity cost of capital:
Alpha is 1655% higher than market/& is unsustainably high
-0.007
Unlevered (without debt) cost of capital:
Equity cost of capital is -0.74% below industry mean WACC
Before-tax cost of debt:
10.13%
After-tax cost of debt:
5.41%
Overall debt rating:
4.28%
Weighted average cost of capital (WACC):
5.41%
-57.77%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -81.81% below the industry mean
-318.35%
EPS:
Twenty-Seven Million Four Hundred Thirty-Six Thousand Five Hundred Ten Dollars
Expected Annual growth rate of EPS (3Y):
-
-
Free cash flow (FCF) per share:
Price to book ratio is -106.20% below the industry mean
Growth rate in R&D investment/expenditure is 300.00% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 1.16%
EBITDA per share
Each employee generates -30% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Luxury Goods
P/E Ratio:
Sustainable growth rate is -93.22% below industry average
P/E Ratio of Competitors/Peers:
23.39
-0.838844952
76.93096258
-0.943975743
-
-
P/S (Price to Sales ratio):
$18.93
-0.818095639
P/B (Price to book value ratio):
Price to sales ratio is -81.81% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -318.35% below industry average
3.88%
Dividend Analysis
Net income growth rate is 3.88% higher than the average industry net income growth rate
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
-
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
55.99%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 8.6 years
Debt to assets ratio:
72.90%
Net debt to assets ratio:
81.57%
51.14%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is 51.14% above industry average
0.59
Looking forward:
Debt growth rate:
-16.1x
-89.86%
1.16%
Analysis of Key Statistics
Correlation of price movement with the market:
5.740706727
Statistical significance of correlation:
-1.06%
Average Correlation of the industry with the market:
0.214
-44.92%
R Squared (percentage of price movement explained by movement of the market):
0.214
Correlation of price movement with Nasdaq (^IXIC):
0.046
Covariance of price movement with the market:
-0.008
Kurtosis
-0.034
37.634
Skewness of returns:
Returns have severe fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are considerably more likely, compared to assets with normally distributed returns
2.665
Fundamental Analysis & Dupont Analysis of
Luxury Goods
Gross Profit Margin Ratio:
65.33M
Operating Profit Margin Ratio:
Net profit margin is -129.62% lower than the industry
-195.35%
Net Profit Margin Ratio:
65.33M
Effective Tax Rate:
7.58%
0.378975514
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -282.27% lower than the industry
-120.78%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -195.35% lower than the industry
-282.27%
Financial Leverage:
Interest coverage ratio is 59.48% more than industry average
Current Ratio:
Return on equity (ROE) is -120.78% lower than the industry
-0.035682161
Cash Conversion Cycle (days):
$6.73
-1.146358763
Current ratio is -3.57% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -114.64% below industry average
-0.483786271
EBITDA generated per employee:
Each employee generates -48% less revenue than industry average revenue per employee
-0.296562578
Profit generated per employee:
$1.95
454%
Free cash flow (FCF) generated per employee:
Each employee generates 454% more net income/profit than industry average revenue per employee
0.45272236
Assets/Capital per employee
Each employee generates 45% more free cash flow than industry average revenue per employee
0.45272236
Research & Development (R&D) Analysis
-100.00%
3
Competitors/Peer firms of
Luxury Goods
$30.99
KURA SUSHI USA, INC. (XNAS:KRUS)
UFP TECHNOLOGIES, INC. (XNAS:UFPT)
SPORTSMAN'S WAREHOUSE HOLDINGS, INC. (XNAS:SPWH)
MASTERCRAFT BOAT HOLDINGS, INC. (XNAS:MCFT)
EL POLLO LOCO HOLDINGS, INC (XNAS:LOCO)
CHUY'S HOLDINGS, INC. (XNAS:CHUY)
BLUE BIRD CORPORATION (XNAS:BLBD)
DULUTH HOLDINGS INC. (XNAS:DLTH)
Current Analyst Ratings
$0.53
Strong buy�0%
Buy�4%
Hold�29%
Sell�8%
Strong sell�4%
Income Statement
Period:
4/2/2022
Date:
Value
Revenue:
TTM
Cost of Revenue:
Gross Profit:
R&D Expense
General & Admin Expenses:
Selling, General & Admin Expenses
Sales and Marketing Expenses
Other Expenses :
Operating Expenses :
Cost & Expenses :
Interest Income:
Interest Expenses:
Depreciation & Amortization:
EBITDA:
Operating Income:
Other Income Expenses:
Income Before Tax:
Income Tax Expense:
Net Income:
Balance Sheet
Date:
Calendar Year:
Period:
Cash & Cash Equivalents:
Short Term Investments:
Cash & Short Term Investments:
Net Receivables:
Inventory:
Other Current Assets:
Total Current Assets:
PP&E:
Goodwill:
Intangible Assets:
Long Term Investments:
Tax Assets:
Other Non-Current Assets:
Total Non-Current Assets:
Other Assets:
Total Assets:
Accounts Payable:
Short Term Debt:
Tax Payables:
Deferred Revenue:
Other Current Liabilities:
Total Current Liabilities:
Long Term Debt:
Other Non-Current Liabilities:
Total Non Current Liabilities:
Other Liabilities:
Total Liabilities:
Common Stock:
Retained Earnings:
Accumulated Other Comprehensive Loss:
Other Total Stockholders' Equity:
Total Stockholders' Equity:
Total Liabilities and Stockholders' Equity:
Total Investments:
Total Debt:
Net Debt:
980.08M
914.75M
-45%
-
-
851.06M
-
2.84M
1.77B
-
21.75M
20.66M
25%
29.00M
- 36497.00K
15%
29.00M
Statement of Cash Flow
Date:
Period:
- 21348.00K
Differed Income Tax :
6.19M
Stock Based Compensation :
-
Change in Working Capital :
2.24M
Accounts Receivables:
- 102123.00K
Other Working Capital:
- 30097.00K
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
-
Investments in PP&E:
- 115045.00K
Net Acquisitions:
- 2530.00K
Purchases of Investments:
-
Sales/Maturities of Investments:
Other Investing Activities:
Net Cash Used for Investing Activities:
Debt Repayment:
Common Stock Issued:
Common Stock Repurchased:
Dividend Paid:
Other Financing Activities:
Net Cash Used Provided by Financing Activities:
Effect of FOREX on Changes in Cash:
Net Changes in Cash:
Cash at End of Period:
Cash at Beginning of Period:
Operating Cash Flow:
Capital Expenditure:
Free Cash Flow (FCF):
Value
4/2/2022
2022
Q1
162.62M
-
162.62M
-
385.83M
388.77M
937.22M
251.79M
-
-
-
-
- 860905.00K
- 609116.00K
-
328.10M
198.53M
53.36M
26.30M
-
180.79M
432.68M
348.44M
54.24M
403.18M
808.66M
838.16M
511.00K
198.13M
- 74062.0K
Value
853.90M
302.58M
427.17M
1.27B
-
401.80M
-
-
255.00K
- 2275.00K
- 4100.00K
-
-
-
36.17M
32.07M
- 3502.00K
- 88755.00K
175.82M
-
- 115045.00K
- 2530.00K
Our Proprietary Portfolio Rating
Our Rating:
-1.830288611
Price Forecast/Expected Price in Next 5 Years of
Luxury Goods
2023
2024
2025
2026
2027
20.4584332
$4.80
$22.70
$25.18
$27.93