Fortune Brands' market value is the price at which a share of Fortune Brands trades on a public exchange. It measures the collective expectations of Fortune Brands Home investors about its performance. Fortune Brands is trading at 45.40 as of the 21st of July 2025, a 1.3 percent decrease since the beginning of the trading day. The stock's lowest day price was 45.4. With this module, you can estimate the performance of a buy and hold strategy of Fortune Brands Home and determine expected loss or profit from investing in Fortune Brands over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Fortune
Fortune Brands '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 Fortune Brands' 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 Fortune Brands.
0.00
04/22/2025
No Change 0.00
0.0
In 3 months and 1 day
07/21/2025
0.00
If you would invest 0.00 in Fortune Brands on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Fortune Brands Home or generate 0.0% return on investment in Fortune Brands over 90 days.
Fortune Brands 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 Fortune Brands' 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 Fortune Brands Home upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fortune Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fortune Brands' standard deviation. In reality, there are many statistical measures that can use Fortune Brands historical prices to predict the future Fortune Brands' volatility.
At this point, Fortune Brands is very steady. Fortune Brands Home secures Sharpe Ratio (or Efficiency) of 0.0488, which denotes the company had a 0.0488 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Fortune Brands Home, which you can use to evaluate the volatility of the firm. Please confirm Fortune Brands' Downside Deviation of 2.57, coefficient of variation of 3269.09, and Mean Deviation of 1.95 to check if the risk estimate we provide is consistent with the expected return of 0.14%. Fortune Brands has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fortune Brands are expected to decrease at a much lower rate. During the bear market, Fortune Brands is likely to outperform the market. Fortune Brands Home right now shows a risk of 2.78%. Please confirm Fortune Brands Home jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to decide if Fortune Brands Home will be following its price patterns.
Auto-correlation
-0.33
Poor reverse predictability
Fortune Brands Home has poor reverse predictability. Overlapping area represents the amount of predictability between Fortune Brands time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 Fortune Brands Home price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Fortune Brands price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.33
Spearman Rank Test
-0.08
Residual Average
0.0
Price Variance
1.17
Fortune Brands Home lagged returns against current returns
Autocorrelation, which is Fortune Brands 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 Fortune Brands' stock expected returns. We can calculate the autocorrelation of Fortune Brands returns to help us make a trade decision. For example, suppose you find that Fortune Brands 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
Fortune Brands 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 Fortune Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fortune Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fortune Brands stock over time.
Current vs Lagged Prices
Timeline
Fortune Brands Lagged Returns
When evaluating Fortune Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fortune Brands stock have on its future price. Fortune Brands 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, Fortune Brands autocorrelation shows the relationship between Fortune Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Fortune Brands Home.
Regressed Prices
Timeline
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