Fox Corporation (FOX)
Quantitative Summary
DeterministicAt 15.1x earnings — a 53% discount to the sector average of 32.1x — FOX is in the lower valuation range. Financial health metrics are strong: Piotroski 8/9, Altman Z 3.2 (above 3.0 safe zone threshold). DCF fair value of $407 implies 623% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedFox Corporation demonstrates robust capital efficiency, generating a 6.2% spread between its return on invested capital of 13.5% and weighted average cost of capital at 7.3%, indicating value creation above the hurdle rate. The equity returns are primarily driven by operational leverage rather than asset intensity; an ROE of 18.3% is sustained through healthy net margins of 13.9% and moderate financial leverage via an equity multiplier of 1.88x, while asset turnover remains at 0.70x. Fundamental stability appears high given a Piotroski F-Score of 8/9 and an Altman Z-Score of 3.1, which suggests strong balance sheet health despite the relatively low revenue growth trajectory compared to typical expansion phases.
Valuation metrics present a significant divergence between current pricing and intrinsic value models. Trading at a P/E ratio of 12.7x versus a sector average of 35.7x, the stock is priced substantially lower than peers, potentially reflecting market skepticism regarding future scalability. Discounted cash flow analysis implies a fair value of $394 with an upside potential exceeding 600%, yet this aggressive valuation gap relies on assumptions that conflict with the implied free cash flow growth rate of -10.1% over ten years. This discrepancy suggests the model may be compensating for perceived stagnation in organic expansion, creating a tension between deep value signals and limited near-term earnings acceleration.
Risk-adjusted performance indicators reveal notable underperformance relative to factor benchmarks. The Fama-French alpha stands at -11.94% annually, indicating that past returns have failed to outperform the risk-free rate after adjusting for market exposure. While profitability factors show a neutral-to-positive tilt with an RMW score of 0.086, value factors remain flat at -0.013, and insider activity over the last ninety days shows zero net flow, signaling no specific managerial conviction or distress. These metrics collectively suggest that while the balance sheet is sound, the stock has struggled to generate excess risk-adjusted returns in recent periods.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 17% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6% | 7.2% | 9.2% |
|---|---|---|---|
| 2% | $444 | $336 | $235 |
| 3% | $579 | $407 | $268 |
| 4% | $849 | $522 | $312 |
Center = base case. Green = >10% upside, Red = >10% downside vs $58.65.
Pre-computed DCF: WACC=7.2%, terminal growth 3%. Fair value $407 (+623.0%). Not investment advice.
Valuation Context
Currently trading 29% above its 5-year average P/E of 10.2x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedFox Corporation is currently trading at $57.38 within the Communication Services sector, presenting a snapshot of its recent market positioning relative to key technical benchmarks. The immediate analysis hinges on whether this price point sits above or below established moving averages, which would define the prevailing trend direction and potential support levels for the asset. Without specific average data points in the provided dataset, the exact relationship between current valuation and historical trends remains undefined, leaving the determination of bullish or bearish momentum to further chart examination. In terms of short-term velocity, the Relative Strength Index (RSI) serves as a critical gauge for measuring the speed and change of price movements rather than absolute direction. While the specific RSI value is not supplied here, its reading would indicate whether the stock is experiencing overbought conditions suggesting potential exhaustion or oversold states hinting at possible reversal opportunities. The interplay between the current $57.38 valuation and these momentum indicators will ultimately shape how market participants interpret immediate price action. Observers must evaluate if the asset is consolidating near a moving average, breaking through resistance with accelerating force, or decelerating in an attempt to find equilibrium before drawing conclusions about future trajectory.
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-03-04 | $0.2800 | 0.0% |
| 2025-09-03 | $0.2800 | +3.7% |
| 2025-03-05 | $0.2700 | 0.0% |
| 2024-09-04 | $0.2700 | +3.8% |
| 2024-03-05 | $0.2600 | 0.0% |
| 2023-08-29 | $0.2600 | +4.0% |
| 2023-02-28 | $0.2500 | 0.0% |
| 2022-08-30 | $0.2500 | +4.2% |
| 2022-03-01 | $0.2400 | 0.0% |
| 2021-08-31 | $0.2400 | +4.3% |
| 2021-03-09 | $0.2300 | 0.0% |
| 2020-09-01 | $0.2300 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like XLC or VFMV, the fund manager is mechanically forced to buy or sell FOX shares regardless of Fox Corporation's individual fundamentals. We estimate $1.2B of passive capital is structurally linked to FOX through 8 tracked ETFs. Index rebalances and ETF creation/redemption cycles can create noticeable volume spikes unrelated to company news.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Fox Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If Fox Corporation (FOX) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Facebook Inc. Class A (META) as the most exposed collateral stock, sharing 2 ETFs with FOX. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 23 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
FOX Ownership Dynamics
Passive funds hold 1 in every 10 FOX shares, reducing daily market volatility.
Fox Corporation (FOX) exerts measurable gravity on the passive index market, currently representing 1.8% of the State Street Communication Services Select Sector SPDR ETF (XLC) and 0.6% of the VFMV (VFMV). Across 24 tracked ETFs, approximately 23M shares (10.4% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest FOX Exposure
Float lock-up computed from 24 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
FOX Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for Fox Corporation over the past year sits near $52.39 (13% of 252-day volume). The current price of $58.65 trades 11.9% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target. The highly concentrated volume profile (13% at POC) indicates strong consensus on fair value — institutional participants have repeatedly transacted near this price.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
FOX Capital Efficiency
How efficiently does Fox Corporation convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Fox Corporation converts 78% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. The positive ROIC-WACC spread of 6.3% confirms that reinvested capital creates shareholder value.
Capital efficiency = Free Cash Flow ÷ EBITDA. Reinvestment = (EBITDA − FCF) ÷ EBITDA. Metrics from latest annual filings. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-14 | 267 | $59.47 | $15,878.49 |
| 2026-05-13 | 129 | $59.47 | $7,671.63 |
| 2026-05-12 | 76 | $61.18 | $4,649.68 |
| 2026-05-11 | 33,559 | $56.60 | $1.9M |
| 2026-05-08 | 126 | $56.50 | $7,119 |
| 2026-05-07 | 75 | $56.22 | $4,216.5 |
| 2026-05-06 | 76 | $55.91 | $4,249.16 |
| 2026-05-05 | 76 | $56.07 | $4,261.32 |
| 2026-05-04 | 53 | $56.93 | $3,017.29 |
| 2026-05-01 | 17 | $57.02 | $969.34 |
| 2026-04-30 | 76 | $56.62 | $4,303.12 |
| 2026-04-29 | 123 | $56.58 | $6,959.34 |
| 2026-04-28 | 76 | $57.12 | $4,341.12 |
| 2026-04-27 | 76 | $56.17 | $4,268.92 |
| 2026-04-24 | 70 | $57.74 | $4,041.8 |
| 2026-04-23 | 66 | $58.57 | $3,865.62 |
| 2026-04-22 | 136 | $57.63 | $7,837.68 |
| 2026-04-21 | 76 | $57.99 | $4,407.24 |
| 2026-04-20 | 76 | $58.53 | $4,448.28 |
| 2026-04-17 | 123 | $57.90 | $7,121.7 |
| 2026-04-15 | 444 | $56.82 | $25,228.08 |
| 2026-04-14 | 352 | $56.25 | $19,800 |
| 2026-04-10 | 190 | $55.97 | $10,634.3 |
| 2026-04-08 | 86 | $53.75 | $4,622.5 |
| 2026-04-07 | 16 | $53.48 | $855.68 |
| 2026-04-06 | 5 | $52.87 | $264.35 |
| 2026-03-30 | 19 | $53.38 | $1,014.22 |
| 2026-03-25 | 672 | $52.52 | $35,293.44 |
| 2026-03-23 | 263 | $52.18 | $13,723.34 |
| 2026-03-19 | 179 | $52.14 | $9,333.06 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| FOXA | 0.983 | 0.976 | High co-movement |
| NWSA | 0.523 | 0.463 | Moderate |
| NWS | 0.521 | 0.442 | Moderate |
| DIS | 0.437 | 0.355 | Moderate |
| CHRW | 0.421 | 0.586 | Moderate |
| ACN | 0.407 | 0.421 | Moderate |
| PRU | 0.407 | 0.390 | Moderate |
| ROK | 0.404 | 0.328 | Moderate |
| AME | 0.404 | 0.381 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare FOX to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.