Fox Corporation (FOXA)
Quantitative Summary
DeterministicAt 16.8x earnings — a 48% discount to the sector average of 32.1x — FOXA 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 $406 implies 550% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of Fox Corporation reveal a capital allocation profile where the ROIC-WACC spread of 6.2% indicates value creation, yet this efficiency is underpinned by distinct DuPont drivers: robust net margins at 13.9% are offset by moderate asset turnover and financial leverage rather than operational velocity or balance sheet compression. Financial stability metrics present a mixed signal; while the Piotroski F-Score of 8/9 suggests strong fundamental quality, an Altman Z-Score of 3.1 places the entity in the grey zone between safety and distress. This divergence is further contextualized by revenue growth accelerating at 16.6% YoY, contrasting sharply with a negative ten-year implied free cash flow growth rate of -8.9%, which complicates the sustainability narrative despite current profitability.
Valuation metrics display significant dislocation relative to both historical norms and sector peers, trading at a P/E of 14.1x versus a Communication Services average of 35.7x. A DCF analysis projects a fair value of $394 with an implied upside exceeding 500%, suggesting the market is pricing in severe long-term stagnation given the negative FCF growth assumptions. However, this valuation gap must be weighed against active risk factors; specifically, insider activity over the last ninety days shows substantial net selling totaling approximately $26.5 million, which often precedes downward revisions or signals management caution regarding future visibility.
Risk-adjusted performance data introduces further nuance to the investment thesis. The stock exhibits a negative Fama-French alpha of -10.96% annually, indicating it has underperformed its factor benchmarks over time. While exposure to value factors (HML) remains neutral at -0.005 and profitability factors (RMW) show slight positive momentum at 0.058, the combination of negative long-term cash flow growth expectations and significant insider outflows creates a tension between current low valuation multiples and potential future downside risks that standard DCF models may not fully capture if macro conditions deteriorate further.
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 | $335 | $235 |
| 3% | $579 | $406 | $267 |
| 4% | $849 | $521 | $312 |
Center = base case. Green = >10% upside, Red = >10% downside vs $65.69.
Pre-computed DCF: WACC=7.2%, terminal growth 3%. Fair value $406 (+549.9%). Not investment advice.
Valuation Context
Currently trading 31% above its 5-year average P/E of 11.2x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedFox Corporation is currently trading at $64.13 within the Communication Services sector, presenting a technical snapshot where price action must be weighed against broader market volatility and fundamental headwinds. The absence of specific moving average crossovers or relative strength index values in the provided data necessitates an analysis focused on structural integrity rather than short-term momentum triggers. Without explicit confirmation of trend reversal signals or sustained volume support, the current level represents a pivot point where recent gains could be vulnerable to sector-wide corrections if external economic pressures intensify. The risk dynamics at this juncture suggest that any upward movement from $64.13 may lack immediate structural reinforcement unless accompanied by stabilizing fundamentals or reduced macroeconomic uncertainty. Historical patterns in Communication Services often correlate price resilience with earnings durability; therefore, the current valuation requires scrutiny to determine if it is supported by organic growth or speculative positioning. Fragility increases significantly if volatility spikes, as a sharp decline from this level could expose underlying weaknesses that technical indicators alone cannot yet quantify without deeper historical context. Ultimately, the market environment dictates whether $64.13 serves as a floor for accumulation or a ceiling for distribution. Investors must evaluate how current drawdown potential interacts with the sector's sensitivity to interest rate fluctuations and advertising revenue cycles. The absence of definitive bullish confirmation in this limited dataset implies that caution is warranted until further technical evidence solidifies the trend direction, allowing market participants to assess whether observed price levels reflect genuine value or temporary dislocation before
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
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
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 VOX, the fund manager is mechanically forced to buy or sell FOXA shares regardless of Fox Corporation's individual fundamentals. We estimate $2.0B of passive capital is structurally linked to FOXA 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 (FOXA) 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 1 ETFs with FOXA. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 26 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
FOXA Ownership Dynamics
Passive funds hold 1 in every 6 FOXA shares, reducing daily market volatility.
Fox Corporation (FOXA) exerts notable gravity on the passive index market, currently representing 2.8% of the State Street Communication Services Select Sector SPDR ETF (XLC) and 0.6% of the VOX (VOX). Across 27 tracked ETFs, approximately 33M shares (16.6% 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 FOXA Exposure
Float lock-up computed from 27 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
FOXA 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 $55.41 (11% of 252-day volume). The current price of $65.69 trades 18.6% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.
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.
FOXA 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 | 92 | $66.47 | $6,115.24 |
| 2026-05-13 | 125,058 | $66.16 | $8.3M |
| 2026-05-11 | 375 | $62.94 | $23,602.5 |
| 2026-05-07 | 257 | $62.21 | $15,987.97 |
| 2026-05-04 | 503 | $63.35 | $31,865.05 |
| 2026-04-30 | 878 | $62.94 | $55,261.32 |
| 2026-04-29 | 878 | $63.15 | $55,445.7 |
| 2026-04-24 | 215,489 | $64.53 | $13.9M |
| 2026-04-22 | 32 | $64.31 | $2,057.92 |
| 2026-04-20 | 256,546 | $65.07 | $16.7M |
| 2026-04-17 | 61 | $64.52 | $3,935.72 |
| 2026-04-14 | 585 | $62.45 | $36,533.25 |
| 2026-04-10 | 495 | $62.76 | $31,066.2 |
| 2026-04-09 | 84,243 | $60.22 | $5.1M |
| 2026-04-08 | 620 | $59.65 | $36,983 |
| 2026-04-07 | 64 | $59.30 | $3,795.2 |
| 2026-04-06 | 88 | $58.62 | $5,158.56 |
| 2026-04-02 | 1,299 | $58.46 | $75,939.54 |
| 2026-03-31 | 51,747 | $59.13 | $3.1M |
| 2026-03-30 | 34,447 | $59.11 | $2.0M |
| 2026-03-25 | 23 | $58.76 | $1,351.48 |
| 2026-03-24 | 19,174 | $57.28 | $1.1M |
| 2026-03-23 | 63,895 | $57.82 | $3.7M |
| 2026-03-18 | 165 | $58.30 | $9,619.5 |
| 2026-03-17 | 473,049 | $57.51 | $27.2M |
| 2026-03-16 | 519,413 | $57.39 | $29.8M |
| 2026-03-12 | 300,542 | $57.71 | $17.3M |
| 2026-03-11 | 74,118 | $58.16 | $4.3M |
| 2026-03-10 | 1,111 | $59.26 | $65,837.86 |
| 2026-03-06 | 363 | $58.69 | $21,304.47 |
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 | |
| FOX | 0.983 | 0.976 | High co-movement |
| NWSA | 0.499 | 0.432 | Moderate |
| NWS | 0.492 | 0.408 | Moderate |
| TFC | 0.415 | 0.381 | Moderate |
| DIS | 0.415 | 0.338 | Moderate |
| AXP | 0.413 | 0.345 | Moderate |
| ACN | 0.408 | 0.425 | Moderate |
| CHRW | 0.406 | 0.556 | Moderate |
| PRU | 0.397 | 0.382 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare FOXA 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.