Fortune Brands Home & Security Inc chart

Last update: 2022-12-23
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/A$ (N/A)
Beta N/A
Market capitalization N/A
Operating cash flow N/A
ESG Scores unknown

Company description

Sector: N/A - Industry: N/A

Financial Ratios
Quick Ratio0.79
Working Capital1
Return On Equity0.25
Debt To Equity0.75
Fixed Asset Ratio0.23
Fixed Interest Cover13.27

Financial data

Financial Statements

Cashflow Statement
Change To Liabilities
Total Cashflows From Investing Activities
Net Borrowings
Total Cash From Financing Activities
Change To Operating Activities
Issuance Of Stock
Net Income
Change In Cash
Effect Of Exchange Rate
Total Cash From Operating Activities
Depreciation
Change To Account Receivables
Other Cashflows From Financing Activities
Change To Netincome
Capital Expenditures

Income Statement
Research Development
Income Before Tax
Net Income
Selling General Administrative
Gross Profit
Ebit
Operating Income
Interest Expense
Income Tax Expense
Total Revenue
Cost Of Revenue
Total Other Income ExpenseNet
Net Income From Continuing Ops
Net Income Applicable To Common Shares

Balance Sheet Statement
Total Liabilities
Total Stockholder Equity
Other Current Liabilities
Total Assets
Common Stock
Other Current Assets
Retained Earnings
Treasury Stock
Cash
Total Current Liabilities
Other Stockholder Equity
Property, Plant, and Equipment
Total Current Assets
Net Tangible Assets
Net Receivables
Accounts Payable


Insider Transactions

Here are the insider transactions of stock shares related to Fortune Brands Home & Security Inc:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Fortune Brands Home & Security Inc. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Fortune Brands Home & Security Inc

Here is the result of two systematic investment strategies applied to Fortune Brands Home & Security Inc. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Fortune Brands Home & Security Inc

The following chart shows the equity curve of the two systematic investment strategies applied to Fortune Brands Home & Security Inc:

Fortune Brands Home & Security Inc automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 37.88% on the backtest period.

Performance at glance

Performance

37.88 %

Latent gain

859.21 $

Invested capital

2268.11 $

Annualized return

9.15 %
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Momentum strategy results on Fortune Brands Home & Security Inc

This is the result of two momentum investment strategies applied to Fortune Brands Home & Security Inc. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Fortune Brands Home & Security Inc

The following chart shows all the entries opened by the momentum investment system on Fortune Brands Home & Security Inc:

Fortune Brands Home & Security Inc momentum entries
  • The first momentum investment strategy would give 56.65% of return on Fortune Brands Home & Security Inc. That represents 2893.9$ of latent gain with 5108.36$ of employed capital.
  • The second momentum investment strategy would give 53.58% of return on Fortune Brands Home & Security Inc. That represents 2085.8$ of latent gain with 3892.9$ of employed capital.
Performance at glance (1Q Momentum)

Performance

56.65 %

Latent gain

2893.9 $

Invested capital

5108.36 $

Annualized return

23.64 %
Performance at glance (2Q Momentum)

Performance

53.58 %

Latent gain

2085.8 $

Invested capital

3892.9 $

Annualized return

14.64 %

Momentum equity curve on Fortune Brands Home & Security Inc

The following chart shows the equity curve of the two momentum strategies applied to Fortune Brands Home & Security Inc:

Fortune Brands Home & Security Inc momentum equity

Note: the dividends potentially given by Fortune Brands Home & Security Inc are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Fortune Brands Home & Security Inc

The following chart shows the employed capital evolution of the two momentum strategies on Fortune Brands Home & Security Inc since the beginning:

Fortune Brands Home & Security Inc

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Fortune Brands Home & Security Inc

Buy the dip entry openings on Fortune Brands Home & Security Inc

Fortune Brands Home & Security Inc

The performance achieved by the robo-advisor on Fortune Brands Home & Security Inc is 50.58%. That represents 247.16$ of latent gain with 488.68$ of employed capital. The following chart shows Fortune Brands Home & Security Inc stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Fortune Brands Home & Security Inc, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

50.58 %

Latent gain

247.16 $

Invested capital

488.68 $

Annualized return

23.64 %

Equity curve of the strategy applied to Fortune Brands Home & Security Inc

The following chart shows the result of the investment strategy applied to Fortune Brands Home & Security Inc:

Fortune Brands Home & Security Inc

Note: the dividends potentially given by Fortune Brands Home & Security Inc are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Fortune Brands Home & Security Inc

The following chart shows the employed capital evolution since the beginning of the investment strategy on Fortune Brands Home & Security Inc:

Fortune Brands Home & Security Inc

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Fortune Brands Home & Security Inc

In this section, I will compare the three previous investment strategies applied to Fortune Brands Home & Security Inc.

Equity curve comparison on Fortune Brands Home & Security Inc

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Fortune Brands Home & Security Inc investment strategy comparison

Employed capital comparison on Fortune Brands Home & Security Inc

Fortune Brands Home & Security Inc investment comparison

Performance comparison on Fortune Brands Home & Security Inc

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 37.88% 859.21$ 2268.11$ 9.15%
Momentum 1 quarter 56.65% 2893.9$ 5108.36$ 14.53%
Momentum 2 quarters 53.58% 2085.8$ 3892.9$ 14.64%
Non-directional 50.58% 247.16$ 488.68$ 23.64%
Annualized return comparison

Automatic investment

9.15 %

Momentum 1Q

14.64 %

Momentum 2Q

14.64 %

Non-directional

23.64 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Fortune Brands Home & Security Inc:

Positive correlations

Most correlated stocks this year

  • Fortune Brands Home & Security Inc

  • Most correlated stocks last 3 months

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  • WISDOMTREE EMERGING MARKETS MULTIFACTOR FUND N/A
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  • Note: The algorithm computes the probability of correlation between Fortune Brands Home & Security Inc and the other stocks. There may be false positives or some missing correlated stocks. If the price of Fortune Brands Home & Security Inc does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name Fortune Brands Home & Security Inc
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange XNYS
    Ticker FBHS
    Market www.nyse.com

    Fortune Brands Home & Security Inc ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown