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FN Fabrinet

Technology

314.70 -12.59 -3.85% Close 11/2
Since 2024-12-02 +39.9%
Open
331.99
High
337.09
Low
312.20
Prev close
327.29
Volume
1.5M
Amplitude
7.60%
P/E
25.1
P/B
4.8
Revenue YoY (TTM)
+35.7%
52W 305.63 748.89

Is Fabrinet a buy? Fundamentals and valuation first

As of 2026-10-30

Growth: Good, Risk / liquidity: Good; Valuation: Pricey, Momentum: Weak.

Valuation Pricey Free-cash-flow yield is Average; Price / book is Expensive.
TTM P/E 25.08 62th percentile Pricey
Price / book 4.78 82th percentile Expensive
Free-cash-flow yield (%) 0.03 48th percentile Average
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Neutral ROE, TTM is Top, but FCF margin, TTM is Average.
ROE, TTM (%) 19.27 81th percentile Top
Operating margin, TTM (%) 9.97 56th percentile Good
FCF margin, TTM (%) 0.07 40th percentile Average
Quality Factor Investing: A US Quality Value Backtest
Growth Good Revenue growth, TTM YoY is Top; Diluted EPS growth, TTM YoY is Good.
Revenue growth, TTM YoY (%) 35.73 84th percentile Top
Diluted EPS growth, TTM YoY (%) 42.31 75th percentile Good
Momentum Weak 240-day return is Average; 60-day return is Lagging.
60-day return (%) -39.83 11th percentile Lagging
240-day return (%) -20.81 31th percentile Average
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top, but 60-day annualized volatility is Average.
20-day dollar volume 386,587,359 96th percentile Top
60-day annualized volatility (%) 75.86 74th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

Fabrinet (FN) today

1 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Fabrinet to every stock like it

AI finds several complementary traits of Fabrinet across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like Fabrinet

Fabrinet (FN) peers and tracking

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Fabrinet (FN) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Filed revenue acceleration

Active · now 35.73%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

14 historical occurrences (since 2019-08-20)

Average forward return after Filed revenue acceleration

20-day: Win 64.3%, Sample 14, Median +7.41%, Excess +6.14%, Beat mkt rate 64.3%

60-day: Win 69.2%, Sample 13, Median +8.71%, Excess +14.04%, Beat mkt rate 84.6%

120-day: Win 69.2%, Sample 13, Median +15.4%, Excess +20.91%, Beat mkt rate 69.2%

120 days after: historical avg +23.75%

20-day +7.17%
60-day +16.7%
120-day +23.75%
20-day
60-day
120-day
Win
64.3%
69.2%
69.2%
Sample
14
13
13
Median
+7.41%
+8.71%
+15.4%
Excess
+6.14%
+14.04%
+20.91%
Beat mkt rate
64.3%
84.6%
69.2%

Over 13 occurrences, 120-day forward avg gained 23.75%, beat the market by 20.91 pts; win rate 69.2%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 40+84.1% +87.7% 100% +61.3%
20-40 152+55.4% +55.7% 100% +36.4%
40-60 185+65.5% +59.9% 100% +45.3%
60-80 You are here362+59.6% +42.2% 98.6% +42.1%
80-100 838+29.9% +20.9% 80.2% +17.9%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 25.08, placing it in the 64.2 own-history percentile, inside the 60-80 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Insufficient data
(18d)
+20.5%
Win rate 80.6% Excess +16.9%
175d
+13.5%
Win rate 67.9% Excess +6%
997d
60-day momentum down
+52%
Win rate 99.2% Excess +47.3%
118d
Now
+35.1%
Win rate 90.9% Excess +24.8%
154d
+19.9%
Win rate 64.3% Excess +13.3%
235d

Currently in “Middle × 60-day momentum down”: across 154 historical days, 120-day forward avg gained 35.1%, win rate 90.9%, beat the market by 24.8%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

32 times historically; 60-day forward avg +1.68%, win rate 50%, beating the market by -1.41 pts on average.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest

24 times historically; 60-day forward avg +7.17%, win rate 58.3%, beating the market by +4.41 pts on average.

EPS surprise beat

Pending

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest

22 times historically; 60-day forward avg +13.97%, win rate 90%, beating the market by +10.13 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.