Frasers Property Limited Stock Market Value
| FSRPF Stock | USD 0.60 0.00 0.00% |
| Symbol | Frasers |
Frasers Property '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 Frasers Property's pink sheet 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 Frasers Property.
| 03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Frasers Property on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding Frasers Property Limited or generate 0.0% return on investment in Frasers Property over 30 days. Frasers Property is related to or competes with Comstock Holding, St Joe, and Stratus Properties. Frasers Property Limited, an investment holding company, develops, invests in, and manages a portfolio of real estate pr... More
Frasers Property 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 Frasers Property's pink sheet 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 Frasers Property Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1033 | |||
| Maximum Drawdown | 9.09 |
Frasers Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frasers Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frasers Property's standard deviation. In reality, there are many statistical measures that can use Frasers Property historical prices to predict the future Frasers Property's volatility.| Risk Adjusted Performance | 0.1107 | |||
| Jensen Alpha | 0.201 | |||
| Total Risk Alpha | 0.0458 | |||
| Treynor Ratio | 1.21 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Frasers Property's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Frasers Property Backtested Returns
Frasers Property appears to be dangerous, given 3 months investment horizon. Frasers Property secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the company had a 0.18% return per unit of standard deviation over the last 3 months. We have found sixteen technical indicators for Frasers Property Limited, which you can use to evaluate the volatility of the firm. Please utilize Frasers Property's Standard Deviation of 1.32, mean deviation of 0.4367, and Coefficient Of Variation of 584.52 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Frasers Property holds a performance score of 13. The firm shows a Beta (market volatility) of 0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, Frasers Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frasers Property is expected to be smaller as well. Please check Frasers Property's standard deviation, as well as the relationship between the maximum drawdown and day median price , to make a quick decision on whether Frasers Property's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Frasers Property Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Frasers Property time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Frasers Property price movement. The serial correlation of 0.0 indicates that just 0.0% of current Frasers Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Frasers Property lagged returns against current returns
Autocorrelation, which is Frasers Property pink sheet'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 Frasers Property's pink sheet expected returns. We can calculate the autocorrelation of Frasers Property returns to help us make a trade decision. For example, suppose you find that Frasers Property has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Frasers Property 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 Frasers Property pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frasers Property pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frasers Property pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Frasers Property Lagged Returns
When evaluating Frasers Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frasers Property pink sheet have on its future price. Frasers Property 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, Frasers Property autocorrelation shows the relationship between Frasers Property pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Frasers Property Limited.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Frasers Property in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Frasers Property's short interest history, or implied volatility extrapolated from Frasers Property options trading.
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Complementary Tools for Frasers Pink Sheet analysis
When running Frasers Property's price analysis, check to measure Frasers Property's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Frasers Property is operating at the current time. Most of Frasers Property's value examination focuses on studying past and present price action to predict the probability of Frasers Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Frasers Property's price. Additionally, you may evaluate how the addition of Frasers Property to your portfolios can decrease your overall portfolio volatility.
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Frasers Property technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.