Frasers Group Plc Stock Net Income
| SDIPF Stock | USD 9.54 0.54 6.00% |
As of the 4th of February, Frasers Group shows the Standard Deviation of 1.12, coefficient of variation of (10,036), and Mean Deviation of 0.2038. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of Frasers Group, as well as the relationship between them. Please confirm Frasers Group plc mean deviation, total risk alpha, as well as the relationship between the Total Risk Alpha and kurtosis to decide if Frasers Group plc is priced favorably, providing market reflects its regular price of 9.54 per share. Given that Frasers Group has variance of 1.25, we urge you to verify Frasers Group plc's prevailing market performance to make sure the company can sustain itself at a future point.
Frasers Group's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Frasers Group's valuation are provided below:Frasers Group plc does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Frasers |
Frasers Group '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 Group'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 Group.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Frasers Group on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Frasers Group plc or generate 0.0% return on investment in Frasers Group over 90 days. Frasers Group is related to or competes with Canadian TireLimited, ZALANDO SE, Jumbo SA, Just Eat, Iveco, and Li Ning. Frasers Group plc, together with its subsidiaries, retails sports and leisure clothing, footwear, equipment, and apparel... More
Frasers Group 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 Group'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 Group plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 6.74 |
Frasers Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frasers Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frasers Group's standard deviation. In reality, there are many statistical measures that can use Frasers Group historical prices to predict the future Frasers Group's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 0.2889 |
Frasers Group February 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0) | |||
| Market Risk Adjusted Performance | 0.2989 | |||
| Mean Deviation | 0.2038 | |||
| Coefficient Of Variation | (10,036) | |||
| Standard Deviation | 1.12 | |||
| Variance | 1.25 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 0.2889 | |||
| Maximum Drawdown | 6.74 | |||
| Skewness | (0.98) | |||
| Kurtosis | 32.94 |
Frasers Group plc Backtested Returns
At this point, Frasers Group is very steady. Frasers Group plc secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of standard deviation over the last 3 months. We have found twenty technical indicators for Frasers Group plc, which you can use to evaluate the volatility of the firm. Please confirm Frasers Group's Mean Deviation of 0.2038, coefficient of variation of (10,036), and Standard Deviation of 1.12 to check if the risk estimate we provide is consistent with the expected return of 0.0952%. Frasers Group has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0732, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Frasers Group are expected to decrease at a much lower rate. During the bear market, Frasers Group is likely to outperform the market. Frasers Group plc right now shows a risk of 0.76%. Please confirm Frasers Group plc information ratio, as well as the relationship between the kurtosis and day typical price , to decide if Frasers Group plc will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Frasers Group plc has no correlation between past and present. Overlapping area represents the amount of predictability between Frasers Group time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 2026. 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 Group plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Frasers Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, Frasers Group plc reported net income of 249.8 M. This is 51.08% lower than that of the Consumer Cyclical sector and 70.8% lower than that of the Specialty Retail industry. The net income for all United States stocks is 56.25% higher than that of the company.
Frasers Net Income Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Frasers Group's direct or indirect competition against its Net Income to detect undervalued stocks with similar characteristics or determine the pink sheets which would be a good addition to a portfolio. Peer analysis of Frasers Group could also be used in its relative valuation, which is a method of valuing Frasers Group by comparing valuation metrics of similar companies.Frasers Group is rated second in net income category among its peers.
Frasers Fundamentals
| Return On Equity | 0.23 | |||
| Return On Asset | 0.0737 | |||
| Profit Margin | 0.06 % | |||
| Operating Margin | 0.09 % | |||
| Current Valuation | 5.99 B | |||
| Shares Outstanding | 477.48 M | |||
| Shares Owned By Insiders | 72.77 % | |||
| Shares Owned By Institutions | 18.90 % | |||
| Price To Earning | 25.81 X | |||
| Price To Book | 2.52 X | |||
| Price To Sales | 0.90 X | |||
| Revenue | 4.69 B | |||
| Gross Profit | 2.1 B | |||
| EBITDA | 615.6 M | |||
| Net Income | 249.8 M | |||
| Cash And Equivalents | 371.3 M | |||
| Cash Per Share | 0.74 X | |||
| Total Debt | 827.9 M | |||
| Debt To Equity | 1.00 % | |||
| Current Ratio | 2.42 X | |||
| Book Value Per Share | 2.93 X | |||
| Cash Flow From Operations | 507.9 M | |||
| Earnings Per Share | (0.06) X | |||
| Price To Earnings To Growth | 0.67 X | |||
| Number Of Employees | 30 K | |||
| Beta | 1.94 | |||
| Market Capitalization | 4.64 B | |||
| Total Asset | 4.14 B | |||
| Retained Earnings | 1.46 B | |||
| Working Capital | 509 M | |||
| Current Asset | 1.25 B | |||
| Current Liabilities | 738 M | |||
| Z Score | 4.0 | |||
| Net Asset | 4.14 B |
About Frasers Group Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Frasers Group plc's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Frasers Group using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Frasers Group plc based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
Other Information on Investing in Frasers Pink Sheet
Frasers Group financial ratios help investors to determine whether Frasers Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Frasers with respect to the benefits of owning Frasers Group security.