Frontier Developments (UK) Market Value
| FDEV Stock | 436.00 3.50 0.81% |
| Symbol | Frontier |
Frontier Developments '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 Frontier Developments' stock 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 Frontier Developments.
| 01/08/2024 |
| 12/28/2025 |
If you would invest 0.00 in Frontier Developments on January 8, 2024 and sell it all today you would earn a total of 0.00 from holding Frontier Developments Plc or generate 0.0% return on investment in Frontier Developments over 720 days. Frontier Developments is related to or competes with Flutter Entertainment, Ferguson Plc, Games Workshop, Marwyn Value, AstraZeneca PLC, Next PLC, and Aberforth Smaller. Frontier Developments is entity of United Kingdom More
Frontier Developments 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 Frontier Developments' stock 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 Frontier Developments Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.0114 | |||
| Maximum Drawdown | 15.39 | |||
| Value At Risk | (3.91) | |||
| Potential Upside | 5.28 |
Frontier Developments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frontier Developments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frontier Developments' standard deviation. In reality, there are many statistical measures that can use Frontier Developments historical prices to predict the future Frontier Developments' volatility.| Risk Adjusted Performance | 0.0365 | |||
| Jensen Alpha | 0.0906 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0141 | |||
| Treynor Ratio | 0.4727 |
Frontier Developments Plc Backtested Returns
Frontier Developments Plc secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. Frontier Developments Plc exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Frontier Developments' Mean Deviation of 2.09, downside deviation of 2.31, and Coefficient Of Variation of 2420.95 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.23, which means not very significant fluctuations relative to the market. As returns on the market increase, Frontier Developments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Frontier Developments is expected to be smaller as well. At this point, Frontier Developments Plc has a negative expected return of -0.0063%. Please make sure to confirm Frontier Developments' total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Frontier Developments Plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Frontier Developments Plc has average predictability. Overlapping area represents the amount of predictability between Frontier Developments time series from 8th of January 2024 to 2nd of January 2025 and 2nd of January 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Frontier Developments Plc price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Frontier Developments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 14.4 K |
Frontier Developments Plc lagged returns against current returns
Autocorrelation, which is Frontier Developments stock'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 Frontier Developments' stock expected returns. We can calculate the autocorrelation of Frontier Developments returns to help us make a trade decision. For example, suppose you find that Frontier Developments has exhibited high autocorrelation historically, and you observe that the stock 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 |
Frontier Developments 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 Frontier Developments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frontier Developments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frontier Developments stock over time.
Current vs Lagged Prices |
| Timeline |
Frontier Developments Lagged Returns
When evaluating Frontier Developments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frontier Developments stock have on its future price. Frontier Developments 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, Frontier Developments autocorrelation shows the relationship between Frontier Developments stock current value and its past values and can show if there is a momentum factor associated with investing in Frontier Developments Plc.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Frontier Stock Analysis
When running Frontier Developments' price analysis, check to measure Frontier Developments' 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 Frontier Developments is operating at the current time. Most of Frontier Developments' value examination focuses on studying past and present price action to predict the probability of Frontier Developments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Frontier Developments' price. Additionally, you may evaluate how the addition of Frontier Developments to your portfolios can decrease your overall portfolio volatility.