The Foschini Group Stock Market Value
| FHNGY Stock | USD 4.53 0.00 0.00% |
| Symbol | Foschini |
Foschini 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 Foschini 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 Foschini Group.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Foschini Group on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding The Foschini Group or generate 0.0% return on investment in Foschini Group over 30 days. Foschini Group is related to or competes with Dixons Carphone, Yamada Holdings, Xtep International, and Leons Furniture. The Foschini Group Limited, together with its subsidiaries, operates independent chain-stores in South Africa and intern... More
Foschini 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 Foschini 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 The Foschini Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 24.84 |
Foschini Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Foschini Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Foschini Group's standard deviation. In reality, there are many statistical measures that can use Foschini Group historical prices to predict the future Foschini Group's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.48) | |||
| Total Risk Alpha | (0.81) | |||
| Treynor Ratio | (1.50) |
Foschini Group Backtested Returns
Foschini Group secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the company had a -0.12 % return per unit of risk over the last 3 months. The Foschini Group exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Foschini Group's Risk Adjusted Performance of (0.08), coefficient of variation of (812.93), and Standard Deviation of 3.61 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, Foschini Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Foschini Group is expected to be smaller as well. At this point, Foschini Group has a negative expected return of -0.46%. Please make sure to confirm Foschini Group's mean deviation and maximum drawdown , to decide if Foschini Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
The Foschini Group has no correlation between past and present. Overlapping area represents the amount of predictability between Foschini Group time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Foschini Group price movement. The serial correlation of 0.0 indicates that just 0.0% of current Foschini Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Foschini Group lagged returns against current returns
Autocorrelation, which is Foschini Group 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 Foschini Group's pink sheet expected returns. We can calculate the autocorrelation of Foschini Group returns to help us make a trade decision. For example, suppose you find that Foschini Group 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 |
Foschini Group 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 Foschini Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Foschini Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Foschini Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Foschini Group Lagged Returns
When evaluating Foschini Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Foschini Group pink sheet have on its future price. Foschini Group 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, Foschini Group autocorrelation shows the relationship between Foschini Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in The Foschini Group.
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 Foschini Pink Sheet Analysis
When running Foschini Group's price analysis, check to measure Foschini Group'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 Foschini Group is operating at the current time. Most of Foschini Group's value examination focuses on studying past and present price action to predict the probability of Foschini Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Foschini Group's price. Additionally, you may evaluate how the addition of Foschini Group to your portfolios can decrease your overall portfolio volatility.