Freee Kk Stock Market Value
| FREKF Stock | USD 20.05 2.28 12.83% |
| Symbol | Freee |
Freee KK '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 Freee KK'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 Freee KK.
| 01/25/2025 |
| 01/20/2026 |
If you would invest 0.00 in Freee KK on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding freee KK or generate 0.0% return on investment in Freee KK over 360 days. Freee KK is related to or competes with IPE Universal, Kainos Group, OVH Groupe, Vobile Group, TeamViewer, Qt Group, and Asm Pacific. freee K.K. provides cloud-based accounting and HR software in Japan More
Freee KK 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 Freee KK'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 freee KK upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.1 | |||
| Information Ratio | 0.0143 | |||
| Maximum Drawdown | 40.09 | |||
| Value At Risk | (9.92) | |||
| Potential Upside | 12.83 |
Freee KK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Freee KK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Freee KK's standard deviation. In reality, there are many statistical measures that can use Freee KK historical prices to predict the future Freee KK's volatility.| Risk Adjusted Performance | 0.0282 | |||
| Jensen Alpha | 0.1016 | |||
| Total Risk Alpha | (0.38) | |||
| Sortino Ratio | 0.0094 | |||
| Treynor Ratio | 0.1997 |
freee KK Backtested Returns
freee KK secures Sharpe Ratio (or Efficiency) of -0.0195, which denotes the company had a -0.0195 % return per unit of risk over the last 3 months. freee KK exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Freee KK's Downside Deviation of 9.1, risk adjusted performance of 0.0282, and Semi Deviation of 4.35 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.75, which means possible diversification benefits within a given portfolio. As returns on the market increase, Freee KK's returns are expected to increase less than the market. However, during the bear market, the loss of holding Freee KK is expected to be smaller as well. At this point, freee KK has a negative expected return of -0.11%. Please make sure to confirm Freee KK's maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if freee KK performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.39 |
Poor reverse predictability
freee KK has poor reverse predictability. Overlapping area represents the amount of predictability between Freee KK time series from 25th of January 2025 to 24th of July 2025 and 24th of July 2025 to 20th of January 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 freee KK price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Freee KK price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 9.63 |
freee KK lagged returns against current returns
Autocorrelation, which is Freee KK 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 Freee KK's pink sheet expected returns. We can calculate the autocorrelation of Freee KK returns to help us make a trade decision. For example, suppose you find that Freee KK 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 |
Freee KK 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 Freee KK pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Freee KK pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Freee KK pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Freee KK Lagged Returns
When evaluating Freee KK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Freee KK pink sheet have on its future price. Freee KK 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, Freee KK autocorrelation shows the relationship between Freee KK pink sheet current value and its past values and can show if there is a momentum factor associated with investing in freee KK.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Freee Pink Sheet
Freee KK financial ratios help investors to determine whether Freee 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 Freee with respect to the benefits of owning Freee KK security.