Freeport Resources Stock Market Value
| FRI Stock | CAD 0.03 0.01 25.00% |
| Symbol | Freeport |
Freeport Resources Price To Book Ratio
Freeport Resources '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 Freeport Resources' 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 Freeport Resources.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Freeport Resources on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Freeport Resources or generate 0.0% return on investment in Freeport Resources over 30 days. Freeport Resources is related to or competes with Strikepoint Gold, and Pacific Empire. Freeport Resources Inc., a junior mineral exploration company, engages in the acquisition, exploration, and development ... More
Freeport Resources 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 Freeport Resources' 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 Freeport Resources upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0334 | |||
| Maximum Drawdown | 58.33 |
Freeport Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Freeport Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Freeport Resources' standard deviation. In reality, there are many statistical measures that can use Freeport Resources historical prices to predict the future Freeport Resources' volatility.| Risk Adjusted Performance | 0.039 | |||
| Jensen Alpha | 0.3409 | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | 0.9278 |
Freeport Resources Backtested Returns
Freeport Resources appears to be out of control, given 3 months investment horizon. Freeport Resources secures Sharpe Ratio (or Efficiency) of 0.0354, which denotes the company had a 0.0354 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Freeport Resources, which you can use to evaluate the volatility of the firm. Please utilize Freeport Resources' Variance of 79.98, standard deviation of 8.94, and Mean Deviation of 3.0 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Freeport Resources holds a performance score of 2. The firm shows a Beta (market volatility) of 0.4, which means possible diversification benefits within a given portfolio. As returns on the market increase, Freeport Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Freeport Resources is expected to be smaller as well. Please check Freeport Resources' information ratio and the relationship between the kurtosis and period momentum indicator , to make a quick decision on whether Freeport Resources' price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Freeport Resources has no correlation between past and present. Overlapping area represents the amount of predictability between Freeport Resources 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 Freeport Resources price movement. The serial correlation of 0.0 indicates that just 0.0% of current Freeport Resources 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 |
Freeport Resources lagged returns against current returns
Autocorrelation, which is Freeport Resources 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 Freeport Resources' stock expected returns. We can calculate the autocorrelation of Freeport Resources returns to help us make a trade decision. For example, suppose you find that Freeport Resources 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 |
Freeport Resources 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 Freeport Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Freeport Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Freeport Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Freeport Resources Lagged Returns
When evaluating Freeport Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Freeport Resources stock have on its future price. Freeport Resources 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, Freeport Resources autocorrelation shows the relationship between Freeport Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Freeport Resources.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Freeport Stock Analysis
When running Freeport Resources' price analysis, check to measure Freeport Resources' 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 Freeport Resources is operating at the current time. Most of Freeport Resources' value examination focuses on studying past and present price action to predict the probability of Freeport Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Freeport Resources' price. Additionally, you may evaluate how the addition of Freeport Resources to your portfolios can decrease your overall portfolio volatility.