Frasers Logistics Commercial Stock Market Value
| FRLOF Stock | USD 0.70 0.05 6.67% |
| Symbol | Frasers |
Frasers Logistics '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 Logistics' 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 Logistics.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Frasers Logistics on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Frasers Logistics Commercial or generate 0.0% return on investment in Frasers Logistics over 30 days. Frasers Logistics is related to or competes with LXP Industrial, First Industrial, Plymouth Industrial, Terreno Realty, Rexford Industrial, EastGroup Properties, and Extra Space. Frasers Logistics Commercial Trust is a Singapore-listed real estate investment trust with a portfolio comprising 100 in... More
Frasers Logistics 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 Logistics' 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 Logistics Commercial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 23.44 | |||
| Potential Upside | 1.18 |
Frasers Logistics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frasers Logistics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frasers Logistics' standard deviation. In reality, there are many statistical measures that can use Frasers Logistics historical prices to predict the future Frasers Logistics' volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | 0.2432 |
Frasers Logistics Backtested Returns
Frasers Logistics secures Sharpe Ratio (or Efficiency) of -0.0142, which denotes the company had a -0.0142% return per unit of standard deviation over the last 3 months. Frasers Logistics Commercial exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Frasers Logistics' Standard Deviation of 2.44, mean deviation of 0.7118, and Coefficient Of Variation of (7,110) to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Frasers Logistics are expected to decrease at a much lower rate. During the bear market, Frasers Logistics is likely to outperform the market. At this point, Frasers Logistics has a negative expected return of -0.0348%. Please make sure to confirm Frasers Logistics' standard deviation and the relationship between the total risk alpha and price action indicator , to decide if Frasers Logistics performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.69 |
Good predictability
Frasers Logistics Commercial has good predictability. Overlapping area represents the amount of predictability between Frasers Logistics time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 2024. 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 Logistics price movement. The serial correlation of 0.69 indicates that around 69.0% of current Frasers Logistics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Frasers Logistics lagged returns against current returns
Autocorrelation, which is Frasers Logistics 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 Frasers Logistics' pink sheet expected returns. We can calculate the autocorrelation of Frasers Logistics returns to help us make a trade decision. For example, suppose you find that Frasers Logistics 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 |
Frasers Logistics 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 Frasers Logistics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frasers Logistics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frasers Logistics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Frasers Logistics Lagged Returns
When evaluating Frasers Logistics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frasers Logistics pink sheet have on its future price. Frasers Logistics 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, Frasers Logistics autocorrelation shows the relationship between Frasers Logistics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Frasers Logistics Commercial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Frasers Pink Sheet
Frasers Logistics 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 Logistics security.