Frasers Logistics Commercial Stock Market Value
| FRLOF Stock | USD 0.74 0.00 0.00% |
| 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.
| 11/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Frasers Logistics on November 19, 2025 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 60 days. Frasers Logistics is related to or competes with Dream Industrial, Big Yellow, Smart REIT, Frasers Property, Ascott Residence, Frasers Centrepoint, and Hufvudstaden. 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 | 0.0386 | |||
| Maximum Drawdown | 23.8 | |||
| Potential Upside | 3.95 |
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 | 0.055 | |||
| Jensen Alpha | 0.1822 | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 0.5008 |
Frasers Logistics Backtested Returns
Frasers Logistics appears to be extremely dangerous, given 3 months investment horizon. Frasers Logistics secures Sharpe Ratio (or Efficiency) of 0.0679, which denotes the company had a 0.0679 % return per unit of standard deviation over the last 3 months. We have found eighteen technical indicators for Frasers Logistics Commercial, which you can use to evaluate the volatility of the firm. Please utilize Frasers Logistics' Standard Deviation of 3.42, coefficient of variation of 1473.3, and Mean Deviation of 1.1 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Frasers Logistics holds a performance score of 5. The firm shows a Beta (market volatility) of 0.44, which means possible diversification benefits within a given portfolio. As returns on the market increase, Frasers Logistics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Frasers Logistics is expected to be smaller as well. Please check Frasers Logistics' standard deviation, as well as the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Frasers Logistics' price patterns will revert.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Frasers Logistics Commercial has insignificant reverse predictability. Overlapping area represents the amount of predictability between Frasers Logistics time series from 19th of November 2025 to 19th of December 2025 and 19th of December 2025 to 18th 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 Frasers Logistics price movement. The serial correlation of -0.18 indicates that over 18.0% of current Frasers Logistics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.38 | |
| 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.