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.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Frasers Logistics on November 3, 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 90 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 | 0.0211 | |||
| Maximum Drawdown | 23.8 | |||
| Potential Upside | 1.39 |
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 | 0.033 | |||
| Jensen Alpha | 0.0744 | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 0.1226 |
Frasers Logistics February 1, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.033 | |||
| Market Risk Adjusted Performance | 0.1326 | |||
| Mean Deviation | 0.8785 | |||
| Coefficient Of Variation | 2868.24 | |||
| Standard Deviation | 3.27 | |||
| Variance | 10.69 | |||
| Information Ratio | 0.0211 | |||
| Jensen Alpha | 0.0744 | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 0.1226 | |||
| Maximum Drawdown | 23.8 | |||
| Potential Upside | 1.39 | |||
| Skewness | 1.86 | |||
| Kurtosis | 28.81 |
Frasers Logistics Backtested Returns
At this point, Frasers Logistics is extremely dangerous. Frasers Logistics secures Sharpe Ratio (or Efficiency) of 0.0354, which denotes the company had a 0.0354 % 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 confirm Frasers Logistics' Coefficient Of Variation of 2868.24, mean deviation of 0.8785, and Standard Deviation of 3.27 to check if the risk estimate we provide is consistent with the expected return of 0.12%. Frasers Logistics has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.85, 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. Frasers Logistics right now shows a risk of 3.32%. Please confirm Frasers Logistics standard deviation, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Frasers Logistics will be following its price patterns.
Auto-correlation | -0.82 |
Excellent reverse predictability
Frasers Logistics Commercial has excellent reverse predictability. Overlapping area represents the amount of predictability between Frasers Logistics time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st of February 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 -0.82 indicates that around 82.0% of current Frasers Logistics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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.