Frp Holdings Ord Stock Market Value
| FRPH Stock | USD 31.70 0.27 0.86% |
| Symbol | Frp |
Frp Holdings Ord Price To Book Ratio
Is Real Estate Management & Development space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Frp Holdings. If investors know Frp will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Frp Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.048 | Earnings Share 0.4 | Revenue Per Share 1.665 | Quarterly Revenue Growth 0.015 | Return On Assets 0.0018 |
The market value of Frp Holdings Ord is measured differently than its book value, which is the value of Frp that is recorded on the company's balance sheet. Investors also form their own opinion of Frp Holdings' value that differs from its market value or its book value, called intrinsic value, which is Frp Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Frp Holdings' market value can be influenced by many factors that don't directly affect Frp Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Frp Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Frp Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Frp Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Frp Holdings '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 Frp Holdings' 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 Frp Holdings.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Frp Holdings on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Frp Holdings Ord or generate 0.0% return on investment in Frp Holdings over 720 days. Frp Holdings is related to or competes with Transcontinental, Anywhere Real, Re Max, New England, Marcus Millichap, Maui Land, and New York. FRP Holdings, Inc. engages in the real estate businesses in the United States More
Frp Holdings 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 Frp Holdings' 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 Frp Holdings Ord upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.0332 | |||
| Maximum Drawdown | 5.6 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.19 |
Frp Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frp Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frp Holdings' standard deviation. In reality, there are many statistical measures that can use Frp Holdings historical prices to predict the future Frp Holdings' volatility.| Risk Adjusted Performance | 0.0864 | |||
| Jensen Alpha | 0.0481 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0356 | |||
| Treynor Ratio | 0.1374 |
Frp Holdings Ord Backtested Returns
Frp Holdings is very steady at the moment. Frp Holdings Ord secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Frp Holdings Ord, which you can use to evaluate the volatility of the firm. Please confirm Frp Holdings' Coefficient Of Variation of 914.4, mean deviation of 0.9884, and Downside Deviation of 1.17 to check if the risk estimate we provide is consistent with the expected return of 0.13%. Frp Holdings has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.92, which means possible diversification benefits within a given portfolio. Frp Holdings returns are very sensitive to returns on the market. As the market goes up or down, Frp Holdings is expected to follow. Frp Holdings Ord right now shows a risk of 1.23%. Please confirm Frp Holdings Ord expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Frp Holdings Ord will be following its price patterns.
Auto-correlation | -0.02 |
Very weak reverse predictability
Frp Holdings Ord has very weak reverse predictability. Overlapping area represents the amount of predictability between Frp Holdings time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Frp Holdings Ord price movement. The serial correlation of -0.02 indicates that only 2.0% of current Frp Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
Frp Holdings Ord lagged returns against current returns
Autocorrelation, which is Frp Holdings 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 Frp Holdings' stock expected returns. We can calculate the autocorrelation of Frp Holdings returns to help us make a trade decision. For example, suppose you find that Frp Holdings 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 |
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Frp Holdings 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 Frp Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frp Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frp Holdings stock over time.
Current vs Lagged Prices |
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Frp Holdings Lagged Returns
When evaluating Frp Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frp Holdings stock have on its future price. Frp Holdings 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, Frp Holdings autocorrelation shows the relationship between Frp Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Frp Holdings Ord.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Frp Holdings Ord offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Frp Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Frp Holdings Ord Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Frp Holdings Ord Stock:Check out Frp Holdings Correlation, Frp Holdings Volatility and Frp Holdings Alpha and Beta module to complement your research on Frp Holdings. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Frp Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.