Frontier Developments Plc Stock Market Value
| FRRDF Stock | USD 7.30 0.00 0.00% |
| Symbol | Frontier |
Frontier Developments '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 Frontier Developments' 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 Frontier Developments.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Frontier Developments on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Frontier Developments plc or generate 0.0% return on investment in Frontier Developments over 180 days. Frontier Developments is related to or competes with Boyaa Interactive, UbiSoft Entertainment, Bravura Solutions, Ubisoft Entertainment, Oki Electric, IGG, and Skyworth Digital. Frontier Developments plc develops and publishes video games for personal computers and videogame consoles in the United... More
Frontier Developments 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 Frontier Developments' 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 Frontier Developments plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1482 | |||
| Maximum Drawdown | 50.12 |
Frontier Developments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frontier Developments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frontier Developments' standard deviation. In reality, there are many statistical measures that can use Frontier Developments historical prices to predict the future Frontier Developments' volatility.| Risk Adjusted Performance | 0.1204 | |||
| Jensen Alpha | 0.9283 | |||
| Total Risk Alpha | 0.4681 | |||
| Treynor Ratio | 0.9101 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Frontier Developments' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Frontier Developments plc Backtested Returns
Frontier Developments is relatively risky given 3 months investment horizon. Frontier Developments plc secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of risk over the last 3 months. We were able to break down sixteen different technical indicators, which can help you to evaluate if expected returns of 1.03% are justified by taking the suggested risk. Use Frontier Developments Variance of 39.69, standard deviation of 6.3, and Mean Deviation of 1.91 to evaluate company specific risk that cannot be diversified away. Frontier Developments holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.09, which means a somewhat significant risk relative to the market. Frontier Developments returns are very sensitive to returns on the market. As the market goes up or down, Frontier Developments is expected to follow. Use Frontier Developments variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to analyze future returns on Frontier Developments.
Auto-correlation | 0.00 |
No correlation between past and present
Frontier Developments plc has no correlation between past and present. Overlapping area represents the amount of predictability between Frontier Developments time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Frontier Developments plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Frontier Developments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.75 |
Frontier Developments plc lagged returns against current returns
Autocorrelation, which is Frontier Developments 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 Frontier Developments' pink sheet expected returns. We can calculate the autocorrelation of Frontier Developments returns to help us make a trade decision. For example, suppose you find that Frontier Developments 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 |
Frontier Developments 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 Frontier Developments pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frontier Developments pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frontier Developments pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Frontier Developments Lagged Returns
When evaluating Frontier Developments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frontier Developments pink sheet have on its future price. Frontier Developments 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, Frontier Developments autocorrelation shows the relationship between Frontier Developments pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Frontier Developments plc.
Regressed Prices |
| Timeline |
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Other Information on Investing in Frontier Pink Sheet
Frontier Developments financial ratios help investors to determine whether Frontier 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 Frontier with respect to the benefits of owning Frontier Developments security.