Frasers Centrepoint Trust Stock Market Value
| FRZCF Stock | USD 1.73 0.00 0.00% |
| Symbol | Frasers |
Frasers Centrepoint '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 Centrepoint's 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 Centrepoint.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in Frasers Centrepoint on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Frasers Centrepoint Trust or generate 0.0% return on investment in Frasers Centrepoint over 30 days. Frasers Centrepoint is related to or competes with Fabege AB, Wereldhave, Sime Darby, American Healthcare, and ESR REIT. Frasers Centrepoint Trust is a leading developer-sponsored retail real estate investment trust and one of the largest su... More
Frasers Centrepoint 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 Centrepoint's 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 Centrepoint Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.84 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 2.6 |
Frasers Centrepoint Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frasers Centrepoint's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frasers Centrepoint's standard deviation. In reality, there are many statistical measures that can use Frasers Centrepoint historical prices to predict the future Frasers Centrepoint's volatility.| Risk Adjusted Performance | 0.0197 | |||
| Jensen Alpha | 0.0241 | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 0.3823 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Frasers Centrepoint's 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.
Frasers Centrepoint Trust Backtested Returns
Frasers Centrepoint Trust secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of standard deviation over the last 3 months. Frasers Centrepoint Trust exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Frasers Centrepoint's Mean Deviation of 0.6384, coefficient of variation of 5339.52, and Standard Deviation of 2.05 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0743, which means not very significant fluctuations relative to the market. As returns on the market increase, Frasers Centrepoint's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frasers Centrepoint is expected to be smaller as well. At this point, Frasers Centrepoint Trust has a negative expected return of -0.0152%. Please make sure to confirm Frasers Centrepoint's standard deviation, as well as the relationship between the maximum drawdown and kurtosis , to decide if Frasers Centrepoint Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Frasers Centrepoint Trust has no correlation between past and present. Overlapping area represents the amount of predictability between Frasers Centrepoint time series from 25th of November 2025 to 10th of December 2025 and 10th of December 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 Frasers Centrepoint Trust price movement. The serial correlation of 0.0 indicates that just 0.0% of current Frasers Centrepoint price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Frasers Centrepoint Trust lagged returns against current returns
Autocorrelation, which is Frasers Centrepoint 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 Centrepoint's pink sheet expected returns. We can calculate the autocorrelation of Frasers Centrepoint returns to help us make a trade decision. For example, suppose you find that Frasers Centrepoint 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 Centrepoint 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 Centrepoint pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frasers Centrepoint 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 Centrepoint pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Frasers Centrepoint Lagged Returns
When evaluating Frasers Centrepoint's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frasers Centrepoint pink sheet have on its future price. Frasers Centrepoint 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 Centrepoint autocorrelation shows the relationship between Frasers Centrepoint pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Frasers Centrepoint Trust.
Regressed Prices |
| Timeline |
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Other Information on Investing in Frasers Pink Sheet
Frasers Centrepoint 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 Centrepoint security.