Frasers Property Limited Stock Market Value
| FSRPF Stock | USD 0.84 0.00 0.00% |
| Symbol | Frasers |
Frasers Property '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 Property'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 Property.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Frasers Property on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Frasers Property Limited or generate 0.0% return on investment in Frasers Property over 360 days. Frasers Property is related to or competes with Hang Lung, Lend Lease, Lend Lease, Frasers Centrepoint, Country Garden, United Industrial, and Frasers Logistics. Frasers Property Limited, an investment holding company, develops, invests in, and manages a portfolio of real estate pr... More
Frasers Property 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 Property'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 Property Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.33 |
Frasers Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frasers Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frasers Property's standard deviation. In reality, there are many statistical measures that can use Frasers Property historical prices to predict the future Frasers Property's volatility.| Risk Adjusted Performance | 0.0596 | |||
| Jensen Alpha | 0.0501 | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.3722 |
Frasers Property Backtested Returns
At this point, Frasers Property is risky. Frasers Property secures Sharpe Ratio (or Efficiency) of 0.0839, which denotes the company had a 0.0839 % return per unit of standard deviation over the last 3 months. We have found sixteen technical indicators for Frasers Property Limited, which you can use to evaluate the volatility of the firm. Please confirm Frasers Property's Coefficient Of Variation of 1219.07, standard deviation of 0.955, and Mean Deviation of 0.2628 to check if the risk estimate we provide is consistent with the expected return of 0.0821%. Frasers Property has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, Frasers Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frasers Property is expected to be smaller as well. Frasers Property right now shows a risk of 0.98%. Please confirm Frasers Property standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if Frasers Property will be following its price patterns.
Auto-correlation | 0.12 |
Insignificant predictability
Frasers Property Limited has insignificant predictability. Overlapping area represents the amount of predictability between Frasers Property time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 Property price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Frasers Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Frasers Property lagged returns against current returns
Autocorrelation, which is Frasers Property 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 Property's pink sheet expected returns. We can calculate the autocorrelation of Frasers Property returns to help us make a trade decision. For example, suppose you find that Frasers Property 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 Property 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 Property pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frasers Property 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 Property pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Frasers Property Lagged Returns
When evaluating Frasers Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frasers Property pink sheet have on its future price. Frasers Property 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 Property autocorrelation shows the relationship between Frasers Property pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Frasers Property Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Frasers Pink Sheet
Frasers Property 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 Property security.