Frasers Property Limited Stock Market Value

Frasers Property appears to be dangerous, given 3 months investment horizon. Frasers Property secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of standard deviation over the last 3 months. We have found twenty technical indicators for Frasers Property Limited, which you can use to evaluate the volatility of the firm. Please utilize Frasers Property's Standard Deviation of 1.69, coefficient of variation of 623.83, and Mean Deviation of 0.8159 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Frasers Property holds a performance score of 12. The firm shows a Beta (market volatility) of -0.0186, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Frasers Property are expected to decrease at a much lower rate. During the bear market, Frasers Property is likely to outperform the market. Please check Frasers Property's standard deviation and the relationship between the total risk alpha and price action indicator , to make a quick decision on whether Frasers Property's price patterns will revert.