Frasers Property's market value is the price at which a share of Frasers Property trades on a public exchange. It measures the collective expectations of Frasers Property Limited investors about its performance. Frasers Property is trading at 0.84 as of the 24th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 0.84. With this module, you can estimate the performance of a buy and hold strategy of Frasers Property Limited and determine expected loss or profit from investing in Frasers Property over a given investment horizon. Check out Frasers Property Correlation, Frasers Property Volatility and Frasers Property Alpha and Beta module to complement your research on Frasers Property.
Please note, there is a significant difference between Frasers Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if Frasers Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Frasers Property's 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.
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.
0.00
10/25/2025
No Change 0.00
0.0
In 2 months and 2 days
12/24/2025
0.00
If you would invest 0.00 in Frasers Property on October 25, 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 60 days. Frasers Property is related to or competes with Hang Lung, Lend Lease, Lend Lease, Frasers Centrepoint, Country Garden, United IndustrialLtd, 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.
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.
At this point, Frasers Property is risky. Frasers Property secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % 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 990.65, standard deviation of 0.9661, and Mean Deviation of 0.297 to check if the risk estimate we provide is consistent with the expected return of 0.1%. Frasers Property has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.37, which means possible diversification benefits within a given portfolio. 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
-0.04
Very weak reverse predictability
Frasers Property Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between Frasers Property time series from 25th of October 2025 to 24th of November 2025 and 24th of November 2025 to 24th 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 Property price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Frasers Property price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.04
Spearman Rank Test
-0.23
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.
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.