Frasers Property Limited Stock Market Value
| FSRPF Stock | USD 0.90 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.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Frasers Property on December 3, 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 90 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.
| Information Ratio | 0.0235 | |||
| Maximum Drawdown | 7.41 | |||
| Potential Upside | 3.45 |
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 | 0.0661 | |||
| Jensen Alpha | 0.0949 | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | 0.7807 |
Frasers Property March 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0661 | |||
| Market Risk Adjusted Performance | 0.7907 | |||
| Mean Deviation | 0.5396 | |||
| Coefficient Of Variation | 1244.03 | |||
| Standard Deviation | 1.42 | |||
| Variance | 2.02 | |||
| Information Ratio | 0.0235 | |||
| Jensen Alpha | 0.0949 | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | 0.7807 | |||
| Maximum Drawdown | 7.41 | |||
| Potential Upside | 3.45 | |||
| Skewness | 2.02 | |||
| Kurtosis | 12.66 |
Frasers Property Backtested Returns
At this point, Frasers Property is very risky. Frasers Property secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of standard deviation over the last 3 months. We have found eighteen 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 1244.03, mean deviation of 0.5396, and Standard Deviation of 1.42 to check if the risk estimate we provide is consistent with the expected return of 0.18%. Frasers Property has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.13, 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 1.39%. Please confirm Frasers Property standard deviation, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Frasers Property will be following its price patterns.
Auto-correlation | 0.14 |
Insignificant predictability
Frasers Property Limited has insignificant predictability. Overlapping area represents the amount of predictability between Frasers Property time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 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 0.14 indicates that less than 14.0% of current Frasers Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
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.