Frasers Group's market value is the price at which a share of Frasers Group trades on a public exchange. It measures the collective expectations of Frasers Group plc investors about its performance. Frasers Group is trading at 9.00 as of the 26th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 9.0. With this module, you can estimate the performance of a buy and hold strategy of Frasers Group plc and determine expected loss or profit from investing in Frasers Group over a given investment horizon. Check out Frasers Group Correlation, Frasers Group Volatility and Frasers Group Alpha and Beta module to complement your research on Frasers Group.
Please note, there is a significant difference between Frasers Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Frasers Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Frasers Group'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 Group '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 Group'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 Group.
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11/26/2025
No Change 0.00
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In 31 days
12/26/2025
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If you would invest 0.00 in Frasers Group on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Frasers Group plc or generate 0.0% return on investment in Frasers Group over 30 days. Frasers Group is related to or competes with Jumbo SA, Jumbo SA, Jet2 Plc, Just Eat, Woolworths Holdings, and Zhongsheng Group. Frasers Group plc, together with its subsidiaries, retails sports and leisure clothing, footwear, equipment, and apparel... More
Frasers Group 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 Group'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 Group plc 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 Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frasers Group's standard deviation. In reality, there are many statistical measures that can use Frasers Group historical prices to predict the future Frasers Group's volatility.
Frasers Group plc secures Sharpe Ratio (or Efficiency) of -0.0374, which denotes the company had a -0.0374 % return per unit of standard deviation over the last 3 months. Frasers Group plc exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Frasers Group's Standard Deviation of 1.03, coefficient of variation of (1,412), and Mean Deviation of 0.2732 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Frasers Group are expected to decrease at a much lower rate. During the bear market, Frasers Group is likely to outperform the market. At this point, Frasers Group plc has a negative expected return of -0.0377%. Please make sure to confirm Frasers Group's mean deviation, information ratio, as well as the relationship between the Information Ratio and kurtosis , to decide if Frasers Group plc performance from the past will be repeated at some point in the near future.
Auto-correlation
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No correlation between past and present
Frasers Group plc has no correlation between past and present. Overlapping area represents the amount of predictability between Frasers Group time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Group plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Frasers Group price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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Frasers Group plc lagged returns against current returns
Autocorrelation, which is Frasers Group 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 Group's pink sheet expected returns. We can calculate the autocorrelation of Frasers Group returns to help us make a trade decision. For example, suppose you find that Frasers Group 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
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Frasers Group 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 Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frasers Group 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 Group pink sheet over time.
Current vs Lagged Prices
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Frasers Group Lagged Returns
When evaluating Frasers Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frasers Group pink sheet have on its future price. Frasers Group 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 Group autocorrelation shows the relationship between Frasers Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Frasers Group plc.
Other Information on Investing in Frasers Pink Sheet
Frasers Group 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 Group security.