Frasers Group Plc Stock Market Value
| SDIPF Stock | USD 9.00 0.00 0.00% |
| Symbol | Frasers |
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.
| 01/27/2024 |
| 01/16/2026 |
If you would invest 0.00 in Frasers Group on January 27, 2024 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 720 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.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 6.74 |
Frasers Group Market Risk Indicators
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.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.96) |
Frasers Group plc Backtested Returns
Frasers Group plc 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. 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 Mean Deviation of 0.2104, standard deviation of 0.8486, and Coefficient Of Variation of (793.73) to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Frasers Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frasers Group is expected to be smaller as well. At this point, Frasers Group plc has a negative expected return of -0.11%. 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 | 0.22 |
Weak predictability
Frasers Group plc has weak predictability. Overlapping area represents the amount of predictability between Frasers Group time series from 27th of January 2024 to 21st of January 2025 and 21st of January 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 Group plc price movement. The serial correlation of 0.22 indicates that over 22.0% of current Frasers Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
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 |
| Timeline |
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 |
| Timeline |
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.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
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.