Frasers Group Plc Stock Market Value
| SDIPF Stock | USD 9.54 0.54 6.00% |
| 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.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Frasers Group on November 5, 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 90 days. Frasers Group is related to or competes with Canadian TireLimited, ZALANDO SE, Jumbo SA, Just Eat, Iveco, and Li Ning. 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 | (0.06) | |||
| 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) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 0.2889 |
Frasers Group February 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) | |||
| Market Risk Adjusted Performance | 0.2989 | |||
| Mean Deviation | 0.2038 | |||
| Coefficient Of Variation | (10,036) | |||
| Standard Deviation | 1.12 | |||
| Variance | 1.25 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 0.2889 | |||
| Maximum Drawdown | 6.74 | |||
| Skewness | (0.98) | |||
| Kurtosis | 32.94 |
Frasers Group plc Backtested Returns
At this point, Frasers Group is very steady. 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. We have found twenty technical indicators for Frasers Group plc, which you can use to evaluate the volatility of the firm. Please confirm Frasers Group's Mean Deviation of 0.2038, coefficient of variation of (10,036), and Standard Deviation of 1.12 to check if the risk estimate we provide is consistent with the expected return of 0.0938%. Frasers Group has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0732, which means not very significant fluctuations relative to the market. 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. Frasers Group plc right now shows a risk of 0.75%. Please confirm Frasers Group plc information ratio, as well as the relationship between the kurtosis and day typical price , to decide if Frasers Group plc will be following its price patterns.
Auto-correlation | 0.00 |
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 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 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 0.0 indicates that just 0.0% of current Frasers Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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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.