Firstrand (South Africa) Technical Analysis
| FSR Stock | 9,804 31.00 0.32% |
As of the 21st of February, Firstrand shows the Downside Deviation of 1.0, mean deviation of 0.8955, and Coefficient Of Variation of 496.1. Firstrand technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the firm's future prices. Please confirm Firstrand jensen alpha, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance to decide if Firstrand is priced favorably, providing market reflects its regular price of 9804.0 per share.
Firstrand Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Firstrand, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FirstrandFirstrand |
Firstrand '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 Firstrand's stock 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 Firstrand.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Firstrand on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Firstrand or generate 0.0% return on investment in Firstrand over 90 days. Firstrand is related to or competes with South32, Standard Bank, Argent, Alexander Forbes, Hosken Consolidated, Northam Platinum, and Quantum Foods. More
Firstrand 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 Firstrand's stock 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 Firstrand upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.0 | |||
| Information Ratio | 0.1316 | |||
| Maximum Drawdown | 4.18 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 2.26 |
Firstrand Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Firstrand's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Firstrand's standard deviation. In reality, there are many statistical measures that can use Firstrand historical prices to predict the future Firstrand's volatility.| Risk Adjusted Performance | 0.1571 | |||
| Jensen Alpha | 0.2009 | |||
| Total Risk Alpha | 0.1155 | |||
| Sortino Ratio | 0.1508 | |||
| Treynor Ratio | 0.7435 |
Firstrand February 21, 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 | 0.1571 | |||
| Market Risk Adjusted Performance | 0.7535 | |||
| Mean Deviation | 0.8955 | |||
| Semi Deviation | 0.7407 | |||
| Downside Deviation | 1.0 | |||
| Coefficient Of Variation | 496.1 | |||
| Standard Deviation | 1.15 | |||
| Variance | 1.32 | |||
| Information Ratio | 0.1316 | |||
| Jensen Alpha | 0.2009 | |||
| Total Risk Alpha | 0.1155 | |||
| Sortino Ratio | 0.1508 | |||
| Treynor Ratio | 0.7435 | |||
| Maximum Drawdown | 4.18 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 2.26 | |||
| Downside Variance | 1.01 | |||
| Semi Variance | 0.5487 | |||
| Expected Short fall | (1.06) | |||
| Skewness | 0.1165 | |||
| Kurtosis | 0.0664 |
Firstrand Backtested Returns
Firstrand appears to be very steady, given 3 months investment horizon. Firstrand secures Sharpe Ratio (or Efficiency) of 0.27, which denotes the company had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Firstrand, which you can use to evaluate the volatility of the firm. Please utilize Firstrand's Mean Deviation of 0.8955, downside deviation of 1.0, and Coefficient Of Variation of 496.1 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Firstrand holds a performance score of 21. The firm shows a Beta (market volatility) of 0.3, which means not very significant fluctuations relative to the market. As returns on the market increase, Firstrand's returns are expected to increase less than the market. However, during the bear market, the loss of holding Firstrand is expected to be smaller as well. Please check Firstrand's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Firstrand's price patterns will revert.
Auto-correlation | 0.80 |
Very good predictability
Firstrand has very good predictability. Overlapping area represents the amount of predictability between Firstrand time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 Firstrand price movement. The serial correlation of 0.8 indicates that around 80.0% of current Firstrand price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 28.6 K |
Firstrand technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Firstrand Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. The Normalized Average True Range is used to analyze tradable apportunities for Firstrand across different markets.
About Firstrand Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Firstrand on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Firstrand based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Firstrand price pattern first instead of the macroeconomic environment surrounding Firstrand. By analyzing Firstrand's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Firstrand's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Firstrand specific price patterns or momentum indicators. Please read more on our technical analysis page.
Firstrand February 21, 2026 Technical Indicators
Most technical analysis of Firstrand help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Firstrand from various momentum indicators to cycle indicators. When you analyze Firstrand charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1571 | |||
| Market Risk Adjusted Performance | 0.7535 | |||
| Mean Deviation | 0.8955 | |||
| Semi Deviation | 0.7407 | |||
| Downside Deviation | 1.0 | |||
| Coefficient Of Variation | 496.1 | |||
| Standard Deviation | 1.15 | |||
| Variance | 1.32 | |||
| Information Ratio | 0.1316 | |||
| Jensen Alpha | 0.2009 | |||
| Total Risk Alpha | 0.1155 | |||
| Sortino Ratio | 0.1508 | |||
| Treynor Ratio | 0.7435 | |||
| Maximum Drawdown | 4.18 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 2.26 | |||
| Downside Variance | 1.01 | |||
| Semi Variance | 0.5487 | |||
| Expected Short fall | (1.06) | |||
| Skewness | 0.1165 | |||
| Kurtosis | 0.0664 |
Firstrand February 21, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Firstrand stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 100,966 | ||
| Daily Balance Of Power | 0.29 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 9,794 | ||
| Day Typical Price | 9,797 | ||
| Price Action Indicator | 25.50 |
Complementary Tools for Firstrand Stock analysis
When running Firstrand's price analysis, check to measure Firstrand's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Firstrand is operating at the current time. Most of Firstrand's value examination focuses on studying past and present price action to predict the probability of Firstrand's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Firstrand's price. Additionally, you may evaluate how the addition of Firstrand to your portfolios can decrease your overall portfolio volatility.
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