Frasers Group Plc Stock Technical Analysis
| SDIPF Stock | USD 9.54 0.54 6.00% |
As of the 10th of February, Frasers Group shows the Mean Deviation of 0.1791, standard deviation of 0.7385, and Coefficient Of Variation of 812.4. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of Frasers Group, as well as the relationship between them. Please confirm Frasers Group plc mean deviation, total risk alpha, as well as the relationship between the Total Risk Alpha and kurtosis to decide if Frasers Group plc is priced favorably, providing market reflects its regular price of 9.54 per share. Given that Frasers Group has variance of 0.5455, we urge you to verify Frasers Group plc's prevailing market performance to make sure the company can sustain itself at a future point.
Frasers Group Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Frasers, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FrasersFrasers |
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.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Frasers Group on November 12, 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 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 | (0.01) | |||
| Maximum Drawdown | 6.0 |
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 | 0.0979 | |||
| Jensen Alpha | 0.0755 | |||
| Total Risk Alpha | (0.0004) | |||
| Treynor Ratio | 1.31 |
Frasers Group February 10, 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 | 0.0979 | |||
| Market Risk Adjusted Performance | 1.32 | |||
| Mean Deviation | 0.1791 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 0.7385 | |||
| Variance | 0.5455 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0755 | |||
| Total Risk Alpha | (0.0004) | |||
| Treynor Ratio | 1.31 | |||
| Maximum Drawdown | 6.0 | |||
| Skewness | 8.12 | |||
| Kurtosis | 66.0 |
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 nineteen 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 0.1791, coefficient of variation of 812.4, and Standard Deviation of 0.7385 to check if the risk estimate we provide is consistent with the expected return of 0.0952%. Frasers Group has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0618, 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. Frasers Group plc right now shows a risk of 0.76%. 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 | Huge |
Perfect predictability
Frasers Group plc has perfect predictability. Overlapping area represents the amount of predictability between Frasers Group time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th 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 9.223372036854776E16 indicates that 9.223372036854776E16% of current Frasers Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Frasers Group technical pink sheet 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, pink sheet market cycles, or different charting patterns.
Frasers Group plc Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Normalized Average True Range is used to analyze tradable apportunities for Frasers Group plc across different markets.
About Frasers Group 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 Frasers Group plc 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 Frasers Group plc based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Frasers Group plc price pattern first instead of the macroeconomic environment surrounding Frasers Group plc. By analyzing Frasers Group'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 Frasers Group'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 Frasers Group specific price patterns or momentum indicators. Please read more on our technical analysis page.
Frasers Group February 10, 2026 Technical Indicators
Most technical analysis of Frasers 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 Frasers from various momentum indicators to cycle indicators. When you analyze Frasers 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 | 0.0979 | |||
| Market Risk Adjusted Performance | 1.32 | |||
| Mean Deviation | 0.1791 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 0.7385 | |||
| Variance | 0.5455 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0755 | |||
| Total Risk Alpha | (0.0004) | |||
| Treynor Ratio | 1.31 | |||
| Maximum Drawdown | 6.0 | |||
| Skewness | 8.12 | |||
| Kurtosis | 66.0 |
Frasers Group February 10, 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 Frasers 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 | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.06 | ||
| Day Median Price | 9.54 | ||
| Day Typical Price | 9.54 | ||
| Price Action Indicator | 0.27 |
Complementary Tools for Frasers Pink Sheet analysis
When running Frasers Group's price analysis, check to measure Frasers Group'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 Frasers Group is operating at the current time. Most of Frasers Group's value examination focuses on studying past and present price action to predict the probability of Frasers Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Frasers Group's price. Additionally, you may evaluate how the addition of Frasers Group to your portfolios can decrease your overall portfolio volatility.
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