Fraser And Neave Stock Market Value
| FNEVY Stock | USD 3.69 0.00 0.00% |
| Symbol | Fraser |
Fraser '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 Fraser'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 Fraser.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in Fraser on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding Fraser and Neave or generate 0.0% return on investment in Fraser over 30 days. Fraser is related to or competes with AAC Clyde, Avante Logixx, Corby Spirit, HUMANA, Thrivent High, Morningstar Unconstrained, and Via Renewables. Fraser and Neave, Limited engages in the food and beverage, and publishing and printing businesses in Singapore, Malaysi... More
Fraser 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 Fraser'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 Fraser and Neave upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 13.22 | |||
| Value At Risk | (0.53) |
Fraser Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fraser's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fraser's standard deviation. In reality, there are many statistical measures that can use Fraser historical prices to predict the future Fraser's volatility.| Risk Adjusted Performance | (0.0003) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.80) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fraser's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Fraser and Neave Backtested Returns
Fraser and Neave secures Sharpe Ratio (or Efficiency) of -0.0932, which denotes the company had a -0.0932% return per unit of standard deviation over the last 3 months. Fraser and Neave exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fraser's Coefficient Of Variation of (11,370), mean deviation of 0.3528, and Standard Deviation of 1.33 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0271, which means not very significant fluctuations relative to the market. As returns on the market increase, Fraser's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fraser is expected to be smaller as well. Fraser and Neave has an expected return of -0.1%. Please make sure to confirm Fraser and Neave risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to decide if Fraser and Neave performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Fraser and Neave has no correlation between past and present. Overlapping area represents the amount of predictability between Fraser time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 to 18th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fraser and Neave price movement. The serial correlation of 0.0 indicates that just 0.0% of current Fraser price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fraser and Neave lagged returns against current returns
Autocorrelation, which is Fraser 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 Fraser's pink sheet expected returns. We can calculate the autocorrelation of Fraser returns to help us make a trade decision. For example, suppose you find that Fraser 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 |
Fraser 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 Fraser pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fraser pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fraser pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fraser Lagged Returns
When evaluating Fraser's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fraser pink sheet have on its future price. Fraser 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, Fraser autocorrelation shows the relationship between Fraser pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fraser and Neave.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Fraser in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Fraser's short interest history, or implied volatility extrapolated from Fraser options trading.
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When running Fraser's price analysis, check to measure Fraser'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 Fraser is operating at the current time. Most of Fraser's value examination focuses on studying past and present price action to predict the probability of Fraser's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fraser's price. Additionally, you may evaluate how the addition of Fraser to your portfolios can decrease your overall portfolio volatility.
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Fraser 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.