Frasers Property (Thailand) Performance
| FPT Stock | 15.00 0.20 1.35% |
The firm shows a Beta (market volatility) of 0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, Frasers Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frasers Property is expected to be smaller as well. Frasers Property Public has an expected return of -0.0284%. Please make sure to confirm Frasers Property Public coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Frasers Property Public performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Frasers Property Public has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, Frasers Property is not utilizing all of its potentials. The current stock price mess, may contribute to short-term losses for the institutional investors. ...more
| Begin Period Cash Flow | 966.5 M |
Frasers |
Frasers Property Relative Risk vs. Return Landscape
If you would invest 1,530 in Frasers Property Public on January 30, 2024 and sell it today you would lose (30.00) from holding Frasers Property Public or give up 1.96% of portfolio value over 90 days. Frasers Property Public is producing return of less than zero assuming 0.9718% volatility of returns over the 90 days investment horizon. Simply put, 8% of all stocks have less volatile historical return distribution than Frasers Property, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Frasers Property Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frasers Property's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Frasers Property Public, and traders can use it to determine the average amount a Frasers Property's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0292
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FPT |
Estimated Market Risk
| 0.97 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Frasers Property is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Frasers Property by adding Frasers Property to a well-diversified portfolio.
Frasers Property Fundamentals Growth
Frasers Stock prices reflect investors' perceptions of the future prospects and financial health of Frasers Property, and Frasers Property fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Frasers Stock performance.
| Return On Equity | 0.057 | |||
| Return On Asset | 0.017 | |||
| Profit Margin | 0.13 % | |||
| Operating Margin | 0.17 % | |||
| Current Valuation | 87.86 B | |||
| Shares Outstanding | 2.32 B | |||
| Price To Book | 0.98 X | |||
| Price To Sales | 2.35 X | |||
| Revenue | 15.72 B | |||
| EBITDA | 5.02 B | |||
| Total Debt | 32.22 B | |||
| Book Value Per Share | 15.55 X | |||
| Cash Flow From Operations | 4.51 B | |||
| Earnings Per Share | 0.88 X | |||
| Total Asset | 98.97 B | |||
About Frasers Property Performance
To evaluate Frasers Property Public Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Frasers Property generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Frasers Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Frasers Property Public market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Frasers's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Things to note about Frasers Property Public performance evaluation
Checking the ongoing alerts about Frasers Property for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Frasers Property Public help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Frasers Property generated a negative expected return over the last 90 days | |
| About 85.0% of the company shares are held by company insiders |
- Analyzing Frasers Property's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Frasers Property's stock is overvalued or undervalued compared to its peers.
- Examining Frasers Property's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Frasers Property's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Frasers Property's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Frasers Property's stock. These opinions can provide insight into Frasers Property's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Frasers Property Public. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Complementary Tools for Frasers Stock analysis
When running Frasers Property's price analysis, check to measure Frasers Property'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 Property is operating at the current time. Most of Frasers Property's value examination focuses on studying past and present price action to predict the probability of Frasers Property'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 Property's price. Additionally, you may evaluate how the addition of Frasers Property to your portfolios can decrease your overall portfolio volatility.
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