Frasers Logistics Commercial Stock Beta
| FRLOF Stock | USD 0.74 0.00 0.00% |
As of the 2nd of February, Frasers Logistics shows the Standard Deviation of 3.27, mean deviation of 0.8785, and Coefficient Of Variation of 2868.24. Frasers Logistics 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 Frasers Logistics risk adjusted performance, standard deviation, as well as the relationship between the Standard Deviation and maximum drawdown to decide if Frasers Logistics is priced favorably, providing market reflects its regular price of 0.74 per share. As Frasers Logistics is a penny stock we also recommend to verify its jensen alpha numbers.
Frasers Logistics' financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Frasers Logistics' valuation are provided below:Frasers Logistics Commercial does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Frasers |
Frasers Logistics '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 Logistics' 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 Logistics.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Frasers Logistics on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Frasers Logistics Commercial or generate 0.0% return on investment in Frasers Logistics over 90 days. Frasers Logistics is related to or competes with Dream Industrial, Big Yellow, Smart REIT, Frasers Property, Ascott Residence, Frasers Centrepoint, and Hufvudstaden. Frasers Logistics Commercial Trust is a Singapore-listed real estate investment trust with a portfolio comprising 100 in... More
Frasers Logistics 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 Logistics' 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 Logistics Commercial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0211 | |||
| Maximum Drawdown | 23.8 | |||
| Potential Upside | 1.39 |
Frasers Logistics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frasers Logistics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frasers Logistics' standard deviation. In reality, there are many statistical measures that can use Frasers Logistics historical prices to predict the future Frasers Logistics' volatility.| Risk Adjusted Performance | 0.033 | |||
| Jensen Alpha | 0.0744 | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 0.1226 |
Frasers Logistics February 2, 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 | 0.033 | |||
| Market Risk Adjusted Performance | 0.1326 | |||
| Mean Deviation | 0.8785 | |||
| Coefficient Of Variation | 2868.24 | |||
| Standard Deviation | 3.27 | |||
| Variance | 10.69 | |||
| Information Ratio | 0.0211 | |||
| Jensen Alpha | 0.0744 | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 0.1226 | |||
| Maximum Drawdown | 23.8 | |||
| Potential Upside | 1.39 | |||
| Skewness | 1.86 | |||
| Kurtosis | 28.81 |
Frasers Logistics Backtested Returns
At this point, Frasers Logistics is extremely dangerous. Frasers Logistics secures Sharpe Ratio (or Efficiency) of 0.0357, which denotes the company had a 0.0357 % return per unit of standard deviation over the last 3 months. We have found eighteen technical indicators for Frasers Logistics Commercial, which you can use to evaluate the volatility of the firm. Please confirm Frasers Logistics' Mean Deviation of 0.8785, coefficient of variation of 2868.24, and Standard Deviation of 3.27 to check if the risk estimate we provide is consistent with the expected return of 0.12%. Frasers Logistics has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.85, which means possible diversification benefits within a given portfolio. As returns on the market increase, Frasers Logistics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Frasers Logistics is expected to be smaller as well. Frasers Logistics right now shows a risk of 3.35%. Please confirm Frasers Logistics standard deviation, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Frasers Logistics will be following its price patterns.
Auto-correlation | -0.83 |
Excellent reverse predictability
Frasers Logistics Commercial has excellent reverse predictability. Overlapping area represents the amount of predictability between Frasers Logistics time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Logistics price movement. The serial correlation of -0.83 indicates that around 83.0% of current Frasers Logistics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Frasers Logistics Commercial has a Beta of 0.8057. This is 11.9% higher than that of the Real Estate sector and significantly higher than that of the REIT—Industrial industry. The beta for all United States stocks is notably lower than that of the firm.
Frasers Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Frasers Logistics' direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the pink sheets which would be a good addition to a portfolio. Peer analysis of Frasers Logistics could also be used in its relative valuation, which is a method of valuing Frasers Logistics by comparing valuation metrics of similar companies.Frasers Logistics is currently under evaluation in beta category among its peers.
As returns on the market increase, Frasers Logistics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Frasers Logistics is expected to be smaller as well.
Frasers Fundamentals
| Return On Equity | 0.16 | |||
| Return On Asset | 0.025 | |||
| Profit Margin | 1.62 % | |||
| Operating Margin | 0.67 % | |||
| Current Valuation | 4.39 B | |||
| Shares Outstanding | 3.72 B | |||
| Shares Owned By Insiders | 24.93 % | |||
| Shares Owned By Institutions | 22.02 % | |||
| Price To Earning | 5.22 X | |||
| Price To Book | 0.87 X | |||
| Price To Sales | 7.22 X | |||
| Revenue | 450.19 M | |||
| Gross Profit | 306.8 M | |||
| EBITDA | 895.73 M | |||
| Net Income | 728.64 M | |||
| Cash And Equivalents | 997.16 M | |||
| Cash Per Share | 0.27 X | |||
| Total Debt | 1.81 B | |||
| Debt To Equity | 0.55 % | |||
| Current Ratio | 1.86 X | |||
| Book Value Per Share | 1.31 X | |||
| Cash Flow From Operations | 306.94 M | |||
| Earnings Per Share | 0.15 X | |||
| Price To Earnings To Growth | 3.77 X | |||
| Beta | 0.81 | |||
| Market Capitalization | 3.69 B | |||
| Total Asset | 7.41 B | |||
| Z Score | 1.2 | |||
| Annual Yield | 0.05 % | |||
| Net Asset | 7.41 B | |||
| Last Dividend Paid | 0.076 |
About Frasers Logistics Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Frasers Logistics Commercial's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Frasers Logistics using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Frasers Logistics Commercial based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Other Information on Investing in Frasers Pink Sheet
Frasers Logistics 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 Logistics security.