Frasers Centrepoint Trust Stock Market Value
| FRZCF Stock | USD 1.73 0.00 0.00% |
| Symbol | Frasers |
Frasers Centrepoint '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 Centrepoint'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 Centrepoint.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Frasers Centrepoint on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Frasers Centrepoint Trust or generate 0.0% return on investment in Frasers Centrepoint over 90 days. Frasers Centrepoint is related to or competes with First Capital, Smart REIT, CT Real, Frasers Property, Frasers Logistics, Big Yellow, and Keppel REIT. Frasers Centrepoint Trust is a leading developer-sponsored retail real estate investment trust and one of the largest su... More
Frasers Centrepoint 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 Centrepoint'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 Centrepoint Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.098 | |||
| Maximum Drawdown | 11.27 |
Frasers Centrepoint Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frasers Centrepoint's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frasers Centrepoint's standard deviation. In reality, there are many statistical measures that can use Frasers Centrepoint historical prices to predict the future Frasers Centrepoint's volatility.| Risk Adjusted Performance | 0.1095 | |||
| Jensen Alpha | 0.183 | |||
| Total Risk Alpha | 0.0871 | |||
| Treynor Ratio | (3.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Frasers Centrepoint'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.
Frasers Centrepoint January 29, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.1095 | |||
| Market Risk Adjusted Performance | (3.01) | |||
| Mean Deviation | 0.3978 | |||
| Coefficient Of Variation | 691.33 | |||
| Standard Deviation | 1.31 | |||
| Variance | 1.72 | |||
| Information Ratio | 0.098 | |||
| Jensen Alpha | 0.183 | |||
| Total Risk Alpha | 0.0871 | |||
| Treynor Ratio | (3.02) | |||
| Maximum Drawdown | 11.27 | |||
| Skewness | 7.18 | |||
| Kurtosis | 54.33 |
Frasers Centrepoint Trust Backtested Returns
At this point, Frasers Centrepoint is moderately volatile. Frasers Centrepoint Trust secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of standard deviation over the last 3 months. We have found seventeen technical indicators for Frasers Centrepoint Trust, which you can use to evaluate the volatility of the firm. Please confirm Frasers Centrepoint's Coefficient Of Variation of 691.33, mean deviation of 0.3978, and Standard Deviation of 1.31 to check if the risk estimate we provide is consistent with the expected return of 0.19%. Frasers Centrepoint has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0596, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Frasers Centrepoint are expected to decrease at a much lower rate. During the bear market, Frasers Centrepoint is likely to outperform the market. Frasers Centrepoint Trust right now shows a risk of 1.31%. Please confirm Frasers Centrepoint Trust standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if Frasers Centrepoint Trust will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Frasers Centrepoint Trust has no correlation between past and present. Overlapping area represents the amount of predictability between Frasers Centrepoint time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 Centrepoint Trust price movement. The serial correlation of 0.0 indicates that just 0.0% of current Frasers Centrepoint price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Other Information on Investing in Frasers Pink Sheet
Frasers Centrepoint 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 Centrepoint security.