Foschini (South Africa) Price on November 11, 2024
| TFG Stock | 17,046 122.00 0.72% |
If you're considering investing in Foschini Stock, it is important to understand the factors that can impact its price. As of today, the current price of Foschini stands at 17,046, as last reported on the 2nd of December, with the highest price reaching 17,072 and the lowest price hitting 16,700 during the day. Foschini appears to be very steady, given 3 months investment horizon. Foschini Group secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Foschini Group, which you can use to evaluate the volatility of the firm. Please utilize Foschini's Coefficient Of Variation of 734.95, downside deviation of 1.43, and Mean Deviation of 1.41 to check if our risk estimates are consistent with your expectations.
Foschini Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Foschini |
Sharpe Ratio = 0.1542
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | TFG | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.88 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.29 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 12 88% of assets perform better |
Based on monthly moving average Foschini is performing at about 12% of its full potential. 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 Foschini by adding it to a well-diversified portfolio.
Foschini Valuation on November 11, 2024
It is possible to determine the worth of Foschini on a given historical date. On November 11, 2024 Foschini was worth 15211.0 at the beginning of the trading date compared to the closed value of 15533.0. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Foschini stock. Still, in general, we apply an absolute valuation method to find Foschini's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Foschini where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Foschini's related companies.
| Open | High | Low | Close | Volume | |
| 14,600 | 15,625 | 14,000 | 15,423 | 3,664,170 | |
11/11/2024 | 15,211 | 15,693 | 15,211 | 15,533 | 1,873,418 |
| 15,532 | 15,532 | 15,120 | 15,279 | 1,125,502 |
| Backtest Foschini | | | Foschini History | | | Foschini Valuation | Previous | Next |
Foschini Trading Date Momentum on November 11, 2024
| On November 12 2024 Foschini Group was traded for 15,279 at the closing time. The highest price during the trading period was 15,532 and the lowest recorded bid was listed for 15,120 . The volume for the day was 1.1 M. This history from November 12, 2024 contributed to the next trading day price decline. The trading price change to the next closing price was 1.64% . The overall trading delta to the current price is 7.15% . |
Foschini Group Fundamentals Correlations and Trends
By evaluating Foschini's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Foschini's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Foschini financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Foschini Stock history
Foschini investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Foschini is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Foschini Group will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Foschini stock prices may prove useful in developing a viable investing in Foschini
Foschini Stock Technical Analysis
Foschini technical stock 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, stock market cycles, or different charting patterns.
Price Boundaries
Foschini Period Price Range
Low | December 2, 2024
| High |
0.00 | 0.00 |
Foschini Group cannot be verified against its exchange. Please verify the symbol is currently traded on Johannesburg Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Foschini December 2, 2024 Market Strength
Market strength indicators help investors to evaluate how Foschini stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Foschini shares will generate the highest return on investment. By undertsting and applying Foschini stock market strength indicators, traders can identify Foschini Group entry and exit signals to maximize returns
Foschini Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Foschini's price direction in advance. Along with the technical and fundamental analysis of Foschini Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Foschini to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1099 | |||
| Jensen Alpha | 0.3103 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0816 | |||
| Treynor Ratio | (0.47) |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for Foschini Stock analysis
When running Foschini's price analysis, check to measure Foschini'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 Foschini is operating at the current time. Most of Foschini's value examination focuses on studying past and present price action to predict the probability of Foschini's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Foschini's price. Additionally, you may evaluate how the addition of Foschini to your portfolios can decrease your overall portfolio volatility.
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings |