Frasers Property (Thailand) Performance
| FPT Stock | 12.40 0.40 3.33% |
The firm shows a Beta (market volatility) of -0.35, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Frasers Property are expected to decrease at a much lower rate. During the bear market, Frasers Property is likely to outperform the market. At this point, Frasers Property Public has a negative expected return of -0.0163%. Please make sure to confirm Frasers Property's 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 latest 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 1,269 in Frasers Property Public on September 27, 2024 and sell it today you would lose (29.00) from holding Frasers Property Public or give up 2.29% of portfolio value over 90 days. Frasers Property Public is producing return of less than zero assuming 2.1331% volatility of returns over the 90 days investment horizon. Simply put, 18% 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 = -0.0076
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FPT |
Estimated Market Risk
| 2.13 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 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
By examining Frasers Property's fundamental ratios, stakeholders can obtain critical insights into Frasers Property's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Frasers Property is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
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.
Other Information on Investing in Frasers Stock
Frasers Property financial ratios help investors to determine whether Frasers Stock 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 Property security.