Frnt Financial Stock Market Value
| FRNT Stock | 0.46 0.02 4.55% |
| Symbol | FRNT |
FRNT Financial Price To Book Ratio
FRNT Financial '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 FRNT Financial's stock 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 FRNT Financial.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in FRNT Financial on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding FRNT Financial or generate 0.0% return on investment in FRNT Financial over 90 days. FRNT Financial is related to or competes with Magna Mining, Chemtrade Logistics, AKITA Drilling, Northstar Clean, and Americas Silver. FRNT Financial is entity of Canada. It is traded as Stock on V exchange. More
FRNT Financial 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 FRNT Financial's stock 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 FRNT Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.97 | |||
| Information Ratio | 0.1192 | |||
| Maximum Drawdown | 36.67 | |||
| Value At Risk | (6.98) | |||
| Potential Upside | 10.0 |
FRNT Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FRNT Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FRNT Financial's standard deviation. In reality, there are many statistical measures that can use FRNT Financial historical prices to predict the future FRNT Financial's volatility.| Risk Adjusted Performance | 0.1433 | |||
| Jensen Alpha | 0.6504 | |||
| Total Risk Alpha | 0.0149 | |||
| Sortino Ratio | 0.0832 | |||
| Treynor Ratio | 0.7256 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FRNT Financial'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.
FRNT Financial Backtested Returns
FRNT Financial appears to be out of control, given 3 months investment horizon. FRNT Financial 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. By evaluating FRNT Financial's technical indicators, you can evaluate if the expected return of 0.83% is justified by implied risk. Please utilize FRNT Financial's Mean Deviation of 3.71, semi deviation of 4.29, and Downside Deviation of 7.97 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FRNT Financial holds a performance score of 11. The firm shows a Beta (market volatility) of 1.09, which means a somewhat significant risk relative to the market. FRNT Financial returns are very sensitive to returns on the market. As the market goes up or down, FRNT Financial is expected to follow. Please check FRNT Financial's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether FRNT Financial's price patterns will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
FRNT Financial has poor reverse predictability. Overlapping area represents the amount of predictability between FRNT Financial time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FRNT Financial price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current FRNT Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FRNT Financial lagged returns against current returns
Autocorrelation, which is FRNT Financial stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting FRNT Financial's stock expected returns. We can calculate the autocorrelation of FRNT Financial returns to help us make a trade decision. For example, suppose you find that FRNT Financial has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
FRNT Financial regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If FRNT Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FRNT Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FRNT Financial stock over time.
Current vs Lagged Prices |
| Timeline |
FRNT Financial Lagged Returns
When evaluating FRNT Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FRNT Financial stock have on its future price. FRNT Financial autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, FRNT Financial autocorrelation shows the relationship between FRNT Financial stock current value and its past values and can show if there is a momentum factor associated with investing in FRNT Financial.
Regressed Prices |
| Timeline |
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Additional Tools for FRNT Stock Analysis
When running FRNT Financial's price analysis, check to measure FRNT Financial'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 FRNT Financial is operating at the current time. Most of FRNT Financial's value examination focuses on studying past and present price action to predict the probability of FRNT Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FRNT Financial's price. Additionally, you may evaluate how the addition of FRNT Financial to your portfolios can decrease your overall portfolio volatility.