Frontline (Norway) Market Value
| FRO Stock | NOK 185.25 3.75 1.98% |
| Symbol | Frontline |
Frontline '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 Frontline'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 Frontline.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Frontline on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Frontline or generate 0.0% return on investment in Frontline over 90 days. Frontline is related to or competes with BW LPG, FLEX LNG, Avance Gas, and TORM Plc. Frontline Ltd., a shipping company, engages in the seaborne transportation of crude oil and oil products worldwide More
Frontline 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 Frontline'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 Frontline upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.82 | |||
| Information Ratio | 0.0611 | |||
| Maximum Drawdown | 14.81 | |||
| Value At Risk | (4.06) | |||
| Potential Upside | 4.26 |
Frontline Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frontline's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frontline's standard deviation. In reality, there are many statistical measures that can use Frontline historical prices to predict the future Frontline's volatility.| Risk Adjusted Performance | 0.1138 | |||
| Jensen Alpha | 0.2106 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0587 | |||
| Treynor Ratio | 0.4513 |
Frontline Backtested Returns
Frontline appears to be very steady, given 3 months investment horizon. Frontline secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Frontline, which you can use to evaluate the volatility of the firm. Please utilize Frontline's Mean Deviation of 2.15, downside deviation of 2.82, and Coefficient Of Variation of 869.04 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Frontline holds a performance score of 7. The firm shows a Beta (market volatility) of 0.67, which means possible diversification benefits within a given portfolio. As returns on the market increase, Frontline's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frontline is expected to be smaller as well. Please check Frontline's downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether Frontline's price patterns will revert.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Frontline has insignificant reverse predictability. Overlapping area represents the amount of predictability between Frontline time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Frontline price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Frontline price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 75.35 |
Frontline lagged returns against current returns
Autocorrelation, which is Frontline 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 Frontline's stock expected returns. We can calculate the autocorrelation of Frontline returns to help us make a trade decision. For example, suppose you find that Frontline 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 |
Frontline 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 Frontline stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frontline stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frontline stock over time.
Current vs Lagged Prices |
| Timeline |
Frontline Lagged Returns
When evaluating Frontline's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frontline stock have on its future price. Frontline 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, Frontline autocorrelation shows the relationship between Frontline stock current value and its past values and can show if there is a momentum factor associated with investing in Frontline.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectAdditional Information and Resources on Investing in Frontline Stock
When determining whether Frontline offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Frontline's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Frontline Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Frontline Stock:Check out Frontline Correlation, Frontline Volatility and Frontline Alpha and Beta module to complement your research on Frontline. For more information on how to buy Frontline Stock please use our How to buy in Frontline Stock guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Frontline 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.