Frasers Group plc Stock Technical Analysis
| SDIPF Stock | USD 9.54 0.00 0.00% |
As of the 14th of March 2026, Frasers Group registers 9.54 per share in market pricing. Volatility and momentum metrics display Standard Deviation of 0.7385, mean deviation of 0.1791, and Coefficient Of Variation of 812.4. Quantitative signals are calculated from volatility clustering and momentum shifts. Relative strength metrics are assessed within peer group data.
Frasers Group Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Frasers, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FrasersFrasers |
What if' Analysis
Running a what-if backtest on Frasers Group plc gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether Frasers Group's historical reward profile was stable enough to support the current thesis.
| 12/14/2025 |
| 03/14/2026 |
Starting with 0.00 in Frasers Group on December 14, 2025 and exiting today would produce 0.00 in aggregate gains. The change equals a 0.0% net return in Frasers Group on balance over a 90 day window. Frasers Group has comparable peers such as Jumbo SA, Jumbo SA, Jet2 Plc, Just Eat, Woolworths Holdings, and Zhongsheng Group. Peer context can support comparative analysis. Frasers Group plc, together with its subsidiaries, retails sports and leisure clothing, footwear, equipment, and apparel... More
Upside and Downside Indicators for Frasers Group Signals
These indicators describe how Frasers Group momentum evolves across recent price ranges. The signals are presented as informational context for recent price movement.
| Information Ratio | 0.1703 | |||
| Maximum Drawdown | 6.0 |
Market Risk Indicators for Frasers Group Signals
Risk measures here provide context on Frasers Group's return distribution and drawdown behavior. This view provides neutral context for risk and variability.| Risk Adjusted Performance | 0.0971 | |||
| Jensen Alpha | 0.0846 | |||
| Total Risk Alpha | 0.1226 | |||
| Treynor Ratio | 0.9831 |
The mean reversion framework for Frasers Group is built on the premise that markets are not perfectly efficient and that prices periodically overshoot their intrinsic value in both directions.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0971 | |||
| Market Risk Adjusted Performance | 0.9931 | |||
| Mean Deviation | 0.1791 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 0.7385 | |||
| Variance | 0.5455 | |||
| Information Ratio | 0.1703 | |||
| Jensen Alpha | 0.0846 | |||
| Total Risk Alpha | 0.1226 | |||
| Treynor Ratio | 0.9831 | |||
| Maximum Drawdown | 6.0 | |||
| Skewness | 8.12 | |||
| Kurtosis | 66.0 |
Frasers Group plc Backtested Returns
Frasers Group reflects a very low volatility profile across the analytical window. It records a risk-adjusted return measure of 0.13, measuring return stability during 3 months. We identified sixteen technical indicators influencing the company's volatility profile. Please analyze metrics such as mean deviation of 0.1791, standard deviation of 0.7385, and Coefficient Of Variation of 812.4 to evaluate coherence across risk measures. Frasers Group has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0823, which attests to relatively modest fluctuations relative to the market. As returns on the market increase, Frasers Group's returns are expected to increase less than the market. However, during a bear market, the loss from holding Frasers Group is expected to be smaller as well. Frasers Group plc today secures a risk of 0.76%. Please confirm Frasers Group the relationship between the Information Ratio and kurtosis.
Auto-correlation | Huge |
Perfect predictability
The autocorrelation profile for Frasers Group plc registers perfect predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling Frasers Group plc's near-term price behavior. A serial correlation of 9.223372036854776E16 indicates that9.223372036854776E16% of current Frasers Group price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
This technical analysis view for Frasers Group focuses on price, volume, and trend behavior. The model references moving averages, relative strength, and price correlation signals.
Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Frasers Group plc volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Frasers Group evaluates price structure, momentum, and volatility clustering. Reduced trading volume may increase short-term pricing variability. Frasers Group has a market cap of 4.64 B, P/E of 25.81, ROE of 23.42%.
Reported values for Frasers Group plc are derived from periodic company reporting and market reference feeds and then standardized by Macroaxis analytics. Refresh times depend on source availability.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardFrasers Group Technical Indicators
A technical review of Frasers Group plc can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0971 | |||
| Market Risk Adjusted Performance | 0.9931 | |||
| Mean Deviation | 0.1791 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 0.7385 | |||
| Variance | 0.5455 | |||
| Information Ratio | 0.1703 | |||
| Jensen Alpha | 0.0846 | |||
| Total Risk Alpha | 0.1226 | |||
| Treynor Ratio | 0.9831 | |||
| Maximum Drawdown | 6.0 | |||
| Skewness | 8.12 | |||
| Kurtosis | 66.0 |
March 14, 2026 Daily Trend Indicators
A technical review of Frasers Group plc can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 9.54 | ||
| Day Typical Price | 9.54 | ||
| Price Action Indicator | 0.00 |
Popular Tools for Frasers Pink Sheet analysis
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities |