FRCOF OTC Pink Sheet Market Value


USD 607.00  41.00  7.24%   

Fast Retailing's market value is the price at which a share of Fast Retailing stock trades on a public exchange. It measures the collective expectations of Fast Retailing Co investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Fast Retailing Co and determine expected loss or profit from investing in Fast Retailing over a given investment horizon. Please check Fast Retailing Correlation, Fast Retailing Volatility and Fast Retailing Alpha and Beta module to complement your research on Fast Retailing.

Please note, there is a significant difference between Fast Retailing's value and its price as these two are different measures arrived at by different means. Investors typically determine Fast Retailing value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fast Retailing's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Fast Retailing '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 Fast Retailing's otc pink sheet 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 Fast Retailing.
No Change 0.00  0.0 
In 1 year 10 months and 22 days
If you would invest  0.00  in Fast Retailing on January 16, 2021 and sell it all today you would earn a total of 0.00 from holding Fast Retailing Co or generate 0.0% return on investment in Fast Retailing over 690 days. Fast Retailing is related to or competes with Ross Stores, Alcoa Corp, Bondbloxx ETF, and VANGUARD SMALL-CAP. Fast Retailing Co., Ltd., through its subsidiaries, operates as an apparel designer and retailer in Japan and internatio... More

Fast Retailing 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 Fast Retailing's otc pink sheet 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 Fast Retailing Co upside and downside potential and time the market with a certain degree of confidence.

Fast Retailing Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Fast Retailing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fast Retailing's standard deviation. In reality, there are many statistical measures that can use Fast Retailing historical prices to predict the future Fast Retailing's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Fast Retailing'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. Please use the tools below to analyze the current value of Fast Retailing in the context of predictive analytics.
LowEstimated ValueHigh
LowReal ValueHigh
LowNext ValueHigh
Band Projection (param)
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as Fast Retailing. Your research has to be compared to or analyzed against Fast Retailing's peers to derive any actionable benefits. When done correctly, Fast Retailing's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Fast Retailing.

Fast Retailing Backtested Returns

We consider Fast Retailing very steady. Fast Retailing secures Sharpe Ratio (or Efficiency) of 0.0849, which denotes the company had 0.0849% of return per unit of risk over the last 3 months. Our standpoint towards predicting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Fast Retailing Co, which you can use to evaluate the future volatility of the firm. Please confirm Fast Retailing coefficient of variation of 1096.89, and Mean Deviation of 0.4107 to check if the risk estimate we provide is consistent with the expected return of 0.11%.
Fast Retailing has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0239, which means not very significant fluctuations relative to the market. Let's try to break down what FRCOF's beta means in this case. As returns on the market increase, returns on owning Fast Retailing are expected to decrease at a much lower rate. During the bear market, Fast Retailing is likely to outperform the market. Although it is important to respect Fast Retailing historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing Fast Retailing technical indicators, you can presently evaluate if the expected return of 0.11% will be sustainable into the future. Fast Retailing right now shows a risk of 1.31%. Please confirm Fast Retailing variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and semi variance to decide if Fast Retailing will be following its price patterns.



Very weak reverse predictability

Fast Retailing Co has very weak reverse predictability. Overlapping area represents the amount of predictability between Fast Retailing time series from 16th of January 2021 to 27th of December 2021 and 27th of December 2021 to 7th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fast Retailing price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Fast Retailing price fluctuation can be explain by its past prices.
Correlation Coefficient-0.05
Spearman Rank Test0.44
Residual Average0.0
Price Variance7785.65

Fast Retailing lagged returns against current returns

Autocorrelation, which is Fast Retailing otc pink sheet'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 Fast Retailing's otc pink sheet expected returns. We can calculate the autocorrelation of Fast Retailing returns to help us make a trade decision. For example, suppose you find that Fast Retailing otc pink sheet 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 stock movement to match the lagging time series.
   Current and Lagged Values   

Fast Retailing 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 Fast Retailing otc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fast Retailing otc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fast Retailing otc pink sheet over time.
   Current vs Lagged Prices   

Fast Retailing Lagged Returns

When evaluating Fast Retailing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fast Retailing otc pink sheet have on its future price. Fast Retailing 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, Fast Retailing autocorrelation shows the relationship between Fast Retailing otc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fast Retailing Co.
   Regressed Prices   

Be your own money manager

Our tools can tell you how much better you can do entering a position in Fast Retailing without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Fast Retailing using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please check Fast Retailing Correlation, Fast Retailing Volatility and Fast Retailing Alpha and Beta module to complement your research on Fast Retailing. You can also try Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

Complementary Tools for analysis

When running Fast Retailing price analysis, check to measure Fast Retailing'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 Fast Retailing is operating at the current time. Most of Fast Retailing's value examination focuses on studying past and present price action to predict the probability of Fast Retailing's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Fast Retailing's price. Additionally, you may evaluate how the addition of Fast Retailing to your portfolios can decrease your overall portfolio volatility.
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Fast Retailing technical otc pink sheet 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, otc market cycles, or different charting patterns.
A focus of Fast Retailing technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Fast Retailing trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...