Freedom Stock Market Value

FRHC
 Stock
  

USD 49.11  0.87  1.74%   

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


Is Freedom Holding's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Freedom Holding. If investors know Freedom will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Freedom Holding listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Freedom Holding Corp is measured differently than its book value, which is the value of Freedom that is recorded on the company's balance sheet. Investors also form their own opinion of Freedom Holding's value that differs from its market value or its book value, called intrinsic value, which is Freedom Holding's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Freedom Holding's market value can be influenced by many factors that don't directly affect Freedom Holding's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Freedom Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine Freedom Holding value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Freedom Holding'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.

Freedom Holding '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 Freedom Holding'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 Freedom Holding.
0.00
08/02/2022
No Change 0.00  0.0 
In 2 months and 2 days
10/01/2022
0.00
If you would invest  0.00  in Freedom Holding on August 2, 2022 and sell it all today you would earn a total of 0.00 from holding Freedom Holding Corp or generate 0.0% return on investment in Freedom Holding over 60 days. Freedom Holding is related to or competes with Amazon. Freedom Holding Corp., through its subsidiaries, provides retail securities brokerage, research, investment counseling, ... More

Freedom Holding 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 Freedom Holding'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 Freedom Holding Corp upside and downside potential and time the market with a certain degree of confidence.

Freedom Holding Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Freedom Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Freedom Holding's standard deviation. In reality, there are many statistical measures that can use Freedom Holding historical prices to predict the future Freedom Holding's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Freedom Holding'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 Freedom Holding in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
46.5849.0251.46
Details
Intrinsic
Valuation
LowReal ValueHigh
44.2061.0063.44
Details
Naive
Forecast
LowNext ValueHigh
45.5948.0350.47
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
49.4555.4761.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Freedom Holding. Your research has to be compared to or analyzed against Freedom Holding's peers to derive any actionable benefits. When done correctly, Freedom Holding'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 Freedom Holding Corp.

Freedom Holding Corp Backtested Returns

We consider Freedom Holding very steady. Freedom Holding Corp secures Sharpe Ratio (or Efficiency) of 0.0683, which denotes the company had 0.0683% 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 Freedom Holding Corp, which you can use to evaluate the future volatility of the firm. Please confirm Freedom Holding Corp Mean Deviation of 1.91, coefficient of variation of 1063.93, and Downside Deviation of 2.15 to check if the risk estimate we provide is consistent with the expected return of 0.17%.
Freedom Holding has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.1736, which means a somewhat significant risk relative to the market. Let's try to break down what Freedom's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Freedom Holding will likely underperform. Although it is important to respect Freedom Holding Corp 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 Freedom Holding Corp technical indicators, you can presently evaluate if the expected return of 0.17% will be sustainable into the future. Freedom Holding Corp right now shows a risk of 2.44%. Please confirm Freedom Holding Corp coefficient of variation, maximum drawdown, skewness, as well as the relationship between the information ratio and downside variance to decide if Freedom Holding Corp will be following its price patterns.

Auto-correlation

    
  -0.63  

Very good reverse predictability

Freedom Holding Corp has very good reverse predictability. Overlapping area represents the amount of predictability between Freedom Holding time series from 2nd of August 2022 to 1st of September 2022 and 1st of September 2022 to 1st of October 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 Freedom Holding Corp price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Freedom Holding price fluctuation can be explain by its past prices.
Correlation Coefficient-0.63
Spearman Rank Test-0.6
Residual Average0.0
Price Variance7.29

Freedom Holding Corp lagged returns against current returns

Autocorrelation, which is Freedom Holding 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 Freedom Holding's stock expected returns. We can calculate the autocorrelation of Freedom Holding returns to help us make a trade decision. For example, suppose you find that Freedom Holding stock 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   
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       Timeline  

Freedom Holding 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 Freedom Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Freedom Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Freedom Holding stock over time.
   Current vs Lagged Prices   
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       Timeline  

Freedom Holding Lagged Returns

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

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Freedom Holding in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Freedom Holding's short interest history, or implied volatility extrapolated from Freedom Holding options trading.

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Please check Freedom Holding Correlation, Freedom Holding Volatility and Freedom Holding Alpha and Beta module to complement your research on Freedom Holding. Note that the Freedom Holding Corp information on this page should be used as a complementary analysis to other Freedom Holding's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

Complementary Tools for Freedom Stock analysis

When running Freedom Holding Corp price analysis, check to measure Freedom Holding'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 Freedom Holding is operating at the current time. Most of Freedom Holding's value examination focuses on studying past and present price action to predict the probability of Freedom Holding's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Freedom Holding's price. Additionally, you may evaluate how the addition of Freedom Holding to your portfolios can decrease your overall portfolio volatility.
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Freedom Holding 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.
A focus of Freedom Holding technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Freedom Holding 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...