Freedom Stock Market Value

FRHC
 Stock
  

USD 54.37  2.54  4.46%   

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 Hype Analysis, Freedom Holding Correlation, Freedom Holding Valuation, Freedom Holding Volatility, as well as analyze Freedom Holding Alpha and Beta and Freedom Holding Performance.
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.
Quarterly Earnings Growth YOY
0.2
Market Capitalization
3.4 B
Quarterly Revenue Growth YOY
0.31
Return On Assets
0.0856
Return On Equity
0.54
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
07/09/2022
No Change 0.00  0.0 
In 31 days
08/08/2022
0.00
If you would invest  0.00  in Freedom Holding on July 9, 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 30 days. Freedom Holding is related to or competes with Focus Financial, Starbucks Corp, Merck, Pfizer, Dupont Denemours, Home Depot, and Verizon Communications. 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
54.2156.6459.07
Details
Intrinsic
Valuation
LowReal ValueHigh
56.6959.1261.55
Details
Naive
Forecast
LowNext ValueHigh
55.0957.5259.94
Details
Earnings
Estimates (1)
LowProjected EPSHigh
6.466.466.46
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

Freedom Holding appears to be very steady, given 3 months investment horizon. Freedom Holding Corp secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the company had 0.18% 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-eight technical indicators for Freedom Holding Corp, which you can use to evaluate the future volatility of the firm. Please utilize Freedom Holding's Downside Deviation of 2.76, coefficient of variation of 832.51, and Mean Deviation of 2.07 to check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Freedom Holding holds a performance score of 14. The firm shows a Beta (market volatility) of 1.3204, 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 vital to follow Freedom Holding Corp historical returns, it is good to be conservative about what you can do with the information regarding equity 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 0.44% will be sustainable into the future. Please utilizes Freedom Holding Corp coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance to make a quick decision on whether Freedom Holding price patterns will revert.

Auto-correlation

    
  0.48  

Average predictability

Freedom Holding Corp has average predictability. Overlapping area represents the amount of predictability between Freedom Holding time series from 9th of July 2022 to 24th of July 2022 and 24th of July 2022 to 8th of August 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 0.48 indicates that about 48.0% of current Freedom Holding price fluctuation can be explain by its past prices.
Correlation Coefficient0.48
Spearman Rank Test0.52
Residual Average0.0
Price Variance7.74

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   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Freedom Holding without increasing your portfolio risk or giving up 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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Please check Freedom Holding Hype Analysis, Freedom Holding Correlation, Freedom Holding Valuation, Freedom Holding Volatility, as well as analyze Freedom Holding Alpha and Beta and Freedom Holding Performance. 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 Fund Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

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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...