Frontier Group Holdings Stock Market Value
| ULCC Stock | USD 5.95 0.20 3.48% |
| Symbol | Frontier |
Is Passenger Airlines space 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 Frontier Group. If investors know Frontier 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 Frontier Group 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 Frontier Group Holdings is measured differently than its book value, which is the value of Frontier that is recorded on the company's balance sheet. Investors also form their own opinion of Frontier Group's value that differs from its market value or its book value, called intrinsic value, which is Frontier Group'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 Frontier Group's market value can be influenced by many factors that don't directly affect Frontier Group'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 Frontier Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Frontier Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Frontier Group'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.
Frontier Group '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 Frontier Group'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 Frontier Group.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Frontier Group on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Frontier Group Holdings or generate 0.0% return on investment in Frontier Group over 90 days. Frontier Group is related to or competes with JetBlue Airways, Southwest Airlines, United Airlines, American Airlines, Allegiant Travel, SkyWest, and International Consolidated. Frontier Group Holdings, Inc., a low-fare airline company, provides air transportation for passengers More
Frontier Group 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 Frontier Group'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 Frontier Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0157 | |||
| Maximum Drawdown | 24.49 | |||
| Value At Risk | (7.05) | |||
| Potential Upside | 5.58 |
Frontier Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frontier Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frontier Group's standard deviation. In reality, there are many statistical measures that can use Frontier Group historical prices to predict the future Frontier Group's volatility.| Risk Adjusted Performance | 0.0031 | |||
| Jensen Alpha | 0.0329 | |||
| Total Risk Alpha | 0.5418 | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Frontier Group'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.
Frontier Group Holdings Backtested Returns
Frontier Group Holdings secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. Frontier Group Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Frontier Group's Standard Deviation of 4.62, variance of 21.33, and Mean Deviation of 3.46 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.64, which means possible diversification benefits within a given portfolio. As returns on the market increase, Frontier Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frontier Group is expected to be smaller as well. At this point, Frontier Group Holdings has a negative expected return of -0.0266%. Please make sure to confirm Frontier Group's accumulation distribution, and the relationship between the potential upside and day median price , to decide if Frontier Group Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.62 |
Very good reverse predictability
Frontier Group Holdings has very good reverse predictability. Overlapping area represents the amount of predictability between Frontier Group time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Frontier Group Holdings price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Frontier Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 1.36 |
Frontier Group Holdings lagged returns against current returns
Autocorrelation, which is Frontier Group 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 Frontier Group's stock expected returns. We can calculate the autocorrelation of Frontier Group returns to help us make a trade decision. For example, suppose you find that Frontier Group 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 |
Frontier Group 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 Frontier Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frontier Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frontier Group stock over time.
Current vs Lagged Prices |
| Timeline |
Frontier Group Lagged Returns
When evaluating Frontier Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frontier Group stock have on its future price. Frontier Group 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, Frontier Group autocorrelation shows the relationship between Frontier Group stock current value and its past values and can show if there is a momentum factor associated with investing in Frontier Group Holdings.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Frontier Group Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Frontier Group'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 Frontier Group Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Frontier Group Holdings Stock:Check out Frontier Group Correlation, Frontier Group Volatility and Frontier Group Alpha and Beta module to complement your research on Frontier Group. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Frontier Group 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.