El Ahli (Egypt) Performance
| AFDI Stock | 28.18 0.59 2.05% |
The firm owns a Beta (Systematic Risk) of -0.51, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning El Ahli are expected to decrease at a much lower rate. During the bear market, El Ahli is likely to outperform the market. At this point, El Ahli Investment has a negative expected return of -0.31%. Please make sure to confirm El Ahli's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if El Ahli Investment performance from the past will be repeated in the future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days El Ahli Investment has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's technical and fundamental indicators remain nearly stable which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
AFDI |
El Ahli Relative Risk vs. Return Landscape
If you would invest 3,397 in El Ahli Investment on December 17, 2024 and sell it today you would lose (520.00) from holding El Ahli Investment or give up 15.31% of portfolio value over 90 days. El Ahli Investment is generating negative expected returns and assumes 2.0025% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than AFDI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
El Ahli Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for El Ahli's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as El Ahli Investment, and traders can use it to determine the average amount a El Ahli's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1558
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | AFDI |
Estimated Market Risk
| 2.0 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.31 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average El Ahli is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of El Ahli by adding El Ahli to a well-diversified portfolio.
Things to note about El Ahli Investment performance evaluation
Checking the ongoing alerts about El Ahli for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for El Ahli Investment help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| El Ahli Investment generated a negative expected return over the last 90 days |
- Analyzing El Ahli's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether El Ahli's stock is overvalued or undervalued compared to its peers.
- Examining El Ahli's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating El Ahli's management team can have a significant impact on its success or failure. Reviewing the track record and experience of El Ahli's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of El Ahli's stock. These opinions can provide insight into El Ahli's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for AFDI Stock analysis
When running El Ahli's price analysis, check to measure El Ahli'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 El Ahli is operating at the current time. Most of El Ahli's value examination focuses on studying past and present price action to predict the probability of El Ahli's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move El Ahli's price. Additionally, you may evaluate how the addition of El Ahli to your portfolios can decrease your overall portfolio volatility.
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
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