Arab Moltaka (Egypt) Performance
| AGIG Stock | 2.33 0.02 0.87% |
The firm shows a Beta (market volatility) of -0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Arab Moltaka are expected to decrease at a much lower rate. During the bear market, Arab Moltaka is likely to outperform the market. Arab Moltaka Investments right now shows a risk of 2.83%. Please confirm Arab Moltaka Investments semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Arab Moltaka Investments will be following its price patterns.
Risk-Adjusted Performance
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Over the last 90 days Arab Moltaka Investments has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, Arab Moltaka is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
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Arab Moltaka Relative Risk vs. Return Landscape
If you would invest 237.00 in Arab Moltaka Investments on October 20, 2024 and sell it today you would lose (4.00) from holding Arab Moltaka Investments or give up 1.69% of portfolio value over 90 days. Arab Moltaka Investments is generating 0.0057% of daily returns and assumes 2.8312% volatility on return distribution over the 90 days horizon. Simply put, 25% of stocks are less volatile than Arab, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Arab Moltaka Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arab Moltaka's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Arab Moltaka Investments, and traders can use it to determine the average amount a Arab Moltaka'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 = 0.002
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| Negative Returns | AGIG |
Estimated Market Risk
| 2.83 actual daily | 25 75% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Arab Moltaka 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 Arab Moltaka by adding Arab Moltaka to a well-diversified portfolio.
Things to note about Arab Moltaka Investments performance evaluation
Checking the ongoing alerts about Arab Moltaka for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Arab Moltaka Investments help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Arab Moltaka's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Arab Moltaka's stock performance include:- Analyzing Arab Moltaka'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 Arab Moltaka's stock is overvalued or undervalued compared to its peers.
- Examining Arab Moltaka'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 Arab Moltaka's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arab Moltaka's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Arab Moltaka's stock. These opinions can provide insight into Arab Moltaka's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Arab Stock analysis
When running Arab Moltaka's price analysis, check to measure Arab Moltaka'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 Arab Moltaka is operating at the current time. Most of Arab Moltaka's value examination focuses on studying past and present price action to predict the probability of Arab Moltaka's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arab Moltaka's price. Additionally, you may evaluate how the addition of Arab Moltaka to your portfolios can decrease your overall portfolio volatility.
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