Misr National (Egypt) Performance
| ATQA Stock | 5.44 0.01 0.18% |
On a scale of 0 to 100, Misr National holds a performance score of 10. The company secures a Beta (Market Risk) of 0.89, which conveys possible diversification benefits within a given portfolio. Misr National returns are very sensitive to returns on the market. As the market goes up or down, Misr National is expected to follow. Please check Misr National's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Misr National's current price movements will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Misr National Steel are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Misr National reported solid returns over the last few months and may actually be approaching a breakup point. ...more
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Misr National Relative Risk vs. Return Landscape
If you would invest 460.00 in Misr National Steel on September 15, 2024 and sell it today you would earn a total of 84.00 from holding Misr National Steel or generate 18.26% return on investment over 90 days. Misr National Steel is generating 0.3541% of daily returns and assumes 2.7877% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than Misr, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Misr National Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Misr National's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Misr National Steel, and traders can use it to determine the average amount a Misr National'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 = 0.127
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Estimated Market Risk
| 2.79 actual daily | 24 76% of assets are more volatile |
Expected Return
| 0.35 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Misr National is performing at about 10% of its full potential. 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 Misr National by adding it to a well-diversified portfolio.
Things to note about Misr National Steel performance evaluation
Checking the ongoing alerts about Misr National for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Misr National Steel help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Misr National's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Misr National's stock performance include:- Analyzing Misr National'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 Misr National's stock is overvalued or undervalued compared to its peers.
- Examining Misr National'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 Misr National's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Misr National's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Misr National's stock. These opinions can provide insight into Misr National's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Misr Stock analysis
When running Misr National's price analysis, check to measure Misr National'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 Misr National is operating at the current time. Most of Misr National's value examination focuses on studying past and present price action to predict the probability of Misr National's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Misr National's price. Additionally, you may evaluate how the addition of Misr National to your portfolios can decrease your overall portfolio volatility.
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