Suez Canal (Egypt) Performance
| CANA Stock | 24.05 0.44 1.80% |
On a scale of 0 to 100, Suez Canal holds a performance score of 19. The entity has a beta of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Suez Canal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Suez Canal is expected to be smaller as well. Please check Suez Canal's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Suez Canal's existing price patterns will revert.
Risk-Adjusted Performance
19 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Suez Canal Bank are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Suez Canal reported solid returns over the last few months and may actually be approaching a breakup point. ...more
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Suez Canal Relative Risk vs. Return Landscape
If you would invest 1,520 in Suez Canal Bank on September 17, 2024 and sell it today you would earn a total of 885.00 from holding Suez Canal Bank or generate 58.22% return on investment over 90 days. Suez Canal Bank is generating 0.9543% of daily returns and assumes 3.7806% volatility on return distribution over the 90 days horizon. Simply put, 33% of stocks are less volatile than Suez, and 81% 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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Suez Canal Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suez Canal's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Suez Canal Bank, and traders can use it to determine the average amount a Suez Canal'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 = 0.2524
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Estimated Market Risk
| 3.78 actual daily | 33 67% of assets are more volatile |
Expected Return
| 0.95 actual daily | 18 82% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average Suez Canal is performing at about 19% 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 Suez Canal by adding it to a well-diversified portfolio.
Things to note about Suez Canal Bank performance evaluation
Checking the ongoing alerts about Suez Canal for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Suez Canal Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Suez Canal Bank appears to be risky and price may revert if volatility continues |
- Analyzing Suez Canal'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 Suez Canal's stock is overvalued or undervalued compared to its peers.
- Examining Suez Canal'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 Suez Canal's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Suez Canal's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Suez Canal's stock. These opinions can provide insight into Suez Canal's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Suez Stock analysis
When running Suez Canal's price analysis, check to measure Suez Canal'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 Suez Canal is operating at the current time. Most of Suez Canal's value examination focuses on studying past and present price action to predict the probability of Suez Canal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Suez Canal's price. Additionally, you may evaluate how the addition of Suez Canal to your portfolios can decrease your overall portfolio volatility.
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