Egyptian Gulf (Egypt) Performance
| EGBE Stock | 0.27 0.00 0.00% |
The firm shows a Beta (market volatility) of 0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, Egyptian Gulf's returns are expected to increase less than the market. However, during the bear market, the loss of holding Egyptian Gulf is expected to be smaller as well. At this point, Egyptian Gulf Bank has a negative expected return of -0.0624%. Please make sure to confirm Egyptian Gulf's standard deviation, information ratio, and the relationship between the coefficient of variation and variance , to decide if Egyptian Gulf Bank performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Egyptian Gulf Bank has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, Egyptian Gulf is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Egyptian |
Egyptian Gulf Relative Risk vs. Return Landscape
If you would invest 28.00 in Egyptian Gulf Bank on October 20, 2024 and sell it today you would lose (1.00) from holding Egyptian Gulf Bank or give up 3.57% of portfolio value over 90 days. Egyptian Gulf Bank is generating negative expected returns and assumes 1.3427% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than Egyptian, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Egyptian Gulf Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Egyptian Gulf's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Egyptian Gulf Bank, and traders can use it to determine the average amount a Egyptian Gulf'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 = -0.0465
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EGBE |
Estimated Market Risk
| 1.34 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Egyptian Gulf 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 Egyptian Gulf by adding Egyptian Gulf to a well-diversified portfolio.
Things to note about Egyptian Gulf Bank performance evaluation
Checking the ongoing alerts about Egyptian Gulf for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Egyptian Gulf Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Egyptian Gulf Bank generated a negative expected return over the last 90 days | |
| Egyptian Gulf Bank has some characteristics of a very speculative penny stock |
- Analyzing Egyptian Gulf'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 Egyptian Gulf's stock is overvalued or undervalued compared to its peers.
- Examining Egyptian Gulf'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 Egyptian Gulf's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Egyptian Gulf's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Egyptian Gulf's stock. These opinions can provide insight into Egyptian Gulf's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Egyptian Stock analysis
When running Egyptian Gulf's price analysis, check to measure Egyptian Gulf'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 Egyptian Gulf is operating at the current time. Most of Egyptian Gulf's value examination focuses on studying past and present price action to predict the probability of Egyptian Gulf's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Egyptian Gulf's price. Additionally, you may evaluate how the addition of Egyptian Gulf to your portfolios can decrease your overall portfolio volatility.
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules |