Ezz Steel (Egypt) Performance
| ESRS Stock | 106.02 1.48 1.38% |
Ezz Steel has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.81, which means possible diversification benefits within a given portfolio. As returns on the market increase, Ezz Steel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ezz Steel is expected to be smaller as well. Ezz Steel right now shows a risk of 3.18%. Please confirm Ezz Steel value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Ezz Steel will be following its price patterns.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Ezz Steel are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Ezz Steel may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Ezz Steel Relative Risk vs. Return Landscape
If you would invest 9,900 in Ezz Steel on September 16, 2024 and sell it today you would earn a total of 702.00 from holding Ezz Steel or generate 7.09% return on investment over 90 days. Ezz Steel is generating 0.1786% of daily returns and assumes 3.1832% volatility on return distribution over the 90 days horizon. Simply put, 28% of stocks are less volatile than Ezz, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Ezz Steel Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ezz Steel's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ezz Steel, and traders can use it to determine the average amount a Ezz Steel'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 = 0.0561
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Estimated Market Risk
| 3.18 actual daily | 28 72% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Ezz Steel is performing at about 4% 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 Ezz Steel by adding it to a well-diversified portfolio.
Things to note about Ezz Steel performance evaluation
Checking the ongoing alerts about Ezz Steel for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ezz Steel help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Ezz Steel had very high historical volatility over the last 90 days |
- Analyzing Ezz Steel'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 Ezz Steel's stock is overvalued or undervalued compared to its peers.
- Examining Ezz Steel'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 Ezz Steel's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ezz Steel's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Ezz Steel's stock. These opinions can provide insight into Ezz Steel's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Ezz Stock analysis
When running Ezz Steel's price analysis, check to measure Ezz Steel'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 Ezz Steel is operating at the current time. Most of Ezz Steel's value examination focuses on studying past and present price action to predict the probability of Ezz Steel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ezz Steel's price. Additionally, you may evaluate how the addition of Ezz Steel to your portfolios can decrease your overall portfolio volatility.
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