Ismailia National (Egypt) Performance
| INFI Stock | 106.51 1.14 1.08% |
Ismailia National holds a performance score of 15 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ismailia National are expected to decrease at a much lower rate. During the bear market, Ismailia National is likely to outperform the market. Use Ismailia National Food standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to analyze future returns on Ismailia National Food.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Ismailia National Food are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Ismailia National reported solid returns over the last few months and may actually be approaching a breakup point. ...more
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Ismailia National Relative Risk vs. Return Landscape
If you would invest 6,099 in Ismailia National Food on October 20, 2024 and sell it today you would earn a total of 4,552 from holding Ismailia National Food or generate 74.64% return on investment over 90 days. Ismailia National Food is generating 1.2884% of daily returns and assumes 6.5962% volatility on return distribution over the 90 days horizon. Simply put, 58% of stocks are less volatile than Ismailia, and 75% 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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Ismailia National Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ismailia National's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ismailia National Food, and traders can use it to determine the average amount a Ismailia 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 = 0.1953
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Estimated Market Risk
| 6.6 actual daily | 58 58% of assets are less volatile |
Expected Return
| 1.29 actual daily | 25 75% of assets have higher returns |
Risk-Adjusted Return
| 0.2 actual daily | 15 85% of assets perform better |
Based on monthly moving average Ismailia National is performing at about 15% 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 Ismailia National by adding it to a well-diversified portfolio.
Things to note about Ismailia National Food performance evaluation
Checking the ongoing alerts about Ismailia National for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ismailia National Food help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Ismailia National is way too risky over 90 days horizon | |
| Ismailia National appears to be risky and price may revert if volatility continues |
- Analyzing Ismailia 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 Ismailia National's stock is overvalued or undervalued compared to its peers.
- Examining Ismailia 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 Ismailia National's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ismailia National's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Ismailia National's stock. These opinions can provide insight into Ismailia National's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Ismailia Stock analysis
When running Ismailia National's price analysis, check to measure Ismailia 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 Ismailia National is operating at the current time. Most of Ismailia National's value examination focuses on studying past and present price action to predict the probability of Ismailia 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 Ismailia National's price. Additionally, you may evaluate how the addition of Ismailia National to your portfolios can decrease your overall portfolio volatility.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance |