Iron (Egypt) Performance
| ISMQ Stock | 6.24 1.73 38.36% |
On a scale of 0 to 100, Iron holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of -0.0842, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Iron are expected to decrease at a much lower rate. During the bear market, Iron is likely to outperform the market. Please check Iron's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Iron's current trending patterns will revert.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Iron And Steel are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Iron reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Iron |
Iron Relative Risk vs. Return Landscape
If you would invest 422.00 in Iron And Steel on December 17, 2024 and sell it today you would earn a total of 202.00 from holding Iron And Steel or generate 47.87% return on investment over 90 days. Iron And Steel is generating 0.9335% of daily returns and assumes 6.0103% volatility on return distribution over the 90 days horizon. Simply put, 53% of stocks are less volatile than Iron, and 82% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Iron Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iron's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Iron And Steel, and traders can use it to determine the average amount a Iron'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 = 0.1553
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Estimated Market Risk
| 6.01 actual daily | 53 53% of assets are less volatile |
Expected Return
| 0.93 actual daily | 18 82% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Iron is performing at about 12% 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 Iron by adding it to a well-diversified portfolio.
Things to note about Iron And Steel performance evaluation
Checking the ongoing alerts about Iron for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Iron And Steel help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Iron And Steel is way too risky over 90 days horizon | |
| Iron And Steel appears to be risky and price may revert if volatility continues |
- Analyzing Iron'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 Iron's stock is overvalued or undervalued compared to its peers.
- Examining Iron'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 Iron's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Iron's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Iron's stock. These opinions can provide insight into Iron's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Iron Stock analysis
When running Iron's price analysis, check to measure Iron'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 Iron is operating at the current time. Most of Iron's value examination focuses on studying past and present price action to predict the probability of Iron's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Iron's price. Additionally, you may evaluate how the addition of Iron to your portfolios can decrease your overall portfolio volatility.
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