Memphis Pharmaceuticals (Egypt) Performance
| MPCI Stock | 52.72 0.21 0.40% |
On a scale of 0 to 100, Memphis Pharmaceuticals holds a performance score of 9. The company secures a Beta (Market Risk) of 0.3, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Memphis Pharmaceuticals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Memphis Pharmaceuticals is expected to be smaller as well. Please check Memphis Pharmaceuticals' sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Memphis Pharmaceuticals' current price movements will revert.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Memphis Pharmaceuticals are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Memphis Pharmaceuticals reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Memphis |
Memphis Pharmaceuticals Relative Risk vs. Return Landscape
If you would invest 3,700 in Memphis Pharmaceuticals on September 24, 2024 and sell it today you would earn a total of 1,572 from holding Memphis Pharmaceuticals or generate 42.49% return on investment over 90 days. Memphis Pharmaceuticals is generating 0.9023% of daily returns and assumes 7.1464% volatility on return distribution over the 90 days horizon. Simply put, 63% of stocks are less volatile than Memphis, and 82% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Memphis Pharmaceuticals Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Memphis Pharmaceuticals' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Memphis Pharmaceuticals, and traders can use it to determine the average amount a Memphis Pharmaceuticals' 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 = 0.1263
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | MPCI | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 7.15 actual daily | 63 63% of assets are less volatile |
Expected Return
| 0.9 actual daily | 17 83% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 9 91% of assets perform better |
Based on monthly moving average Memphis Pharmaceuticals is performing at about 9% 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 Memphis Pharmaceuticals by adding it to a well-diversified portfolio.
Things to note about Memphis Pharmaceuticals performance evaluation
Checking the ongoing alerts about Memphis Pharmaceuticals for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Memphis Pharmaceuticals help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Memphis Pharmaceuticals is way too risky over 90 days horizon | |
| Memphis Pharmaceuticals appears to be risky and price may revert if volatility continues |
- Analyzing Memphis Pharmaceuticals' 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 Memphis Pharmaceuticals' stock is overvalued or undervalued compared to its peers.
- Examining Memphis Pharmaceuticals' 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 Memphis Pharmaceuticals' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Memphis Pharmaceuticals' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Memphis Pharmaceuticals' stock. These opinions can provide insight into Memphis Pharmaceuticals' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Memphis Stock analysis
When running Memphis Pharmaceuticals' price analysis, check to measure Memphis Pharmaceuticals' 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 Memphis Pharmaceuticals is operating at the current time. Most of Memphis Pharmaceuticals' value examination focuses on studying past and present price action to predict the probability of Memphis Pharmaceuticals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Memphis Pharmaceuticals' price. Additionally, you may evaluate how the addition of Memphis Pharmaceuticals to your portfolios can decrease your overall portfolio volatility.
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| 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 | |
| Stocks Directory Find actively traded stocks across global markets | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |