Egyptian Media (Egypt) Performance
| MPRC Stock | 24.90 0.05 0.20% |
On a scale of 0 to 100, Egyptian Media holds a performance score of 13. The firm shows a Beta (market volatility) of -1.06, which means a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Egyptian Media are expected to decrease slowly. On the other hand, during market turmoil, Egyptian Media is expected to outperform it slightly. Please check Egyptian Media's maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to make a quick decision on whether Egyptian Media's price patterns will revert.
Risk-Adjusted Performance
13 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Egyptian Media Production are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Egyptian Media reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Egyptian |
Egyptian Media Relative Risk vs. Return Landscape
If you would invest 1,870 in Egyptian Media Production on September 16, 2024 and sell it today you would earn a total of 620.00 from holding Egyptian Media Production or generate 33.16% return on investment over 90 days. Egyptian Media Production is generating 0.6034% of daily returns and assumes 3.6001% volatility on return distribution over the 90 days horizon. Simply put, 32% of stocks are less volatile than Egyptian, and 88% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Egyptian Media Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Egyptian Media's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Egyptian Media Production, and traders can use it to determine the average amount a Egyptian Media'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 = 0.1676
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 3.6 actual daily | 32 68% of assets are more volatile |
Expected Return
| 0.6 actual daily | 11 89% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Egyptian Media is performing at about 13% 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 Egyptian Media by adding it to a well-diversified portfolio.
Things to note about Egyptian Media Production performance evaluation
Checking the ongoing alerts about Egyptian Media for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Egyptian Media Production help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Egyptian Media appears to be risky and price may revert if volatility continues |
- Analyzing Egyptian Media'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 Media's stock is overvalued or undervalued compared to its peers.
- Examining Egyptian Media'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 Media's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Egyptian Media's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Egyptian Media's stock. These opinions can provide insight into Egyptian Media's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Egyptian Stock analysis
When running Egyptian Media's price analysis, check to measure Egyptian Media'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 Media is operating at the current time. Most of Egyptian Media's value examination focuses on studying past and present price action to predict the probability of Egyptian Media'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 Media's price. Additionally, you may evaluate how the addition of Egyptian Media to your portfolios can decrease your overall portfolio volatility.
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