Sidi Kerir (Egypt) Performance
| SKPC Stock | 20.30 0.25 1.22% |
The entity has a beta of 0.3, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sidi Kerir's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sidi Kerir is expected to be smaller as well. At this point, Sidi Kerir Petrochemicals has a negative expected return of -0.47%. Please make sure to validate Sidi Kerir's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Sidi Kerir Petrochemicals performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Sidi Kerir Petrochemicals has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's technical and fundamental indicators remain nearly stable which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
Sidi |
Sidi Kerir Relative Risk vs. Return Landscape
If you would invest 2,660 in Sidi Kerir Petrochemicals on September 16, 2024 and sell it today you would lose (630.00) from holding Sidi Kerir Petrochemicals or give up 23.68% of portfolio value over 90 days. Sidi Kerir Petrochemicals is generating negative expected returns and assumes 2.7815% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than Sidi, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sidi Kerir Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sidi Kerir's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sidi Kerir Petrochemicals, and traders can use it to determine the average amount a Sidi Kerir'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 = -0.1677
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| Negative Returns | SKPC |
Estimated Market Risk
| 2.78 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.47 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sidi Kerir is not performing at its full potential. However, 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 Sidi Kerir by adding Sidi Kerir to a well-diversified portfolio.
Things to note about Sidi Kerir Petrochemicals performance evaluation
Checking the ongoing alerts about Sidi Kerir for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sidi Kerir Petrochemicals help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sidi Kerir generated a negative expected return over the last 90 days |
- Analyzing Sidi Kerir'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 Sidi Kerir's stock is overvalued or undervalued compared to its peers.
- Examining Sidi Kerir'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 Sidi Kerir's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sidi Kerir's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sidi Kerir's stock. These opinions can provide insight into Sidi Kerir's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Sidi Stock analysis
When running Sidi Kerir's price analysis, check to measure Sidi Kerir'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 Sidi Kerir is operating at the current time. Most of Sidi Kerir's value examination focuses on studying past and present price action to predict the probability of Sidi Kerir's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sidi Kerir's price. Additionally, you may evaluate how the addition of Sidi Kerir to your portfolios can decrease your overall portfolio volatility.
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