Egyptian Media's market value is the price at which a share of Egyptian Media trades on a public exchange. It measures the collective expectations of Egyptian Media Production investors about its performance. Egyptian Media is trading at 22.48 as of the 15th of March 2025. This is a 0.09% down since the beginning of the trading day. The stock's lowest day price was 22.41. With this module, you can estimate the performance of a buy and hold strategy of Egyptian Media Production and determine expected loss or profit from investing in Egyptian Media over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Egyptian
Egyptian Media 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Egyptian Media's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Egyptian Media.
0.00
12/15/2024
No Change 0.00
0.0
In 3 months and 1 day
03/15/2025
0.00
If you would invest 0.00 in Egyptian Media on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Egyptian Media Production or generate 0.0% return on investment in Egyptian Media over 90 days.
Egyptian Media Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Egyptian Media's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Egyptian Media Production upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Egyptian Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Egyptian Media's standard deviation. In reality, there are many statistical measures that can use Egyptian Media historical prices to predict the future Egyptian Media's volatility.
Egyptian Media Production secures Sharpe Ratio (or Efficiency) of -0.0507, which denotes the company had a -0.0507 % return per unit of risk over the last 3 months. Egyptian Media Production exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Egyptian Media's Variance of 5.55, mean deviation of 1.56, and Standard Deviation of 2.35 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.48, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Egyptian Media are expected to decrease at a much lower rate. During the bear market, Egyptian Media is likely to outperform the market. At this point, Egyptian Media Production has a negative expected return of -0.13%. Please make sure to confirm Egyptian Media's accumulation distribution, rate of daily change, and the relationship between the kurtosis and daily balance of power , to decide if Egyptian Media Production performance from the past will be repeated at some point in the near future.
Auto-correlation
0.38
Below average predictability
Egyptian Media Production has below average predictability. Overlapping area represents the amount of predictability between Egyptian Media time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Egyptian Media Production price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Egyptian Media price fluctuation can be explain by its past prices.
Correlation Coefficient
0.38
Spearman Rank Test
0.06
Residual Average
0.0
Price Variance
0.27
Egyptian Media Production lagged returns against current returns
Autocorrelation, which is Egyptian Media stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Egyptian Media's stock expected returns. We can calculate the autocorrelation of Egyptian Media returns to help us make a trade decision. For example, suppose you find that Egyptian Media has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
Egyptian Media regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Egyptian Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Egyptian Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Egyptian Media stock over time.
Current vs Lagged Prices
Timeline
Egyptian Media Lagged Returns
When evaluating Egyptian Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Egyptian Media stock have on its future price. Egyptian Media autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Egyptian Media autocorrelation shows the relationship between Egyptian Media stock current value and its past values and can show if there is a momentum factor associated with investing in Egyptian Media Production.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.