Arab Dairy (Egypt) Performance
| ADPC Stock | 3.13 0.01 0.32% |
The firm shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arab Dairy are expected to decrease at a much lower rate. During the bear market, Arab Dairy is likely to outperform the market. At this point, Arab Dairy has a negative expected return of -0.0986%. Please make sure to confirm Arab Dairy's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Arab Dairy performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days The Arab Dairy has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, Arab Dairy is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Arab |
Arab Dairy Relative Risk vs. Return Landscape
If you would invest 332.00 in The Arab Dairy on December 19, 2024 and sell it today you would lose (19.00) from holding The Arab Dairy or give up 5.72% of portfolio value over 90 days. The Arab Dairy is generating negative expected returns and assumes 2.0948% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than Arab, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Arab Dairy Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arab Dairy's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as The Arab Dairy, and traders can use it to determine the average amount a Arab Dairy'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 = -0.0471
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ADPC |
Estimated Market Risk
| 2.09 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Arab Dairy 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 Arab Dairy by adding Arab Dairy to a well-diversified portfolio.
Things to note about Arab Dairy performance evaluation
Checking the ongoing alerts about Arab Dairy for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Arab Dairy help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Arab Dairy generated a negative expected return over the last 90 days |
- Analyzing Arab Dairy'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 Arab Dairy's stock is overvalued or undervalued compared to its peers.
- Examining Arab Dairy'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 Arab Dairy's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arab Dairy's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Arab Dairy's stock. These opinions can provide insight into Arab Dairy's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Arab Stock analysis
When running Arab Dairy's price analysis, check to measure Arab Dairy'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 Arab Dairy is operating at the current time. Most of Arab Dairy's value examination focuses on studying past and present price action to predict the probability of Arab Dairy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arab Dairy's price. Additionally, you may evaluate how the addition of Arab Dairy to your portfolios can decrease your overall portfolio volatility.
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