Alexandria Mineral (Egypt) Performance
| AMOC Stock | 7.79 0.19 2.50% |
The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alexandria Mineral's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alexandria Mineral is expected to be smaller as well. At this point, Alexandria Mineral Oils has a negative expected return of -0.22%. Please make sure to confirm Alexandria Mineral's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Alexandria Mineral Oils 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 Alexandria Mineral Oils 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
Alexandria |
Alexandria Mineral Relative Risk vs. Return Landscape
If you would invest 881.00 in Alexandria Mineral Oils on September 19, 2024 and sell it today you would lose (102.00) from holding Alexandria Mineral Oils or give up 11.58% of portfolio value over 90 days. Alexandria Mineral Oils is generating negative expected returns and assumes 1.8448% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Alexandria, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Alexandria Mineral Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alexandria Mineral's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Alexandria Mineral Oils, and traders can use it to determine the average amount a Alexandria Mineral'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 = -0.1214
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| Negative Returns | AMOC |
Estimated Market Risk
| 1.84 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.22 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Alexandria Mineral 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 Alexandria Mineral by adding Alexandria Mineral to a well-diversified portfolio.
Things to note about Alexandria Mineral Oils performance evaluation
Checking the ongoing alerts about Alexandria Mineral for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Alexandria Mineral Oils help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Alexandria Mineral generated a negative expected return over the last 90 days |
- Analyzing Alexandria Mineral'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 Alexandria Mineral's stock is overvalued or undervalued compared to its peers.
- Examining Alexandria Mineral'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 Alexandria Mineral's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Alexandria Mineral's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Alexandria Mineral's stock. These opinions can provide insight into Alexandria Mineral's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Alexandria Stock analysis
When running Alexandria Mineral's price analysis, check to measure Alexandria Mineral'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 Alexandria Mineral is operating at the current time. Most of Alexandria Mineral's value examination focuses on studying past and present price action to predict the probability of Alexandria Mineral's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alexandria Mineral's price. Additionally, you may evaluate how the addition of Alexandria Mineral to your portfolios can decrease your overall portfolio volatility.
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