Suez Canal (Egypt) Performance
| CANA Stock | 21.23 0.13 0.61% |
The entity has a beta of 0.8, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Suez Canal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Suez Canal is expected to be smaller as well. At this point, Suez Canal Bank has a negative expected return of -0.0507%. Please make sure to validate Suez Canal's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Suez Canal Bank 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 Suez Canal Bank has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, Suez Canal is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Suez |
Suez Canal Relative Risk vs. Return Landscape
If you would invest 2,285 in Suez Canal Bank on December 21, 2024 and sell it today you would lose (162.00) from holding Suez Canal Bank or give up 7.09% of portfolio value over 90 days. Suez Canal Bank is generating negative expected returns and assumes 4.2084% volatility on return distribution over the 90 days horizon. Simply put, 37% of stocks are less volatile than Suez, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Suez Canal Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suez Canal's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Suez Canal Bank, and traders can use it to determine the average amount a Suez Canal'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 = -0.012
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| Negative Returns | CANA |
Estimated Market Risk
| 4.21 actual daily | 37 63% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Suez Canal 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 Suez Canal by adding Suez Canal to a well-diversified portfolio.
Things to note about Suez Canal Bank performance evaluation
Checking the ongoing alerts about Suez Canal for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Suez Canal Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Suez Canal Bank generated a negative expected return over the last 90 days | |
| Suez Canal Bank has high historical volatility and very poor performance |
- Analyzing Suez Canal'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 Suez Canal's stock is overvalued or undervalued compared to its peers.
- Examining Suez Canal'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 Suez Canal's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Suez Canal's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Suez Canal's stock. These opinions can provide insight into Suez Canal's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Suez Stock analysis
When running Suez Canal's price analysis, check to measure Suez Canal'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 Suez Canal is operating at the current time. Most of Suez Canal's value examination focuses on studying past and present price action to predict the probability of Suez Canal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Suez Canal's price. Additionally, you may evaluate how the addition of Suez Canal to your portfolios can decrease your overall portfolio volatility.
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