Arabian Food (Egypt) Performance
| DOMT Stock | 26.40 0.23 0.86% |
The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arabian Food are expected to decrease at a much lower rate. During the bear market, Arabian Food is likely to outperform the market. At this point, Arabian Food Industries has a negative expected return of -0.0514%. Please make sure to confirm Arabian Food's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Arabian Food Industries 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 Arabian Food Industries has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, Arabian Food is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Arabian |
Arabian Food Relative Risk vs. Return Landscape
If you would invest 2,724 in Arabian Food Industries on December 25, 2024 and sell it today you would lose (84.00) from holding Arabian Food Industries or give up 3.08% of portfolio value over 90 days. Arabian Food Industries is generating negative expected returns and assumes 1.6009% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Arabian, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Arabian Food Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arabian Food's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Arabian Food Industries, and traders can use it to determine the average amount a Arabian Food'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 = -0.0321
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| Negative Returns | DOMT |
Estimated Market Risk
| 1.6 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Arabian Food 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 Arabian Food by adding Arabian Food to a well-diversified portfolio.
Things to note about Arabian Food Industries performance evaluation
Checking the ongoing alerts about Arabian Food for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Arabian Food Industries help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Arabian Food generated a negative expected return over the last 90 days |
- Analyzing Arabian Food'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 Arabian Food's stock is overvalued or undervalued compared to its peers.
- Examining Arabian Food'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 Arabian Food's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arabian Food's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Arabian Food's stock. These opinions can provide insight into Arabian Food's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Arabian Stock analysis
When running Arabian Food's price analysis, check to measure Arabian Food'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 Arabian Food is operating at the current time. Most of Arabian Food's value examination focuses on studying past and present price action to predict the probability of Arabian Food's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arabian Food's price. Additionally, you may evaluate how the addition of Arabian Food to your portfolios can decrease your overall portfolio volatility.
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