Egyptian Financial (Egypt) Performance
| EFIC Stock | 151.00 1.27 0.85% |
On a scale of 0 to 100, Egyptian Financial holds a performance score of 18. The firm shows a Beta (market volatility) of 0.46, which means possible diversification benefits within a given portfolio. As returns on the market increase, Egyptian Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Egyptian Financial is expected to be smaller as well. Please check Egyptian Financial's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Egyptian Financial's price patterns will revert.
Risk-Adjusted Performance
18 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Egyptian Financial Industrial are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Egyptian Financial reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Egyptian |
Egyptian Financial Relative Risk vs. Return Landscape
If you would invest 10,558 in Egyptian Financial Industrial on September 16, 2024 and sell it today you would earn a total of 4,542 from holding Egyptian Financial Industrial or generate 43.02% return on investment over 90 days. Egyptian Financial Industrial is generating 0.7232% of daily returns and assumes 3.1074% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than Egyptian, and 86% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Egyptian Financial Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Egyptian Financial's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Egyptian Financial Industrial, and traders can use it to determine the average amount a Egyptian Financial'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 = 0.2327
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | EFIC | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.11 actual daily | 27 73% of assets are more volatile |
Expected Return
| 0.72 actual daily | 14 86% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average Egyptian Financial is performing at about 18% of its full potential. 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 Egyptian Financial by adding it to a well-diversified portfolio.
Things to note about Egyptian Financial performance evaluation
Checking the ongoing alerts about Egyptian Financial for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Egyptian Financial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Egyptian Financial appears to be risky and price may revert if volatility continues |
- Analyzing Egyptian Financial'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 Egyptian Financial's stock is overvalued or undervalued compared to its peers.
- Examining Egyptian Financial'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 Egyptian Financial's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Egyptian Financial's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Egyptian Financial's stock. These opinions can provide insight into Egyptian Financial's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Egyptian Stock analysis
When running Egyptian Financial's price analysis, check to measure Egyptian Financial'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 Egyptian Financial is operating at the current time. Most of Egyptian Financial's value examination focuses on studying past and present price action to predict the probability of Egyptian Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Egyptian Financial's price. Additionally, you may evaluate how the addition of Egyptian Financial to your portfolios can decrease your overall portfolio volatility.
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