Egyptian Chemical (Egypt) Performance
| EGCH Stock | 8.65 0.07 0.82% |
Egyptian Chemical has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, Egyptian Chemical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Egyptian Chemical is expected to be smaller as well. Egyptian Chemical right now shows a risk of 2.21%. Please confirm Egyptian Chemical value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Egyptian Chemical will be following its price patterns.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Egyptian Chemical Industries are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Egyptian Chemical may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
Egyptian |
Egyptian Chemical Relative Risk vs. Return Landscape
If you would invest 792.00 in Egyptian Chemical Industries on December 4, 2024 and sell it today you would earn a total of 66.00 from holding Egyptian Chemical Industries or generate 8.33% return on investment over 90 days. Egyptian Chemical Industries is generating 0.1871% of daily returns and assumes 2.2052% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Egyptian, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Egyptian Chemical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Egyptian Chemical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Egyptian Chemical Industries, and traders can use it to determine the average amount a Egyptian Chemical'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 = 0.0849
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Estimated Market Risk
| 2.21 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Egyptian Chemical is performing at about 6% 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 Chemical by adding it to a well-diversified portfolio.
Things to note about Egyptian Chemical performance evaluation
Checking the ongoing alerts about Egyptian Chemical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Egyptian Chemical help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Egyptian Chemical's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Egyptian Chemical's stock performance include:- Analyzing Egyptian Chemical'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 Chemical's stock is overvalued or undervalued compared to its peers.
- Examining Egyptian Chemical'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 Chemical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Egyptian Chemical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Egyptian Chemical's stock. These opinions can provide insight into Egyptian Chemical's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Egyptian Stock analysis
When running Egyptian Chemical's price analysis, check to measure Egyptian Chemical'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 Chemical is operating at the current time. Most of Egyptian Chemical's value examination focuses on studying past and present price action to predict the probability of Egyptian Chemical'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 Chemical's price. Additionally, you may evaluate how the addition of Egyptian Chemical to your portfolios can decrease your overall portfolio volatility.
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