Egyptian Transport (Egypt) Performance
| ETRS Stock | 4.85 0.01 0.21% |
The firm shows a Beta (market volatility) of 0.0217, which means not very significant fluctuations relative to the market. As returns on the market increase, Egyptian Transport's returns are expected to increase less than the market. However, during the bear market, the loss of holding Egyptian Transport is expected to be smaller as well. At this point, Egyptian Transport has a negative expected return of -0.23%. Please make sure to confirm Egyptian Transport's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Egyptian Transport 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 Egyptian Transport 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 April 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
Egyptian |
Egyptian Transport Relative Risk vs. Return Landscape
If you would invest 553.00 in Egyptian Transport on December 23, 2024 and sell it today you would lose (68.00) from holding Egyptian Transport or give up 12.3% of portfolio value over 90 days. Egyptian Transport is generating negative expected returns and assumes 2.4785% volatility on return distribution over the 90 days horizon. Simply put, 22% of stocks are less volatile than Egyptian, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Egyptian Transport Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Egyptian Transport's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Egyptian Transport, and traders can use it to determine the average amount a Egyptian Transport'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 = -0.0913
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| Negative Returns | ETRS |
Estimated Market Risk
| 2.48 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Egyptian Transport 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 Egyptian Transport by adding Egyptian Transport to a well-diversified portfolio.
Things to note about Egyptian Transport performance evaluation
Checking the ongoing alerts about Egyptian Transport for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Egyptian Transport help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Egyptian Transport generated a negative expected return over the last 90 days |
- Analyzing Egyptian Transport'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 Transport's stock is overvalued or undervalued compared to its peers.
- Examining Egyptian Transport'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 Transport's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Egyptian Transport's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Egyptian Transport's stock. These opinions can provide insight into Egyptian Transport's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Egyptian Stock analysis
When running Egyptian Transport's price analysis, check to measure Egyptian Transport'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 Transport is operating at the current time. Most of Egyptian Transport's value examination focuses on studying past and present price action to predict the probability of Egyptian Transport'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 Transport's price. Additionally, you may evaluate how the addition of Egyptian Transport to your portfolios can decrease your overall portfolio volatility.
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