Export Development (Egypt) Performance
| EXPA Stock | 17.28 0.34 1.93% |
Export Development has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.89, which means possible diversification benefits within a given portfolio. Export Development returns are very sensitive to returns on the market. As the market goes up or down, Export Development is expected to follow. Export Development Bank right now shows a risk of 2.44%. Please confirm Export Development Bank jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Export Development Bank will be following its price patterns.
Risk-Adjusted Performance
3 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Export Development Bank are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Export Development may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
Export |
Export Development Relative Risk vs. Return Landscape
If you would invest 1,660 in Export Development Bank on September 27, 2024 and sell it today you would earn a total of 68.00 from holding Export Development Bank or generate 4.1% return on investment over 90 days. Export Development Bank is generating 0.107% of daily returns and assumes 2.4415% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Export, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Export Development Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Export Development's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Export Development Bank, and traders can use it to determine the average amount a Export Development'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 = 0.0438
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| Cash | Small Risk | EXPA | High Risk | Huge Risk |
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Estimated Market Risk
| 2.44 actual daily | 21 79% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average Export Development is performing at about 3% 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 Export Development by adding it to a well-diversified portfolio.
Things to note about Export Development Bank performance evaluation
Checking the ongoing alerts about Export Development for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Export Development Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Export Development's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Export Development's stock performance include:- Analyzing Export Development'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 Export Development's stock is overvalued or undervalued compared to its peers.
- Examining Export Development'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 Export Development's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Export Development's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Export Development's stock. These opinions can provide insight into Export Development's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Export Stock analysis
When running Export Development's price analysis, check to measure Export Development'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 Export Development is operating at the current time. Most of Export Development's value examination focuses on studying past and present price action to predict the probability of Export Development's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Export Development's price. Additionally, you may evaluate how the addition of Export Development to your portfolios can decrease your overall portfolio volatility.
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