Faisal Islamic (Egypt) Performance
| FAIT Stock | 35.03 0.31 0.89% |
The firm shows a Beta (market volatility) of -0.45, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Faisal Islamic are expected to decrease at a much lower rate. During the bear market, Faisal Islamic is likely to outperform the market. At this point, Faisal Islamic Bank has a negative expected return of -0.15%. Please make sure to confirm Faisal Islamic's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Faisal Islamic Bank 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 Faisal Islamic Bank has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's technical and fundamental indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
Faisal |
Faisal Islamic Relative Risk vs. Return Landscape
If you would invest 3,801 in Faisal Islamic Bank on December 21, 2024 and sell it today you would lose (298.00) from holding Faisal Islamic Bank or give up 7.84% of portfolio value over 90 days. Faisal Islamic Bank is generating negative expected returns and assumes 1.3835% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Faisal, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Faisal Islamic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Faisal Islamic's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Faisal Islamic Bank, and traders can use it to determine the average amount a Faisal Islamic'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 = -0.1109
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FAIT |
Estimated Market Risk
| 1.38 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Faisal Islamic 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 Faisal Islamic by adding Faisal Islamic to a well-diversified portfolio.
Things to note about Faisal Islamic Bank performance evaluation
Checking the ongoing alerts about Faisal Islamic for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Faisal Islamic Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Faisal Islamic Bank generated a negative expected return over the last 90 days |
- Analyzing Faisal Islamic'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 Faisal Islamic's stock is overvalued or undervalued compared to its peers.
- Examining Faisal Islamic'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 Faisal Islamic's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Faisal Islamic's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Faisal Islamic's stock. These opinions can provide insight into Faisal Islamic's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Faisal Stock analysis
When running Faisal Islamic's price analysis, check to measure Faisal Islamic'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 Faisal Islamic is operating at the current time. Most of Faisal Islamic's value examination focuses on studying past and present price action to predict the probability of Faisal Islamic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Faisal Islamic's price. Additionally, you may evaluate how the addition of Faisal Islamic to your portfolios can decrease your overall portfolio volatility.
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