Ismailia Development (Egypt) Performance
| IDRE Stock | 14.51 0.62 4.46% |
The company retains a Market Volatility (i.e., Beta) of -0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ismailia Development are expected to decrease at a much lower rate. During the bear market, Ismailia Development is likely to outperform the market. At this point, Ismailia Development and has a negative expected return of -0.11%. Please make sure to check out Ismailia Development's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Ismailia Development and performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Ismailia Development and 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
Ismailia |
Ismailia Development Relative Risk vs. Return Landscape
If you would invest 1,554 in Ismailia Development and on September 15, 2024 and sell it today you would lose (103.00) from holding Ismailia Development and or give up 6.63% of portfolio value over 90 days. Ismailia Development and is generating negative expected returns and assumes 2.1943% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Ismailia, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Ismailia Development Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ismailia Development's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ismailia Development and, and traders can use it to determine the average amount a Ismailia 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 = -0.0483
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | IDRE |
Estimated Market Risk
| 2.19 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Ismailia Development 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 Ismailia Development by adding Ismailia Development to a well-diversified portfolio.
Things to note about Ismailia Development and performance evaluation
Checking the ongoing alerts about Ismailia Development for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ismailia Development and help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Ismailia Development generated a negative expected return over the last 90 days |
- Analyzing Ismailia 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 Ismailia Development's stock is overvalued or undervalued compared to its peers.
- Examining Ismailia 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 Ismailia Development's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ismailia Development's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Ismailia Development's stock. These opinions can provide insight into Ismailia Development's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Ismailia Stock analysis
When running Ismailia Development's price analysis, check to measure Ismailia 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 Ismailia Development is operating at the current time. Most of Ismailia Development's value examination focuses on studying past and present price action to predict the probability of Ismailia 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 Ismailia Development's price. Additionally, you may evaluate how the addition of Ismailia Development to your portfolios can decrease your overall portfolio volatility.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins |