Juhayna Food (Egypt) Performance
| JUFO Stock | 30.30 0.95 3.04% |
On a scale of 0 to 100, Juhayna Food holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of -0.0602, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Juhayna Food are expected to decrease at a much lower rate. During the bear market, Juhayna Food is likely to outperform the market. Please check Juhayna Food's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Juhayna Food's current trending patterns will revert.
Risk-Adjusted Performance
9 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Juhayna Food Industries are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Juhayna Food reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Juhayna |
Juhayna Food Relative Risk vs. Return Landscape
If you would invest 2,486 in Juhayna Food Industries on September 17, 2024 and sell it today you would earn a total of 639.00 from holding Juhayna Food Industries or generate 25.7% return on investment over 90 days. Juhayna Food Industries is generating 0.5476% of daily returns and assumes 4.7596% volatility on return distribution over the 90 days horizon. Simply put, 42% of stocks are less volatile than Juhayna, and 90% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Juhayna Food Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Juhayna Food's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Juhayna Food Industries, and traders can use it to determine the average amount a Juhayna Food'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 = 0.115
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Estimated Market Risk
| 4.76 actual daily | 42 58% of assets are more volatile |
Expected Return
| 0.55 actual daily | 10 90% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Juhayna Food is performing at about 9% 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 Juhayna Food by adding it to a well-diversified portfolio.
Things to note about Juhayna Food Industries performance evaluation
Checking the ongoing alerts about Juhayna Food for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Juhayna Food Industries help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Juhayna Food appears to be risky and price may revert if volatility continues |
- Analyzing Juhayna Food'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 Juhayna Food's stock is overvalued or undervalued compared to its peers.
- Examining Juhayna Food'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 Juhayna Food's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Juhayna Food's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Juhayna Food's stock. These opinions can provide insight into Juhayna Food's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Juhayna Stock analysis
When running Juhayna Food's price analysis, check to measure Juhayna Food'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 Juhayna Food is operating at the current time. Most of Juhayna Food's value examination focuses on studying past and present price action to predict the probability of Juhayna Food's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Juhayna Food's price. Additionally, you may evaluate how the addition of Juhayna Food to your portfolios can decrease your overall portfolio volatility.
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