Saudi Egyptian (Egypt) Performance
| SEIG Stock | 62.94 1.57 2.43% |
The entity has a beta of 0.09, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Saudi Egyptian's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saudi Egyptian is expected to be smaller as well. Saudi Egyptian Investment right now has a risk of 4.67%. Please validate Saudi Egyptian treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to decide if Saudi Egyptian will be following its existing price patterns.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Saudi Egyptian Investment has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, Saudi Egyptian is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Saudi |
Saudi Egyptian Relative Risk vs. Return Landscape
If you would invest 6,482 in Saudi Egyptian Investment on December 26, 2024 and sell it today you would lose (188.00) from holding Saudi Egyptian Investment or give up 2.9% of portfolio value over 90 days. Saudi Egyptian Investment is generating 0.0393% of daily returns and assumes 4.6666% volatility on return distribution over the 90 days horizon. Simply put, 41% of stocks are less volatile than Saudi, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Saudi Egyptian Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saudi Egyptian's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Saudi Egyptian Investment, and traders can use it to determine the average amount a Saudi Egyptian'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 = 0.0084
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SEIG |
Estimated Market Risk
| 4.67 actual daily | 41 59% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Saudi Egyptian 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 Saudi Egyptian by adding Saudi Egyptian to a well-diversified portfolio.
Things to note about Saudi Egyptian Investment performance evaluation
Checking the ongoing alerts about Saudi Egyptian for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Saudi Egyptian Investment help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Saudi Egyptian had very high historical volatility over the last 90 days |
- Analyzing Saudi Egyptian'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 Saudi Egyptian's stock is overvalued or undervalued compared to its peers.
- Examining Saudi Egyptian'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 Saudi Egyptian's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Saudi Egyptian's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Saudi Egyptian's stock. These opinions can provide insight into Saudi Egyptian's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Saudi Stock analysis
When running Saudi Egyptian's price analysis, check to measure Saudi Egyptian'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 Saudi Egyptian is operating at the current time. Most of Saudi Egyptian's value examination focuses on studying past and present price action to predict the probability of Saudi Egyptian's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Saudi Egyptian's price. Additionally, you may evaluate how the addition of Saudi Egyptian to your portfolios can decrease your overall portfolio volatility.
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