International (Egypt) Performance
| ICID Stock | 3.50 0.02 0.57% |
The company retains a Market Volatility (i.e., Beta) of 0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, International's returns are expected to increase less than the market. However, during the bear market, the loss of holding International is expected to be smaller as well. At this point, International Co For has a negative expected return of -0.32%. Please make sure to check out International's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if International Co For performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days International Co For has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's technical and fundamental indicators remain nearly stable which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
International |
International Relative Risk vs. Return Landscape
If you would invest 421.00 in International Co For on September 19, 2024 and sell it today you would lose (71.00) from holding International Co For or give up 16.86% of portfolio value over 90 days. International Co For is generating negative expected returns and assumes 3.0793% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than International, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
International Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for International's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as International Co For, and traders can use it to determine the average amount a International'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 = -0.1026
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| Negative Returns | ICID |
Estimated Market Risk
| 3.08 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.32 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average International 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 International by adding International to a well-diversified portfolio.
Things to note about International Co For performance evaluation
Checking the ongoing alerts about International for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for International Co For help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| International Co For generated a negative expected return over the last 90 days | |
| International Co For has high historical volatility and very poor performance |
- Analyzing International'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 International's stock is overvalued or undervalued compared to its peers.
- Examining International'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 International's management team can have a significant impact on its success or failure. Reviewing the track record and experience of International's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of International's stock. These opinions can provide insight into International's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for International Stock analysis
When running International's price analysis, check to measure International'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 International is operating at the current time. Most of International's value examination focuses on studying past and present price action to predict the probability of International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move International's price. Additionally, you may evaluate how the addition of International to your portfolios can decrease your overall portfolio volatility.
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