Ibnsina Pharma (Egypt) Performance
| ISPH Stock | 6.90 0.30 4.55% |
Ibnsina Pharma holds a performance score of 22 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -0.73, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ibnsina Pharma are expected to decrease at a much lower rate. During the bear market, Ibnsina Pharma is likely to outperform the market. Use Ibnsina Pharma total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to analyze future returns on Ibnsina Pharma.
Risk-Adjusted Performance
22 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Ibnsina Pharma are ranked lower than 22 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Ibnsina Pharma reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Ibnsina |
Ibnsina Pharma Relative Risk vs. Return Landscape
If you would invest 370.00 in Ibnsina Pharma on September 19, 2024 and sell it today you would earn a total of 320.00 from holding Ibnsina Pharma or generate 86.49% return on investment over 90 days. Ibnsina Pharma is generating 1.3324% of daily returns and assumes 4.6852% volatility on return distribution over the 90 days horizon. Simply put, 41% of stocks are less volatile than Ibnsina, and 74% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Ibnsina Pharma Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ibnsina Pharma's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ibnsina Pharma, and traders can use it to determine the average amount a Ibnsina Pharma'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 = 0.2844
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Estimated Market Risk
| 4.69 actual daily | 41 59% of assets are more volatile |
Expected Return
| 1.33 actual daily | 26 74% of assets have higher returns |
Risk-Adjusted Return
| 0.28 actual daily | 22 78% of assets perform better |
Based on monthly moving average Ibnsina Pharma is performing at about 22% 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 Ibnsina Pharma by adding it to a well-diversified portfolio.
Things to note about Ibnsina Pharma performance evaluation
Checking the ongoing alerts about Ibnsina Pharma for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ibnsina Pharma help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Ibnsina Pharma appears to be risky and price may revert if volatility continues |
- Analyzing Ibnsina Pharma'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 Ibnsina Pharma's stock is overvalued or undervalued compared to its peers.
- Examining Ibnsina Pharma'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 Ibnsina Pharma's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ibnsina Pharma's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Ibnsina Pharma's stock. These opinions can provide insight into Ibnsina Pharma's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Ibnsina Stock analysis
When running Ibnsina Pharma's price analysis, check to measure Ibnsina Pharma'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 Ibnsina Pharma is operating at the current time. Most of Ibnsina Pharma's value examination focuses on studying past and present price action to predict the probability of Ibnsina Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ibnsina Pharma's price. Additionally, you may evaluate how the addition of Ibnsina Pharma to your portfolios can decrease your overall portfolio volatility.
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