Al Khair (Egypt) Performance
| KRDI Stock | 0.54 0.02 3.57% |
The firm owns a Beta (Systematic Risk) of 0.0555, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Al Khair's returns are expected to increase less than the market. However, during the bear market, the loss of holding Al Khair is expected to be smaller as well. Al Khair River at this moment owns a risk of 2.37%. Please confirm Al Khair River standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Al Khair River will be following its current price history.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Al Khair River has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, Al Khair is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
KRDI |
Al Khair Relative Risk vs. Return Landscape
If you would invest 54.00 in Al Khair River on September 2, 2024 and sell it today you would earn a total of 0.00 from holding Al Khair River or generate 0.0% return on investment over 90 days. Al Khair River is generating 0.0271% of daily returns and assumes 2.3668% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than KRDI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Al Khair Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Al Khair's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Al Khair River, and traders can use it to determine the average amount a Al Khair'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 = 0.0115
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | KRDI |
Estimated Market Risk
| 2.37 actual daily | 21 79% of assets are more volatile |
Expected Return
| 0.03 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 Al Khair 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 Al Khair by adding Al Khair to a well-diversified portfolio.
Things to note about Al Khair River performance evaluation
Checking the ongoing alerts about Al Khair for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Al Khair River help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Al Khair River has some characteristics of a very speculative penny stock |
- Analyzing Al Khair'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 Al Khair's stock is overvalued or undervalued compared to its peers.
- Examining Al Khair'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 Al Khair's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Al Khair's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Al Khair's stock. These opinions can provide insight into Al Khair's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for KRDI Stock analysis
When running Al Khair's price analysis, check to measure Al Khair'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 Al Khair is operating at the current time. Most of Al Khair's value examination focuses on studying past and present price action to predict the probability of Al Khair's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Al Khair's price. Additionally, you may evaluate how the addition of Al Khair to your portfolios can decrease your overall portfolio volatility.
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities |