Mohandes Insurance (Egypt) Performance
| MOIN Stock | 23.28 0.00 0.00% |
On a scale of 0 to 100, Mohandes Insurance holds a performance score of 4. The company secures a Beta (Market Risk) of 0.46, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mohandes Insurance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mohandes Insurance is expected to be smaller as well. Please check Mohandes Insurance's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether Mohandes Insurance's current price movements will revert.
Risk-Adjusted Performance
Insignificant
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Compared to the overall equity markets, risk-adjusted returns on investments in Mohandes Insurance are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Mohandes Insurance reported solid returns over the last few months and may actually be approaching a breakup point. ...more
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Mohandes Insurance Relative Risk vs. Return Landscape
If you would invest 2,156 in Mohandes Insurance on November 28, 2024 and sell it today you would earn a total of 172.00 from holding Mohandes Insurance or generate 7.98% return on investment over 90 days. Mohandes Insurance is generating 0.2146% of daily returns and assumes 3.4929% volatility on return distribution over the 90 days horizon. Simply put, 31% of stocks are less volatile than Mohandes, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Mohandes Insurance Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mohandes Insurance's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Mohandes Insurance, and traders can use it to determine the average amount a Mohandes Insurance'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 = 0.0614
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Estimated Market Risk
| 3.49 actual daily | 31 69% of assets are more volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Mohandes Insurance is performing at about 4% 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 Mohandes Insurance by adding it to a well-diversified portfolio.
Things to note about Mohandes Insurance performance evaluation
Checking the ongoing alerts about Mohandes Insurance for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Mohandes Insurance help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Mohandes Insurance had very high historical volatility over the last 90 days |
- Analyzing Mohandes Insurance'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 Mohandes Insurance's stock is overvalued or undervalued compared to its peers.
- Examining Mohandes Insurance'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 Mohandes Insurance's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Mohandes Insurance's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Mohandes Insurance's stock. These opinions can provide insight into Mohandes Insurance's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Mohandes Stock analysis
When running Mohandes Insurance's price analysis, check to measure Mohandes Insurance'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 Mohandes Insurance is operating at the current time. Most of Mohandes Insurance's value examination focuses on studying past and present price action to predict the probability of Mohandes Insurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mohandes Insurance's price. Additionally, you may evaluate how the addition of Mohandes Insurance to your portfolios can decrease your overall portfolio volatility.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities |