Memphis Pharmaceuticals (Egypt) Performance
| MPCI Stock | 51.35 0.45 0.88% |
The company secures a Beta (Market Risk) of 0.1, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Memphis Pharmaceuticals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Memphis Pharmaceuticals is expected to be smaller as well. At this point, Memphis Pharmaceuticals has a negative expected return of -0.21%. Please make sure to verify Memphis Pharmaceuticals' value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Memphis Pharmaceuticals 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 Memphis Pharmaceuticals 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 February 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
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Memphis Pharmaceuticals Relative Risk vs. Return Landscape
If you would invest 5,953 in Memphis Pharmaceuticals on October 12, 2024 and sell it today you would lose (818.00) from holding Memphis Pharmaceuticals or give up 13.74% of portfolio value over 90 days. Memphis Pharmaceuticals is generating negative expected returns and assumes 4.1971% volatility on return distribution over the 90 days horizon. Simply put, 37% of stocks are less volatile than Memphis, and 99% 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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Memphis Pharmaceuticals Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Memphis Pharmaceuticals' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Memphis Pharmaceuticals, and traders can use it to determine the average amount a Memphis Pharmaceuticals' 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 = -0.0506
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| Negative Returns | MPCI |
Estimated Market Risk
| 4.2 actual daily | 37 63% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Memphis Pharmaceuticals 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 Memphis Pharmaceuticals by adding Memphis Pharmaceuticals to a well-diversified portfolio.
Things to note about Memphis Pharmaceuticals performance evaluation
Checking the ongoing alerts about Memphis Pharmaceuticals for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Memphis Pharmaceuticals help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Memphis Pharmaceuticals generated a negative expected return over the last 90 days | |
| Memphis Pharmaceuticals has high historical volatility and very poor performance |
- Analyzing Memphis Pharmaceuticals' 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 Memphis Pharmaceuticals' stock is overvalued or undervalued compared to its peers.
- Examining Memphis Pharmaceuticals' 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 Memphis Pharmaceuticals' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Memphis Pharmaceuticals' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Memphis Pharmaceuticals' stock. These opinions can provide insight into Memphis Pharmaceuticals' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Memphis Stock analysis
When running Memphis Pharmaceuticals' price analysis, check to measure Memphis Pharmaceuticals' 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 Memphis Pharmaceuticals is operating at the current time. Most of Memphis Pharmaceuticals' value examination focuses on studying past and present price action to predict the probability of Memphis Pharmaceuticals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Memphis Pharmaceuticals' price. Additionally, you may evaluate how the addition of Memphis Pharmaceuticals to your portfolios can decrease your overall portfolio volatility.
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |