AJWA For (Egypt) Performance
| AJWA Stock | 68.12 0.84 1.22% |
The firm shows a Beta (market volatility) of -0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AJWA For are expected to decrease at a much lower rate. During the bear market, AJWA For is likely to outperform the market. At this point, AJWA for Food has a negative expected return of -0.0613%. Please make sure to confirm AJWA For's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if AJWA for Food performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days AJWA for Food has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, AJWA For is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
AJWA |
AJWA For Relative Risk vs. Return Landscape
If you would invest 7,228 in AJWA for Food on August 27, 2024 and sell it today you would lose (416.00) from holding AJWA for Food or give up 5.76% of portfolio value over 90 days. AJWA for Food is generating negative expected returns and assumes 3.3435% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than AJWA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
AJWA For Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AJWA For's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as AJWA for Food, and traders can use it to determine the average amount a AJWA For'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 = -0.0183
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| Negative Returns | AJWA |
Estimated Market Risk
| 3.34 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AJWA For 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 AJWA For by adding AJWA For to a well-diversified portfolio.
Things to note about AJWA for Food performance evaluation
Checking the ongoing alerts about AJWA For for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for AJWA for Food help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| AJWA for Food generated a negative expected return over the last 90 days | |
| AJWA for Food has high historical volatility and very poor performance |
- Analyzing AJWA For'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 AJWA For's stock is overvalued or undervalued compared to its peers.
- Examining AJWA For'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 AJWA For's management team can have a significant impact on its success or failure. Reviewing the track record and experience of AJWA For's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of AJWA For's stock. These opinions can provide insight into AJWA For's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for AJWA Stock analysis
When running AJWA For's price analysis, check to measure AJWA For'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 AJWA For is operating at the current time. Most of AJWA For's value examination focuses on studying past and present price action to predict the probability of AJWA For's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AJWA For's price. Additionally, you may evaluate how the addition of AJWA For to your portfolios can decrease your overall portfolio volatility.
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