Alexandria New (Egypt) Performance
| AMES Stock | 18.88 0.18 0.94% |
The firm shows a Beta (market volatility) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Alexandria New are expected to decrease at a much lower rate. During the bear market, Alexandria New is likely to outperform the market. At this point, Alexandria New Medical has a negative expected return of -0.0457%. Please make sure to confirm Alexandria New's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Alexandria New Medical 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 Alexandria New Medical has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, Alexandria New is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Alexandria |
Alexandria New Relative Risk vs. Return Landscape
If you would invest 1,995 in Alexandria New Medical on October 25, 2024 and sell it today you would lose (107.00) from holding Alexandria New Medical or give up 5.36% of portfolio value over 90 days. Alexandria New Medical is generating negative expected returns and assumes 3.8073% volatility on return distribution over the 90 days horizon. Simply put, 33% of stocks are less volatile than Alexandria, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Alexandria New Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alexandria New's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Alexandria New Medical, and traders can use it to determine the average amount a Alexandria New'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 = -0.012
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| Negative Returns | AMES |
Estimated Market Risk
| 3.81 actual daily | 33 67% of assets are more volatile |
Expected Return
| -0.05 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 Alexandria New 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 Alexandria New by adding Alexandria New to a well-diversified portfolio.
Things to note about Alexandria New Medical performance evaluation
Checking the ongoing alerts about Alexandria New for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Alexandria New Medical help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Alexandria New generated a negative expected return over the last 90 days | |
| Alexandria New has high historical volatility and very poor performance |
- Analyzing Alexandria New'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 Alexandria New's stock is overvalued or undervalued compared to its peers.
- Examining Alexandria New'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 Alexandria New's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Alexandria New's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Alexandria New's stock. These opinions can provide insight into Alexandria New's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Alexandria Stock analysis
When running Alexandria New's price analysis, check to measure Alexandria New'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 Alexandria New is operating at the current time. Most of Alexandria New's value examination focuses on studying past and present price action to predict the probability of Alexandria New's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alexandria New's price. Additionally, you may evaluate how the addition of Alexandria New to your portfolios can decrease your overall portfolio volatility.
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