Egyptian Chemical (Egypt) Performance
| EGCH Stock | 8.03 0.02 0.25% |
The firm shows a Beta (market volatility) of -0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Egyptian Chemical are expected to decrease at a much lower rate. During the bear market, Egyptian Chemical is likely to outperform the market. At this point, Egyptian Chemical has a negative expected return of -0.0597%. Please make sure to confirm Egyptian Chemical's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Egyptian Chemical 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 Egyptian Chemical Industries has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, Egyptian Chemical is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Egyptian |
Egyptian Chemical Relative Risk vs. Return Landscape
If you would invest 834.00 in Egyptian Chemical Industries on November 1, 2024 and sell it today you would lose (31.00) from holding Egyptian Chemical Industries or give up 3.72% of portfolio value over 90 days. Egyptian Chemical Industries is generating negative expected returns and assumes 1.8956% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Egyptian, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Egyptian Chemical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Egyptian Chemical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Egyptian Chemical Industries, and traders can use it to determine the average amount a Egyptian Chemical'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 = -0.0315
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| Negative Returns | EGCH |
Estimated Market Risk
| 1.9 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Egyptian Chemical 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 Egyptian Chemical by adding Egyptian Chemical to a well-diversified portfolio.
Things to note about Egyptian Chemical performance evaluation
Checking the ongoing alerts about Egyptian Chemical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Egyptian Chemical help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Egyptian Chemical generated a negative expected return over the last 90 days |
- Analyzing Egyptian Chemical'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 Egyptian Chemical's stock is overvalued or undervalued compared to its peers.
- Examining Egyptian Chemical'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 Egyptian Chemical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Egyptian Chemical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Egyptian Chemical's stock. These opinions can provide insight into Egyptian Chemical's potential for growth and whether the stock is currently undervalued or overvalued.
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When running Egyptian Chemical's price analysis, check to measure Egyptian Chemical'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 Egyptian Chemical is operating at the current time. Most of Egyptian Chemical's value examination focuses on studying past and present price action to predict the probability of Egyptian Chemical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Egyptian Chemical's price. Additionally, you may evaluate how the addition of Egyptian Chemical to your portfolios can decrease your overall portfolio volatility.
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