Telecom Egypt (Egypt) Performance
| ETEL Stock | 33.00 0.22 0.67% |
Telecom Egypt has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Telecom Egypt's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telecom Egypt is expected to be smaller as well. Telecom Egypt right now has a risk of 2.09%. Please validate Telecom Egypt jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Telecom Egypt will be following its existing price patterns.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Telecom Egypt are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable technical and fundamental indicators, Telecom Egypt is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Telecom |
Telecom Egypt Relative Risk vs. Return Landscape
If you would invest 3,207 in Telecom Egypt on September 2, 2024 and sell it today you would earn a total of 93.00 from holding Telecom Egypt or generate 2.9% return on investment over 90 days. Telecom Egypt is generating 0.0754% of daily returns and assumes 2.0931% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than Telecom, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Telecom Egypt Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telecom Egypt's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Telecom Egypt, and traders can use it to determine the average amount a Telecom Egypt'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 = 0.036
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Estimated Market Risk
| 2.09 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average Telecom Egypt is performing at about 2% 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 Telecom Egypt by adding it to a well-diversified portfolio.
Things to note about Telecom Egypt performance evaluation
Checking the ongoing alerts about Telecom Egypt for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Telecom Egypt help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Telecom Egypt's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Telecom Egypt's stock performance include:- Analyzing Telecom Egypt'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 Telecom Egypt's stock is overvalued or undervalued compared to its peers.
- Examining Telecom Egypt'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 Telecom Egypt's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Telecom Egypt's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Telecom Egypt's stock. These opinions can provide insight into Telecom Egypt's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Telecom Stock analysis
When running Telecom Egypt's price analysis, check to measure Telecom Egypt'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 Telecom Egypt is operating at the current time. Most of Telecom Egypt's value examination focuses on studying past and present price action to predict the probability of Telecom Egypt's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Telecom Egypt's price. Additionally, you may evaluate how the addition of Telecom Egypt to your portfolios can decrease your overall portfolio volatility.
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