Export Development (Egypt) Performance
| EXPA Stock | 19.21 0.18 0.95% |
On a scale of 0 to 100, Export Development holds a performance score of 10. The firm shows a Beta (market volatility) of 0.0459, which means not very significant fluctuations relative to the market. As returns on the market increase, Export Development's returns are expected to increase less than the market. However, during the bear market, the loss of holding Export Development is expected to be smaller as well. Please check Export Development's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Export Development's price patterns will revert.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Export Development Bank are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Export Development reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Export |
Export Development Relative Risk vs. Return Landscape
If you would invest 1,705 in Export Development Bank on January 15, 2025 and sell it today you would earn a total of 216.00 from holding Export Development Bank or generate 12.67% return on investment over 90 days. Export Development Bank is generating 0.2638% of daily returns and assumes 2.0213% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than Export, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Export Development Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Export Development's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Export Development Bank, and traders can use it to determine the average amount a Export Development'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 = 0.1305
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | EXPA | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.02 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.26 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Export Development is performing at about 10% 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 Export Development by adding it to a well-diversified portfolio.
Things to note about Export Development Bank performance evaluation
Checking the ongoing alerts about Export Development for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Export Development Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Export Development's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Export Development's stock performance include:- Analyzing Export Development'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 Export Development's stock is overvalued or undervalued compared to its peers.
- Examining Export Development'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 Export Development's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Export Development's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Export Development's stock. These opinions can provide insight into Export Development's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Export Stock analysis
When running Export Development's price analysis, check to measure Export Development'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 Export Development is operating at the current time. Most of Export Development's value examination focuses on studying past and present price action to predict the probability of Export Development's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Export Development's price. Additionally, you may evaluate how the addition of Export Development to your portfolios can decrease your overall portfolio volatility.
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device |