Grand Investment (Egypt) Performance
| GRCA Stock | 9.46 0.34 3.73% |
The company retains a Market Volatility (i.e., Beta) of 0.77, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Grand Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grand Investment is expected to be smaller as well. At this point, Grand Investment Capital has a negative expected return of -0.34%. Please make sure to check out Grand Investment's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Grand Investment Capital 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 Grand Investment Capital has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's technical and fundamental indicators remain nearly stable which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
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Grand Investment Relative Risk vs. Return Landscape
If you would invest 1,154 in Grand Investment Capital on September 14, 2024 and sell it today you would lose (208.00) from holding Grand Investment Capital or give up 18.02% of portfolio value over 90 days. Grand Investment Capital is generating negative expected returns and assumes 3.0559% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than Grand, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Grand Investment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grand Investment's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Grand Investment Capital, and traders can use it to determine the average amount a Grand Investment'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 = -0.11
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| Negative Returns | GRCA |
Estimated Market Risk
| 3.06 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.34 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Grand Investment 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 Grand Investment by adding Grand Investment to a well-diversified portfolio.
Things to note about Grand Investment Capital performance evaluation
Checking the ongoing alerts about Grand Investment for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Grand Investment Capital help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Grand Investment generated a negative expected return over the last 90 days | |
| Grand Investment has high historical volatility and very poor performance |
- Analyzing Grand Investment'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 Grand Investment's stock is overvalued or undervalued compared to its peers.
- Examining Grand Investment'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 Grand Investment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Grand Investment's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Grand Investment's stock. These opinions can provide insight into Grand Investment's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Grand Stock analysis
When running Grand Investment's price analysis, check to measure Grand Investment'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 Grand Investment is operating at the current time. Most of Grand Investment's value examination focuses on studying past and present price action to predict the probability of Grand Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grand Investment's price. Additionally, you may evaluate how the addition of Grand Investment to your portfolios can decrease your overall portfolio volatility.
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