Golden Textiles (Egypt) Performance
| GTWL Stock | 25.27 1.16 4.39% |
The company retains a Market Volatility (i.e., Beta) of -1.24, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Golden Textiles are expected to decrease by larger amounts. On the other hand, during market turmoil, Golden Textiles is expected to outperform it. Golden Textiles Clothes right now retains a risk of 3.87%. Please check out Golden Textiles jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Golden Textiles will be following its current trending patterns.
Risk-Adjusted Performance
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Over the last 90 days Golden Textiles Clothes has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, Golden Textiles is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
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Golden Textiles Relative Risk vs. Return Landscape
If you would invest 2,563 in Golden Textiles Clothes on September 2, 2024 and sell it today you would lose (36.00) from holding Golden Textiles Clothes or give up 1.4% of portfolio value over 90 days. Golden Textiles Clothes is generating 0.0435% of daily returns and assumes 3.8672% volatility on return distribution over the 90 days horizon. Simply put, 34% of stocks are less volatile than Golden, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Golden Textiles Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Golden Textiles' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Golden Textiles Clothes, and traders can use it to determine the average amount a Golden Textiles' 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 = 0.0112
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| Negative Returns | GTWL |
Estimated Market Risk
| 3.87 actual daily | 34 66% of assets are more volatile |
Expected Return
| 0.04 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 Golden Textiles 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 Golden Textiles by adding Golden Textiles to a well-diversified portfolio.
Things to note about Golden Textiles Clothes performance evaluation
Checking the ongoing alerts about Golden Textiles for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Golden Textiles Clothes help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Golden Textiles had very high historical volatility over the last 90 days |
- Analyzing Golden Textiles' 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 Golden Textiles' stock is overvalued or undervalued compared to its peers.
- Examining Golden Textiles' 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 Golden Textiles' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Golden Textiles' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Golden Textiles' stock. These opinions can provide insight into Golden Textiles' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Golden Stock analysis
When running Golden Textiles' price analysis, check to measure Golden Textiles' 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 Golden Textiles is operating at the current time. Most of Golden Textiles' value examination focuses on studying past and present price action to predict the probability of Golden Textiles' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Golden Textiles' price. Additionally, you may evaluate how the addition of Golden Textiles to your portfolios can decrease your overall portfolio volatility.
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