El Nasr (Egypt) Performance
| KABO Stock | 3.96 0.11 2.86% |
On a scale of 0 to 100, El Nasr holds a performance score of 19. The firm owns a Beta (Systematic Risk) of -0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning El Nasr are expected to decrease at a much lower rate. During the bear market, El Nasr is likely to outperform the market. Please check El Nasr's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether El Nasr's current price history will revert.
Risk-Adjusted Performance
19 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in El Nasr Clothes are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, El Nasr reported solid returns over the last few months and may actually be approaching a breakup point. ...more
KABO |
El Nasr Relative Risk vs. Return Landscape
If you would invest 263.00 in El Nasr Clothes on September 13, 2024 and sell it today you would earn a total of 133.00 from holding El Nasr Clothes or generate 50.57% return on investment over 90 days. El Nasr Clothes is generating 0.8624% of daily returns and assumes 3.4621% volatility on return distribution over the 90 days horizon. Simply put, 30% of stocks are less volatile than KABO, and 83% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
El Nasr Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for El Nasr's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as El Nasr Clothes, and traders can use it to determine the average amount a El Nasr'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 = 0.2491
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | KABO | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.46 actual daily | 30 70% of assets are more volatile |
Expected Return
| 0.86 actual daily | 17 83% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average El Nasr is performing at about 19% 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 El Nasr by adding it to a well-diversified portfolio.
Things to note about El Nasr Clothes performance evaluation
Checking the ongoing alerts about El Nasr for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for El Nasr Clothes help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| El Nasr Clothes appears to be risky and price may revert if volatility continues |
- Analyzing El Nasr'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 El Nasr's stock is overvalued or undervalued compared to its peers.
- Examining El Nasr'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 El Nasr's management team can have a significant impact on its success or failure. Reviewing the track record and experience of El Nasr's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of El Nasr's stock. These opinions can provide insight into El Nasr's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for KABO Stock analysis
When running El Nasr's price analysis, check to measure El Nasr'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 El Nasr is operating at the current time. Most of El Nasr's value examination focuses on studying past and present price action to predict the probability of El Nasr's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move El Nasr's price. Additionally, you may evaluate how the addition of El Nasr to your portfolios can decrease your overall portfolio volatility.
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency |