Nozha International (Egypt) Performance
| NINH Stock | 8.48 0.36 4.43% |
On a scale of 0 to 100, Nozha International holds a performance score of 6. The company secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nozha International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nozha International is expected to be smaller as well. Please check Nozha International's downside variance, expected short fall, and the relationship between the potential upside and semi variance , to make a quick decision on whether Nozha International's current price movements will revert.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Nozha International Hospital are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite nearly weak technical and fundamental indicators, Nozha International reported solid returns over the last few months and may actually be approaching a breakup point. ...more
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Nozha International Relative Risk vs. Return Landscape
If you would invest 750.00 in Nozha International Hospital on October 24, 2024 and sell it today you would earn a total of 98.00 from holding Nozha International Hospital or generate 13.07% return on investment over 90 days. Nozha International Hospital is generating 0.3285% of daily returns and assumes 4.0314% volatility on return distribution over the 90 days horizon. Simply put, 35% of stocks are less volatile than Nozha, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Nozha International Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nozha International's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Nozha International Hospital, and traders can use it to determine the average amount a Nozha International'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 = 0.0815
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Estimated Market Risk
| 4.03 actual daily | 35 65% of assets are more volatile |
Expected Return
| 0.33 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Nozha International is performing at about 6% 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 Nozha International by adding it to a well-diversified portfolio.
Things to note about Nozha International performance evaluation
Checking the ongoing alerts about Nozha International for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Nozha International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Nozha International had very high historical volatility over the last 90 days |
- Analyzing Nozha International'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 Nozha International's stock is overvalued or undervalued compared to its peers.
- Examining Nozha International'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 Nozha International's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Nozha International's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Nozha International's stock. These opinions can provide insight into Nozha International's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Nozha Stock analysis
When running Nozha International's price analysis, check to measure Nozha International'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 Nozha International is operating at the current time. Most of Nozha International's value examination focuses on studying past and present price action to predict the probability of Nozha International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nozha International's price. Additionally, you may evaluate how the addition of Nozha International to your portfolios can decrease your overall portfolio volatility.
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