Al Baraka (Egypt) Performance
| SAUD Stock | 13.13 0.07 0.53% |
On a scale of 0 to 100, Al Baraka holds a performance score of 13. The firm owns a Beta (Systematic Risk) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Al Baraka's returns are expected to increase less than the market. However, during the bear market, the loss of holding Al Baraka is expected to be smaller as well. Please check Al Baraka's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Al Baraka's current price history will revert.
Risk-Adjusted Performance
13 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Al Baraka Bank are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Al Baraka reported solid returns over the last few months and may actually be approaching a breakup point. ...more
SAUD |
Al Baraka Relative Risk vs. Return Landscape
If you would invest 1,118 in Al Baraka Bank on September 3, 2024 and sell it today you would earn a total of 195.00 from holding Al Baraka Bank or generate 17.44% return on investment over 90 days. Al Baraka Bank is generating 0.3288% of daily returns and assumes 1.9858% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than SAUD, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Al Baraka Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Al Baraka's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Al Baraka Bank, and traders can use it to determine the average amount a Al Baraka'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 = 0.1656
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Estimated Market Risk
| 1.99 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.33 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Al Baraka is performing at about 13% 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 Al Baraka by adding it to a well-diversified portfolio.
Things to note about Al Baraka Bank performance evaluation
Checking the ongoing alerts about Al Baraka for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Al Baraka Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Al Baraka's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Al Baraka's stock performance include:- Analyzing Al Baraka'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 Al Baraka's stock is overvalued or undervalued compared to its peers.
- Examining Al Baraka'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 Al Baraka's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Al Baraka's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Al Baraka's stock. These opinions can provide insight into Al Baraka's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SAUD Stock analysis
When running Al Baraka's price analysis, check to measure Al Baraka'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 Al Baraka is operating at the current time. Most of Al Baraka's value examination focuses on studying past and present price action to predict the probability of Al Baraka's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Al Baraka's price. Additionally, you may evaluate how the addition of Al Baraka to your portfolios can decrease your overall portfolio volatility.
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