Export Development (Egypt) Technical Analysis
| EXPA Stock | 15.84 0.11 0.69% |
Export Development Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Export, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ExportExport |
Export Development 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Export Development's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Export Development.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Export Development on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Export Development Bank or generate 0.0% return on investment in Export Development over 90 days.
Export Development Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Export Development's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Export Development Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.0066 | |||
| Maximum Drawdown | 13.73 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 3.59 |
Export Development Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Export Development's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Export Development's standard deviation. In reality, there are many statistical measures that can use Export Development historical prices to predict the future Export Development's volatility.| Risk Adjusted Performance | 0.0256 | |||
| Jensen Alpha | 0.0444 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0074 | |||
| Treynor Ratio | 0.3008 |
Export Development February 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0256 | |||
| Market Risk Adjusted Performance | 0.3108 | |||
| Mean Deviation | 1.7 | |||
| Semi Deviation | 1.98 | |||
| Downside Deviation | 2.05 | |||
| Coefficient Of Variation | 3857.91 | |||
| Standard Deviation | 2.32 | |||
| Variance | 5.4 | |||
| Information Ratio | 0.0066 | |||
| Jensen Alpha | 0.0444 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0074 | |||
| Treynor Ratio | 0.3008 | |||
| Maximum Drawdown | 13.73 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 3.59 | |||
| Downside Variance | 4.22 | |||
| Semi Variance | 3.92 | |||
| Expected Short fall | (2.00) | |||
| Skewness | 0.5761 | |||
| Kurtosis | 1.85 |
Export Development Bank Backtested Returns
Export Development Bank secures Sharpe Ratio (or Efficiency) of -0.028, which denotes the company had a -0.028 % return per unit of risk over the last 3 months. Export Development Bank exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Export Development's Coefficient Of Variation of 3857.91, mean deviation of 1.7, and Downside Deviation of 2.05 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, Export Development's returns are expected to increase less than the market. However, during the bear market, the loss of holding Export Development is expected to be smaller as well. At this point, Export Development Bank has a negative expected return of -0.0605%. Please make sure to confirm Export Development's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Export Development Bank performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.04 |
Virtually no predictability
Export Development Bank has virtually no predictability. Overlapping area represents the amount of predictability between Export Development time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Export Development Bank price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Export Development price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Export Development technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Export Development Bank Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Export Development Bank volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Export Development February 2, 2026 Technical Indicators
Most technical analysis of Export help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Export from various momentum indicators to cycle indicators. When you analyze Export charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0256 | |||
| Market Risk Adjusted Performance | 0.3108 | |||
| Mean Deviation | 1.7 | |||
| Semi Deviation | 1.98 | |||
| Downside Deviation | 2.05 | |||
| Coefficient Of Variation | 3857.91 | |||
| Standard Deviation | 2.32 | |||
| Variance | 5.4 | |||
| Information Ratio | 0.0066 | |||
| Jensen Alpha | 0.0444 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0074 | |||
| Treynor Ratio | 0.3008 | |||
| Maximum Drawdown | 13.73 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 3.59 | |||
| Downside Variance | 4.22 | |||
| Semi Variance | 3.92 | |||
| Expected Short fall | (2.00) | |||
| Skewness | 0.5761 | |||
| Kurtosis | 1.85 |
Export Development February 2, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Export stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.03 | ||
| Daily Balance Of Power | (0.23) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 15.86 | ||
| Day Typical Price | 15.85 | ||
| Price Action Indicator | (0.07) | ||
| Market Facilitation Index | 0.47 |
Complementary Tools for Export Stock analysis
When running Export Development's price analysis, check to measure Export Development'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 Export Development is operating at the current time. Most of Export Development's value examination focuses on studying past and present price action to predict the probability of Export Development's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Export Development's price. Additionally, you may evaluate how the addition of Export Development to your portfolios can decrease your overall portfolio volatility.
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