Credit Agricole (Egypt) Performance
| CIEB Stock | 21.04 0.14 0.66% |
Credit Agricole has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Credit Agricole are expected to decrease at a much lower rate. During the bear market, Credit Agricole is likely to outperform the market. Credit Agricole Egypt right now shows a risk of 1.85%. Please confirm Credit Agricole Egypt mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Credit Agricole Egypt will be following its price patterns.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Credit Agricole Egypt are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Credit Agricole may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
Credit |
Credit Agricole Relative Risk vs. Return Landscape
If you would invest 1,968 in Credit Agricole Egypt on September 17, 2024 and sell it today you would earn a total of 136.00 from holding Credit Agricole Egypt or generate 6.91% return on investment over 90 days. Credit Agricole Egypt is generating 0.1454% of daily returns and assumes 1.8545% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Credit, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Credit Agricole Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Credit Agricole's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Credit Agricole Egypt, and traders can use it to determine the average amount a Credit Agricole'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 = 0.0784
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | CIEB | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.85 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Credit Agricole 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 Credit Agricole by adding it to a well-diversified portfolio.
Things to note about Credit Agricole Egypt performance evaluation
Checking the ongoing alerts about Credit Agricole for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Credit Agricole Egypt help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Credit Agricole's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Credit Agricole's stock performance include:- Analyzing Credit Agricole'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 Credit Agricole's stock is overvalued or undervalued compared to its peers.
- Examining Credit Agricole'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 Credit Agricole's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Credit Agricole's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Credit Agricole's stock. These opinions can provide insight into Credit Agricole's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Credit Stock analysis
When running Credit Agricole's price analysis, check to measure Credit Agricole'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 Credit Agricole is operating at the current time. Most of Credit Agricole's value examination focuses on studying past and present price action to predict the probability of Credit Agricole's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Credit Agricole's price. Additionally, you may evaluate how the addition of Credit Agricole to your portfolios can decrease your overall portfolio volatility.
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital |