Iron (Egypt) Performance
| ISMQ Stock | 4.22 0.03 0.71% |
The company retains a Market Volatility (i.e., Beta) of 0.0095, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Iron's returns are expected to increase less than the market. However, during the bear market, the loss of holding Iron is expected to be smaller as well. At this point, Iron And Steel has a negative expected return of -0.17%. Please make sure to check out Iron's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Iron And Steel performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Iron And Steel has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's technical and fundamental indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
Iron |
Iron Relative Risk vs. Return Landscape
If you would invest 465.00 in Iron And Steel on September 18, 2024 and sell it today you would lose (43.00) from holding Iron And Steel or give up 9.25% of portfolio value over 90 days. Iron And Steel is generating negative expected returns and assumes 2.2165% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Iron, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Iron Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iron's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Iron And Steel, and traders can use it to determine the average amount a Iron'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 = -0.0751
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ISMQ |
Estimated Market Risk
| 2.22 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.17 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Iron is not performing at its full potential. However, 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 Iron by adding Iron to a well-diversified portfolio.
Things to note about Iron And Steel performance evaluation
Checking the ongoing alerts about Iron for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Iron And Steel help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Iron And Steel generated a negative expected return over the last 90 days |
- Analyzing Iron'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 Iron's stock is overvalued or undervalued compared to its peers.
- Examining Iron'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 Iron's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Iron's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Iron's stock. These opinions can provide insight into Iron's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Iron Stock analysis
When running Iron's price analysis, check to measure Iron'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 Iron is operating at the current time. Most of Iron's value examination focuses on studying past and present price action to predict the probability of Iron's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Iron's price. Additionally, you may evaluate how the addition of Iron to your portfolios can decrease your overall portfolio volatility.
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Stocks Directory Find actively traded stocks across global markets | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world |