Misr Chemical (Egypt) Performance
| MICH Stock | 29.18 0.18 0.62% |
The company secures a Beta (Market Risk) of 0.53, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Misr Chemical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Misr Chemical is expected to be smaller as well. At this point, Misr Chemical Industries has a negative expected return of -0.014%. Please make sure to verify Misr Chemical's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Misr Chemical Industries 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 Misr Chemical Industries has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, Misr Chemical is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Misr |
Misr Chemical Relative Risk vs. Return Landscape
If you would invest 3,003 in Misr Chemical Industries on September 16, 2024 and sell it today you would lose (85.00) from holding Misr Chemical Industries or give up 2.83% of portfolio value over 90 days. Misr Chemical Industries is generating negative expected returns and assumes 2.7829% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than Misr, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Misr Chemical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Misr Chemical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Misr Chemical Industries, and traders can use it to determine the average amount a Misr Chemical'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 = -0.005
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MICH |
Estimated Market Risk
| 2.78 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Misr Chemical 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 Misr Chemical by adding Misr Chemical to a well-diversified portfolio.
Things to note about Misr Chemical Industries performance evaluation
Checking the ongoing alerts about Misr Chemical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Misr Chemical Industries help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Misr Chemical generated a negative expected return over the last 90 days |
- Analyzing Misr Chemical'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 Misr Chemical's stock is overvalued or undervalued compared to its peers.
- Examining Misr Chemical'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 Misr Chemical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Misr Chemical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Misr Chemical's stock. These opinions can provide insight into Misr Chemical's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Misr Stock analysis
When running Misr Chemical's price analysis, check to measure Misr Chemical'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 Misr Chemical is operating at the current time. Most of Misr Chemical's value examination focuses on studying past and present price action to predict the probability of Misr Chemical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Misr Chemical's price. Additionally, you may evaluate how the addition of Misr Chemical to your portfolios can decrease your overall portfolio volatility.
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals |