El Ahli (Egypt) Performance
| AFDI Stock | 31.23 0.05 0.16% |
El Ahli has a performance score of 2 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.4, which means possible diversification benefits within a given portfolio. As returns on the market increase, El Ahli's returns are expected to increase less than the market. However, during the bear market, the loss of holding El Ahli is expected to be smaller as well. El Ahli Investment at this time owns a risk of 2.5%. Please confirm El Ahli Investment market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if El Ahli Investment will be following its current price history.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in El Ahli Investment are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable technical and fundamental indicators, El Ahli is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
AFDI |
El Ahli Relative Risk vs. Return Landscape
If you would invest 3,032 in El Ahli Investment on September 1, 2024 and sell it today you would earn a total of 91.00 from holding El Ahli Investment or generate 3.0% return on investment over 90 days. El Ahli Investment is generating 0.0862% of daily returns and assumes 2.504% volatility on return distribution over the 90 days horizon. Simply put, 22% of stocks are less volatile than AFDI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
El Ahli Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for El Ahli's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as El Ahli Investment, and traders can use it to determine the average amount a El Ahli'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 = 0.0344
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| Cash | Small Risk | AFDI | High Risk | Huge Risk |
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Estimated Market Risk
| 2.5 actual daily | 22 78% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average El Ahli is performing at about 2% 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 El Ahli by adding it to a well-diversified portfolio.
Things to note about El Ahli Investment performance evaluation
Checking the ongoing alerts about El Ahli for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for El Ahli Investment help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating El Ahli's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate El Ahli's stock performance include:- Analyzing El Ahli'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 El Ahli's stock is overvalued or undervalued compared to its peers.
- Examining El Ahli'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 El Ahli's management team can have a significant impact on its success or failure. Reviewing the track record and experience of El Ahli's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of El Ahli's stock. These opinions can provide insight into El Ahli's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for AFDI Stock analysis
When running El Ahli's price analysis, check to measure El Ahli'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 El Ahli is operating at the current time. Most of El Ahli's value examination focuses on studying past and present price action to predict the probability of El Ahli's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move El Ahli's price. Additionally, you may evaluate how the addition of El Ahli to your portfolios can decrease your overall portfolio volatility.
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