Arabia Investments (Egypt) Performance
| AIND Stock | 0.50 0.01 1.96% |
The firm shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arabia Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Arabia Investments is expected to be smaller as well. At this point, Arabia Investments has a negative expected return of -0.17%. Please make sure to confirm Arabia Investments' coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Arabia Investments performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Arabia Investments Holding 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
Arabia |
Arabia Investments Relative Risk vs. Return Landscape
If you would invest 55.00 in Arabia Investments Holding on August 30, 2024 and sell it today you would lose (5.00) from holding Arabia Investments Holding or give up 9.09% of portfolio value over 90 days. Arabia Investments Holding is generating negative expected returns and assumes 1.9336% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Arabia, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Arabia Investments Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arabia Investments' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Arabia Investments Holding, and traders can use it to determine the average amount a Arabia Investments' 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 = -0.0871
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| Negative Returns | AIND |
Estimated Market Risk
| 1.93 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.17 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Arabia Investments 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 Arabia Investments by adding Arabia Investments to a well-diversified portfolio.
Things to note about Arabia Investments performance evaluation
Checking the ongoing alerts about Arabia Investments for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Arabia Investments help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Arabia Investments generated a negative expected return over the last 90 days | |
| Arabia Investments has some characteristics of a very speculative penny stock |
- Analyzing Arabia Investments' 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 Arabia Investments' stock is overvalued or undervalued compared to its peers.
- Examining Arabia Investments' 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 Arabia Investments' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arabia Investments' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Arabia Investments' stock. These opinions can provide insight into Arabia Investments' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Arabia Stock analysis
When running Arabia Investments' price analysis, check to measure Arabia Investments' 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 Arabia Investments is operating at the current time. Most of Arabia Investments' value examination focuses on studying past and present price action to predict the probability of Arabia Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arabia Investments' price. Additionally, you may evaluate how the addition of Arabia Investments to your portfolios can decrease your overall portfolio volatility.
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