Egyptian Transport (Egypt) Performance
| ETRS Stock | 6.04 0.32 5.59% |
On a scale of 0 to 100, Egyptian Transport holds a performance score of 18. The firm shows a Beta (market volatility) of 0.75, which means possible diversification benefits within a given portfolio. As returns on the market increase, Egyptian Transport's returns are expected to increase less than the market. However, during the bear market, the loss of holding Egyptian Transport is expected to be smaller as well. Please check Egyptian Transport's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Egyptian Transport's price patterns will revert.
Risk-Adjusted Performance
18 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Egyptian Transport are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Egyptian Transport reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Egyptian |
Egyptian Transport Relative Risk vs. Return Landscape
If you would invest 416.00 in Egyptian Transport on September 16, 2024 and sell it today you would earn a total of 188.00 from holding Egyptian Transport or generate 45.19% return on investment over 90 days. Egyptian Transport is generating 0.7561% of daily returns and assumes 3.3055% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than Egyptian, and 85% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Egyptian Transport Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Egyptian Transport's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Egyptian Transport, and traders can use it to determine the average amount a Egyptian Transport'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 = 0.2287
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ETRS | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.31 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.76 actual daily | 15 85% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average Egyptian Transport is performing at about 18% 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 Egyptian Transport by adding it to a well-diversified portfolio.
Things to note about Egyptian Transport performance evaluation
Checking the ongoing alerts about Egyptian Transport for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Egyptian Transport help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Egyptian Transport appears to be risky and price may revert if volatility continues |
- Analyzing Egyptian Transport'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 Egyptian Transport's stock is overvalued or undervalued compared to its peers.
- Examining Egyptian Transport'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 Egyptian Transport's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Egyptian Transport's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Egyptian Transport's stock. These opinions can provide insight into Egyptian Transport's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Egyptian Stock analysis
When running Egyptian Transport's price analysis, check to measure Egyptian Transport'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 Egyptian Transport is operating at the current time. Most of Egyptian Transport's value examination focuses on studying past and present price action to predict the probability of Egyptian Transport's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Egyptian Transport's price. Additionally, you may evaluate how the addition of Egyptian Transport to your portfolios can decrease your overall portfolio volatility.
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. |