Faisal Islamic (Egypt) Performance
| FAIT Stock | 39.09 0.09 0.23% |
On a scale of 0 to 100, Faisal Islamic holds a performance score of 12. The firm shows a Beta (market volatility) of -0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Faisal Islamic are expected to decrease at a much lower rate. During the bear market, Faisal Islamic is likely to outperform the market. Please check Faisal Islamic's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Faisal Islamic's price patterns will revert.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Faisal Islamic Bank are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Faisal Islamic reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Faisal |
Faisal Islamic Relative Risk vs. Return Landscape
If you would invest 3,097 in Faisal Islamic Bank on September 15, 2024 and sell it today you would earn a total of 812.00 from holding Faisal Islamic Bank or generate 26.22% return on investment over 90 days. Faisal Islamic Bank is generating 0.4824% of daily returns and assumes 2.9834% volatility on return distribution over the 90 days horizon. Simply put, 26% of stocks are less volatile than Faisal, and 91% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Faisal Islamic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Faisal Islamic's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Faisal Islamic Bank, and traders can use it to determine the average amount a Faisal Islamic'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 = 0.1617
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Estimated Market Risk
| 2.98 actual daily | 26 74% of assets are more volatile |
Expected Return
| 0.48 actual daily | 9 91% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Faisal Islamic is performing at about 12% 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 Faisal Islamic by adding it to a well-diversified portfolio.
Things to note about Faisal Islamic Bank performance evaluation
Checking the ongoing alerts about Faisal Islamic for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Faisal Islamic Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Faisal Islamic's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Faisal Islamic's stock performance include:- Analyzing Faisal Islamic'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 Faisal Islamic's stock is overvalued or undervalued compared to its peers.
- Examining Faisal Islamic'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 Faisal Islamic's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Faisal Islamic's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Faisal Islamic's stock. These opinions can provide insight into Faisal Islamic's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Faisal Stock analysis
When running Faisal Islamic's price analysis, check to measure Faisal Islamic'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 Faisal Islamic is operating at the current time. Most of Faisal Islamic's value examination focuses on studying past and present price action to predict the probability of Faisal Islamic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Faisal Islamic's price. Additionally, you may evaluate how the addition of Faisal Islamic to your portfolios can decrease your overall portfolio volatility.
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