Housing Development (Egypt) Performance
| HDBK Stock | 52.57 0.09 0.17% |
On a scale of 0 to 100, Housing Development holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Housing Development's returns are expected to increase less than the market. However, during the bear market, the loss of holding Housing Development is expected to be smaller as well. Please check Housing Development's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Housing Development's current trending patterns will revert.
Risk-Adjusted Performance
10 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Housing Development Bank are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Housing Development reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Housing |
Housing Development Relative Risk vs. Return Landscape
If you would invest 4,522 in Housing Development Bank on September 15, 2024 and sell it today you would earn a total of 735.00 from holding Housing Development Bank or generate 16.25% return on investment over 90 days. Housing Development Bank is generating 0.3084% of daily returns and assumes 2.2573% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than Housing, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Housing Development Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Housing Development's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Housing Development Bank, and traders can use it to determine the average amount a Housing Development'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 = 0.1366
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Estimated Market Risk
| 2.26 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.31 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Housing Development is performing at about 10% 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 Housing Development by adding it to a well-diversified portfolio.
Things to note about Housing Development Bank performance evaluation
Checking the ongoing alerts about Housing Development for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Housing Development Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Housing Development's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Housing Development's stock performance include:- Analyzing Housing Development'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 Housing Development's stock is overvalued or undervalued compared to its peers.
- Examining Housing Development'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 Housing Development's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Housing Development's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Housing Development's stock. These opinions can provide insight into Housing Development's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Housing Stock analysis
When running Housing Development's price analysis, check to measure Housing Development'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 Housing Development is operating at the current time. Most of Housing Development's value examination focuses on studying past and present price action to predict the probability of Housing Development's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Housing Development's price. Additionally, you may evaluate how the addition of Housing Development to your portfolios can decrease your overall portfolio volatility.
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