Alleghany Buy Hold or Sell Recommendation

Y -- USA Stock  

USD 645.11  3.73  0.57%

Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Alleghany Corporation is 'Hold'. Macroaxis provides Alleghany buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Y positions. The advice algorithm takes into account all of Alleghany available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Y buy-and-hold prospective. See also Alleghany Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool.

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Sell AlleghanyBuy Alleghany
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Analyst Consensus

Piotroski F Score

Financial Leverage

For the selected time horizon Alleghany Corporation has a risk adjusted performance of 0.1522, jensen alpha of 0.0965, total risk alpha of 0.0464, sortino ratio of 0.0213 and treynor ratio of (1.89)
Macroaxis provides buy, hold, or sell suggestion on Alleghany to complement and cross-verify current analyst consensus on Alleghany Corporation. Our buy, hold, or sell recommendation engine determines the organization potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Alleghany is not overpriced, please confirm all Alleghany fundamentals including its Cash and Equivalents, Cash Flow from Operations and the relationship between Gross Profit and Debt to Equity . Given that Alleghany has Number of Shares Shorted of 166.64K, we suggest you validate Alleghany Corporation market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Alleghany Returns Distribution Density

Mean Return0.10Value At Risk1.7
Potential Upside1.79Standard Deviation1.17
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Blackrock IncCommon Shares1.5 M947.7 M
Boston PartnersCommon Shares902.2 K562.4 M
Victory Capital Management IncCommon Shares498.2 K310.5 M
Kiltearn Partners LlpCommon Shares134.6 K83.9 M
Pnc Financial Services Group IncCommon Shares83.4 K52 M
California Public Employees Retirement SystemCommon Shares80.8 K50.4 M
Marathon Asset Management LlpCommon Shares76.1 K47.5 M

Alleghany Greeks

α
Alpha over DOW
=0.1
β
Beta against DOW=0.05
σ
Overall volatility
=1.15
Ir
Information ratio =0.0185

Alleghany Volatility Alert

Alleghany Corporation has relatively low volatility with skewness of 0.76 and kurtosis of 1.86. However, we advise all investors to independently investigate Alleghany Corporation to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare Alleghany to competition

Alleghany Fundamental Vs Peers

FundamentalsAlleghanyPeer Average
Return On Equity10.77% (15.17)%
Return On Asset2.98% (15.64)%
Profit Margin12.34% (5.50)%
Operating Margin18.44% (10.91)%
Current Valuation10.21B152.14B
Shares Outstanding14.84M1.43B
Shares Owned by Insiders4.15% 6.91%
Shares Owned by Institutions84.72% 18.37%
Number of Shares Shorted166.64K3.24M
Price to Earning10.78X40.69X
Price to Book1.11X14.44X
Price to Sales1.30X17.81X
Revenue7.33B9.85B
Gross Profit1.15B21.75B
EBITDA1.35B1.41B
Net Income904.89M517.71M
Cash and Equivalents1.34B3.89B
Cash per Share90.15X5.17X
Total Debt1.58B7.36B
Debt to Equity18.10% 0.72%
Current Ratio1.68X3.30X
Book Value Per Share576.14X13.64X
Cash Flow from Operations721.63M1.25B
Short Ratio2.46X2.09X
Earnings Per Share59.42X2.30X
Price to Earnings To Growth4.95X1.22X
Number of Employees4.4K10.67K
Beta0.730.34
Market Capitalization9.5B29.78B
Total Asset22.84B126.86B
Retained Earnings5.01B38.24B
Z Score3.6708.73
   Alleghany exotic insider transaction detected [view details]

Alleghany Alerts

Trading Alerts and Improvement Suggestions

Over 85.0% of the company outstanding shares are owned by institutional investors

Latest Analysts View

Alleghany Current Analysts Recommendations

Target Median Price675.00
Target Mean Price675.00
Recommendation Mean2.00
Target High Price675.00
Number Of Analyst Opinions1
Target Low Price675.00
See also Alleghany Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
Search macroaxis.com