|Y -- USA Stock|| |
USD 638.73 1.32 0.21%
Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Alleghany Corporation is 'Strong Buy'
. 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 current analyst consensus.
For the selected time horizon Alleghany Corporation has a risk adjusted performance of 0.1375, jensen alpha of 0.1631, total risk alpha of 0.0462, sortino ratio of 0.1434 and treynor ratio of 0.4266
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 178.59 K, 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 Thematic Classifications
Returns Distribution Density
|Mean Return||0.22||Value At Risk||1|
|Potential Upside||2.12||Standard Deviation||0.92|
|Security Type||Shares||Value||Blackrock Inc||Common Shares||1.5 M||861.3 M||Vanguard Group Inc||Common Shares||1.3 M||747.6 M||Boston Partners||Common Shares||814.6 K||468.4 M||Franklin Resources Inc||Common Shares||671.2 K||385.9 M||First Eagle Investment Management Llc||Common Shares||666.9 K||383.4 M||State Street Corp||Common Shares||539.5 K||310.1 M||Victory Capital Management Inc||Common Shares||516 K||296.7 M|
Alleghany Volatility Alert
Alleghany Corporation exhibits relatively low volatility with skewness of 0.75 and kurtosis of 0.71. However, we advice investors to further investigate Alleghany Corporation to make sure all market statistics is disseminated and is consistent with investors' estimations about Alleghany upside potential.
Alleghany Fundamental Vs Peers
| ||Acquisition or disposition of Alleghany securities by Jefferson Kirby [view details]|
See also Alleghany Analyst Recommendation
to compare Macroaxis Buy or Sell Recommendation with current analyst consensus. Please also try Pair Correlation
module to compare performance and examine historical correlation between any two equity instruments.