Alleghany Buy Hold or Sell Recommendation

Y -- USA Stock  

USD 684.73  4.79  0.70%

Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Alleghany Corporation is 'Strong 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
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

For the selected time horizon Alleghany Corporation has a risk adjusted performance of 0.1469, jensen alpha of 0.212, total risk alpha of 0.2297, sortino ratio of 0.2347 and treynor ratio of 0.3273
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 121.14K, 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 Trading Alerts and Improvement Suggestions

ALLEGHANY CP has accumulated about 2.05B in cash with (399.11M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 141.97.
Over 84.0% of the company outstanding shares are owned by institutional investors

Alleghany current analysts recommendations

Target Median Price722.50
Target Mean Price722.50
Recommendation Mean2.00
Target High Price745.00
Number Of Analyst Opinions2
Target Low Price700.00

Alleghany Returns Distribution Density

Mean Return0.21Value At Risk1.35
Potential Upside1.65Standard Deviation1.01
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Blackrock IncCommon Shares1.5 M944.3 M
Vanguard Group IncCommon Shares1.3 M809.2 M
Boston PartnersCommon Shares844.7 K517.3 M
Franklin Resources IncCommon Shares646.7 K396.1 M
First Eagle Investment Management LlcCommon Shares644.5 K394.7 M
State Street CorpCommon Shares552.3 K338.2 M
Victory Capital Management IncCommon Shares444.2 K272 M

Alleghany Greeks

α
Alpha over DOW
=0.21
β
Beta against DOW=0.61
σ
Overall volatility
=0.99
Ir
Information ratio =0.22

Alleghany Volatility Alert

Alleghany Corporation has low volatility with Treynor Ratio of 0.33, Maximum Drawdown of 3.56 and kurtosis of -0.69. However, we advice all investors to further analyze Alleghany Corporation to make certain all market information is desiminated and is consistent with the current expectations about Alleghany upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare Alleghany to competition

Alleghany Fundamental Vs Peers

FundamentalsAlleghanyPeer Average
Return On Equity3.92% (0.31)%
Return On Asset1.18% (0.14)%
Profit Margin4.04% (1.27)%
Operating Margin7.90% (5.51)%
Current Valuation9.89B16.62B
Shares Outstanding14.44M571.82M
Shares Owned by Insiders4.26% 10.09%
Shares Owned by Institutions84.46% 39.21%
Number of Shares Shorted121.14K4.71M
Price to Earning32.73X28.72X
Price to Book1.19X9.51X
Price to Sales1.29X11.42X
Revenue7.62B9.43B
Gross Profit1.75B27.38B
EBITDA602.12M3.9B
Net Income308.19M570.98M
Cash and Equivalents2.05B2.7B
Cash per Share141.97X5.01X
Total Debt1.68B5.32B
Debt to Equity19.90% 48.70%
Current Ratio1.94X2.16X
Book Value Per Share570.09X1.93K
Cash Flow from Operations(399.11M)971.22M
Short Ratio1.43X4.00X
Earnings Per Share20.77X3.12X
Price to Earnings To Growth1.97X4.89X
Number of Employees9.3K18.84K
Beta0.72-0.15
Market Capitalization9.82B19.03B
Total Asset22.84B29.47B
Retained Earnings5.01B9.33B
Z Score3.08.72
   Exercise or conversion by Raymond Wong of 518 shares of Alleghany subject to Rule 16b-3 [view details]

Alleghany Market Momentum

Search macroaxis.com