Penske Automotive Group Stock Z Score

PAG Stock

USD 155.63 2.18 1.42%

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Check out Penske Automotive Piotroski F Score and Penske Automotive Valuation analysis.

At this time, Penske Automotive's Capital Lease Obligations is most likely to increase significantly in the upcoming years. The Penske Automotive's current Long Term Debt To Capitalization is estimated to increase to 0.34, while Net Invested Capital is projected to decrease to roughly 6.9 B. At this time, Penske Automotive's Other Operating Expenses is most likely to increase significantly in the upcoming years. The Penske Automotive's current Operating Income is estimated to increase to about 1.3 B, while Interest Expense is projected to decrease to roughly 88 M.

Penske Automotive Group Company Z Score Analysis

Penske Automotive's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..

Z Score

Sum Of

5 Factors

More About Z Score | All Equity Analysis

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

Penske Z Score Driver Correlations

Understanding the fundamental principles of building solid financial models for Penske Automotive is extremely important. It helps to project a fair market value of Penske Stock properly, considering its historical fundamentals such as Z Score. Since Penske Automotive's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Penske Automotive's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Penske Automotive's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Retained Earnings	Accounts Payable	Net Receivables	Total Liab	Total Current Assets	Short Term Debt	Intangible Assets	Common Stock	Long Term Debt	Property Plant Equipment	Good Will	Current Deferred Revenue	Net Tangible Assets	Long Term Debt Total	Capital Surpluse	Deferred Long Term Liab	Long Term Investments	Short Long Term Debt	Cash And Equivalents	Net Invested Capital	Net Working Capital
Total Assets		0.97	0.66	0.95	0.68	0.9	0.99	0.71	0.1	0.37	0.38	0.62	0.83	0.85	0.55	0.84	0.7	-0.91	0.92	0.85	0.89	0.71	0.29	-0.41
Total Stockholder Equity	0.97		0.51	0.99	0.74	0.81	0.93	0.58	-0.08	0.23	0.32	0.43	0.85	0.84	0.46	0.94	0.53	-0.96	0.98	0.83	0.94	0.83	0.25	-0.38
Net Debt	0.66	0.51		0.48	-0.07	0.64	0.72	0.82	0.76	0.74	0.63	0.87	0.61	0.74	0.76	0.29	0.77	-0.47	0.42	0.71	0.36	0.28	-0.16	-0.6
Retained Earnings	0.95	0.99	0.48		0.75	0.76	0.91	0.52	-0.14	0.15	0.32	0.4	0.84	0.85	0.45	0.97	0.52	-0.98	0.99	0.85	0.97	0.85	0.25	-0.39
Accounts Payable	0.68	0.74	-0.07	0.75		0.63	0.64	0.22	-0.58	-0.22	-0.15	0.05	0.44	0.39	-0.03	0.76	0.27	-0.69	0.78	0.42	0.81	0.59	0.68	0.11
Net Receivables	0.9	0.81	0.64	0.76	0.63		0.92	0.82	0.26	0.4	0.15	0.75	0.65	0.68	0.39	0.59	0.8	-0.68	0.74	0.67	0.74	0.48	0.36	-0.1
Total Liab	0.99	0.93	0.72	0.91	0.64	0.92		0.75	0.17	0.43	0.39	0.69	0.8	0.84	0.58	0.77	0.76	-0.86	0.88	0.84	0.86	0.64	0.3	-0.41
Total Current Assets	0.71	0.58	0.82	0.52	0.22	0.82	0.75		0.6	0.56	0.32	0.86	0.56	0.75	0.48	0.32	0.82	-0.46	0.47	0.68	0.44	0.4	0.26	-0.23
Short Term Debt	0.1	-0.08	0.76	-0.14	-0.58	0.26	0.17	0.6		0.73	0.4	0.72	0.13	0.22	0.49	-0.34	0.51	0.16	-0.21	0.18	-0.26	-0.26	-0.43	-0.26
Intangible Assets	0.37	0.23	0.74	0.15	-0.22	0.4	0.43	0.56	0.73		0.75	0.68	0.54	0.37	0.87	0.0	0.54	-0.11	0.1	0.37	0.02	-0.08	-0.26	-0.56
Common Stock	0.38	0.32	0.63	0.32	-0.15	0.15	0.39	0.32	0.4	0.75		0.43	0.61	0.54	0.92	0.27	0.38	-0.34	0.27	0.56	0.19	0.19	-0.24	-0.81
Long Term Debt	0.62	0.43	0.87	0.4	0.05	0.75	0.69	0.86	0.72	0.68	0.43		0.48	0.62	0.63	0.16	0.96	-0.35	0.33	0.65	0.37	0.15	0.07	-0.23
Property Plant Equipment	0.83	0.85	0.61	0.84	0.44	0.65	0.8	0.56	0.13	0.54	0.61	0.48		0.82	0.74	0.79	0.51	-0.84	0.81	0.82	0.77	0.73	-0.06	-0.56
Good Will	0.85	0.84	0.74	0.85	0.39	0.68	0.84	0.75	0.22	0.37	0.54	0.62	0.82		0.64	0.76	0.67	-0.85	0.8	0.96	0.77	0.81	0.16	-0.56
Current Deferred Revenue	0.55	0.46	0.76	0.45	-0.03	0.39	0.58	0.48	0.49	0.87	0.92	0.63	0.74	0.64		0.35	0.58	-0.45	0.39	0.66	0.34	0.24	-0.22	-0.79
Net Tangible Assets	0.84	0.94	0.29	0.97	0.76	0.59	0.77	0.32	-0.34	0.0	0.27	0.16	0.79	0.76	0.35		0.3	-0.96	0.97	0.77	0.94	0.9	0.21	-0.39
Long Term Debt Total	0.7	0.53	0.77	0.52	0.27	0.8	0.76	0.82	0.51	0.54	0.38	0.96	0.51	0.67	0.58	0.3		-0.48	0.46	0.72	0.53	0.26	0.26	-0.18
Capital Surpluse	-0.91	-0.96	-0.47	-0.98	-0.69	-0.68	-0.86	-0.46	0.16	-0.11	-0.34	-0.35	-0.84	-0.85	-0.45	-0.96	-0.48		-0.98	-0.86	-0.96	-0.88	-0.18	0.44
Deferred Long Term Liab	0.92	0.98	0.42	0.99	0.78	0.74	0.88	0.47	-0.21	0.1	0.27	0.33	0.81	0.8	0.39	0.97	0.46	-0.98		0.8	0.96	0.84	0.27	-0.38
Long Term Investments	0.85	0.83	0.71	0.85	0.42	0.67	0.84	0.68	0.18	0.37	0.56	0.65	0.82	0.96	0.66	0.77	0.72	-0.86	0.8		0.82	0.79	0.16	-0.55
Short Long Term Debt	0.89	0.94	0.36	0.97	0.81	0.74	0.86	0.44	-0.26	0.02	0.19	0.37	0.77	0.77	0.34	0.94	0.53	-0.96	0.96	0.82		0.83	0.33	-0.23
Cash And Equivalents	0.71	0.83	0.28	0.85	0.59	0.48	0.64	0.4	-0.26	-0.08	0.19	0.15	0.73	0.81	0.24	0.9	0.26	-0.88	0.84	0.79	0.83		0.2	-0.31
Net Invested Capital	0.29	0.25	-0.16	0.25	0.68	0.36	0.3	0.26	-0.43	-0.26	-0.24	0.07	-0.06	0.16	-0.22	0.21	0.26	-0.18	0.27	0.16	0.33	0.2		0.26
Net Working Capital	-0.41	-0.38	-0.6	-0.39	0.11	-0.1	-0.41	-0.23	-0.26	-0.56	-0.81	-0.23	-0.56	-0.56	-0.79	-0.39	-0.18	0.44	-0.38	-0.55	-0.23	-0.31	0.26

Click cells to compare fundamentals

To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.

Competition

Predict Penske Automotive

Based on the company's disclosures, Penske Automotive Group has a Z Score of 0.0. This is 100.0% lower than that of the Specialty Retail sector and 100.0% lower than that of the Consumer Discretionary industry. The z score for all United States stocks is 100.0% higher than that of the company.

Penske Automotive Current Valuation Drivers

We derive many important indicators used in calculating different scores of Penske Automotive from analyzing Penske Automotive's financial statements. These drivers represent accounts that assess Penske Automotive's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Penske Automotive's important valuation drivers and their relationship over time.

	2019	2020	2021	2022	2023	2024 (projected)
Market Cap	4.1B	4.8B	8.6B	8.6B	10.9B	11.5B
Enterprise Value	12.8B	11.9B	14.9B	15.4B	14.9B	8.3B

Penske Automotive Institutional Holders

Institutional Holdings refers to the ownership stake in Penske Automotive that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Penske Automotive's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Penske Automotive's value.

		Shares
American Century Companies Inc	2023-12-31	326.3 K
Geode Capital Management, Llc	2023-12-31	303.3 K
Amvescap Plc.	2023-12-31	269.8 K
Bank Of New York Mellon Corp	2023-12-31	253.3 K
Bruni J V & Co	2023-12-31	218.1 K
Private Management Group Inc	2023-12-31	217.4 K
Norges Bank	2023-12-31	192.2 K
Horizon Asset Management Inc/ny	2023-12-31	189.5 K
T. Rowe Price Associates, Inc.	2023-12-31	188.9 K
Dimensional Fund Advisors, Inc.	2023-12-31	2 M
Vanguard Group Inc	2023-12-31	2 M

Penske Fundamentals

	Return On Equity	0.24
	Return On Asset	0.0584
	Profit Margin	0.04 %
	Operating Margin	0.04 %
	Current Valuation	18.18 B
	Shares Outstanding	67.05 M
	Shares Owned By Insiders	21.06 %
	Shares Owned By Institutions	77.28 %
	Number Of Shares Shorted	2.59 M
	Price To Earning	6.11 X
	Price To Book	2.13 X
	Price To Sales	0.34 X
	Revenue	29.53 B
	Gross Profit	4.84 B
	EBITDA	1.4 B
	Net Income	1.05 B
	Cash And Equivalents	106.5 M
	Cash Per Share	1.25 X
	Total Debt	4.05 B
	Debt To Equity	1.60 %
	Current Ratio	0.98 X
	Book Value Per Share	70.42 X
	Cash Flow From Operations	433.9 M
	Short Ratio	13.11 X
	Earnings Per Share	15.50 X
	Price To Earnings To Growth	2.08 X
	Target Price	166.65
	Number Of Employees	28 K
	Beta	1.21
	Market Capitalization	10.43 B
	Total Asset	16.4 B
	Retained Earnings	4.99 B
	Working Capital	21.8 M
	Current Asset	4.41 B
	Current Liabilities	4.29 B
	Annual Yield	0.02 %
	Five Year Return	2.58 %
	Net Asset	16.4 B
	Last Dividend Paid	3.04

About Penske Automotive Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Penske Automotive Group's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Penske Automotive using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Penske Automotive Group based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

Penske Automotive Investors Sentiment

The influence of Penske Automotive's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Penske. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.

Investor biases related to Penske Automotive's public news can be used to forecast risks associated with an investment in Penske. The trend in average sentiment can be used to explain how an investor holding Penske can time the market purely based on public headlines and social activities around Penske Automotive Group. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.

Penske Automotive's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Penske Automotive's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Penske Automotive's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Penske Automotive.

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Penske Automotive in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Penske Automotive's short interest history, or implied volatility extrapolated from Penske Automotive options trading.

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When determining whether Penske Automotive is a strong investment it is important to analyze Penske Automotive's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Penske Automotive's future performance. For an informed investment choice regarding Penske Stock, refer to the following important reports:

How To Invest In Penske

Details

Is Penske Stock a good investment?

Details

What is Penske Automotive's Net Worth?

Details

Largest Automotive Retail Companies

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Largest Consumer Discretionary Distribution & Retail Companies

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Check out Penske Automotive Piotroski F Score and Penske Automotive Valuation analysis.

Note that the Penske Automotive information on this page should be used as a complementary analysis to other Penske Automotive's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.

Complementary Tools for Penske Stock analysis

When running Penske Automotive's price analysis, check to measure Penske Automotive'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 Penske Automotive is operating at the current time. Most of Penske Automotive's value examination focuses on studying past and present price action to predict the probability of Penske Automotive's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Penske Automotive's price. Additionally, you may evaluate how the addition of Penske Automotive to your portfolios can decrease your overall portfolio volatility.

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Is Penske Automotive's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Penske Automotive. If investors know Penske will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Penske Automotive listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.

Quarterly Earnings Growth

(0.33)

Dividend Share

3.04

Earnings Share

15.5

Revenue Per Share

434.457

Quarterly Revenue Growth

0.037

The market value of Penske Automotive is measured differently than its book value, which is the value of Penske that is recorded on the company's balance sheet. Investors also form their own opinion of Penske Automotive's value that differs from its market value or its book value, called intrinsic value, which is Penske Automotive's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Penske Automotive's market value can be influenced by many factors that don't directly affect Penske Automotive's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.

Please note, there is a significant difference between Penske Automotive's value and its price as these two are different measures arrived at by different means. Investors typically determine if Penske Automotive is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Penske Automotive's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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Penske Automotive Group Stock Z Score

Penske Automotive Group Company Z Score Analysis

Z Score

Sum Of

5 Factors

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

Penske Z Score Driver Correlations

Penske Automotive Current Valuation Drivers

Penske Automotive Institutional Holders

Penske Fundamentals

About Penske Automotive Fundamental Analysis

Penske Automotive Investors Sentiment

Becoming a Better Investor with Macroaxis

Build Optimal Portfolios

Align your risk with return expectations

Complementary Tools for Penske Stock analysis

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