Dana Incorporated (Germany) Buy or Sell Recommendation

Macroaxis provides Dana Incorporated buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Dana Incorporated positions. The advice algorithm takes into account all of Dana Incorporated available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Dana Incorporated buy-and-hold prospective. Check also Dana Incorporated Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Dana Incorporated -- Germany Stock  

EUR 26.57  0.81  2.96%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Dana Incorporated is 'Strong Hold'.
For the selected time horizon Dana Incorporated has a risk adjusted performance of 0.0718, jensen alpha of 0.109, total risk alpha of (0.44), sortino ratio of (0.003263) and treynor ratio of 0.4502
Macroaxis buy, hold, or sell recommendation module can be used to complement current analysts and expert consensus on Dana Incorporated. Our buy, hold, or sell suggestion engine makes use of analyzes the corporation potential to grow using all fundamental data market data available at the time. To make sure Dana Incorporated is not overpriced, please confirm all Dana Incorporated fundamentals including its Shares Owned by Institutions, Price to Book and the relationship between Shares Owned by Insiders and Price to Earning .

Returns Distribution Density

Mean Return0.21Value At Risk1.5
Potential Upside2.71Standard Deviation1.59
 Return Density 
      Distribution 

Dana Incorporated Greeks

α
Alpha over DOW
=0.11
βBeta against DOW=0.44
σ
Overall volatility
=1.56
 IrInformation ratio =0.0024

Dana Incorporated Volatility Alert

Dana Incorporated has relatively low volatility with skewness of 0.84 and kurtosis of 1.44. However, we advise all investors to independently investigate Dana Incorporated 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 Dana Incorporated to competition
FundamentalsDana IncorporatedPeer Average
Return On Equity66.64 % (15.17) %
Return On Asset6.15 % (15.64) %
Profit Margin10.8 % (5.5) %
Operating Margin7.85 % (10.91) %
Current Valuation5.25 B152.14 B
Shares Owned by Insiders0.4 % 6.91 %
Shares Owned by Institutions107.9 % 18.37 %
Price to Earning5.84 times40.69 times
Price to Book3.56 times14.44 times
Price to Sales0.64 times17.81 times
Revenue6.37 B9.85 B
EBITDA704 M1.41 B
Net Income686 M517.71 M
Cash and Equivalents604 M3.89 B
Cash per Share4.18 times5.17 times
Total Debt1.87 B7.36 B
Debt to Equity147.1 % 0.72 %
Current Ratio1.75 times3.3 times
Book Value Per Share7.74 times13.64 times
Cash Flow from Operations424 M1.25 B
Earnings Per Share4.71 times2.3 times
Number of Employees2210.67 K
Beta1.880.34
Market Capitalization4.06 B29.78 B
Z Score1.2708.73
Last Dividend Paid0.24
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0718
Market Risk Adjusted Performance0.4602
Mean Deviation1.14
Semi Deviation0.9218
Downside Deviation1.17
Coefficient Of Variation773.51
Standard Deviation1.59
Variance2.54
Information Ratio(0.002387)
Jensen Alpha0.109
Total Risk Alpha(0.44)
Sortino Ratio(0.003263)
Treynor Ratio0.4502
Maximum Drawdown5.86
Value At Risk(1.5)
Potential Upside2.71
Downside Variance1.36
Semi Variance0.8497
Expected Short fall(1.57)
Skewness0.8427
Kurtosis1.44