First Machinery (China) Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
First Machinery -- China Stock  

CNY 13.84  0.16  1.14%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding First Machinery is 'Strong Hold'.
For the selected time horizon First Machinery has a risk adjusted performance of 0.0105, jensen alpha of (0.097016), total risk alpha of (0.62), sortino ratio of (0.11) and treynor ratio of 0.0034
This buy or sell advice tool can be used to cross verify current analyst consensus on First Machinery and to analyze the company potential to grow in the current economic cycle. Please be advised to confirm First Machinery Market Capitalization to validate our buy or sell recommendation.

Returns Distribution Density

Mean Return0.01Value At Risk-1.7391
Potential Upside2.298Standard Deviation1.1454
 Return Density 
      Distribution 

First Machinery Greeks

α
Alpha over DOW
=(0.097016) 
βBeta against DOW= 0.81 
σ
Overall volatility
= 0.00 
 IrInformation ratio =(0.11) 

First Machinery Volatility Alert

First Machinery has relatively low volatility with skewness of 0.48 and kurtosis of 0.16. However, we advise all investors to independently investigate First Machinery 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 First Machinery to competition
FundamentalsFirst MachineryPeer Average
Number of Employees1410.67 K
Market Capitalization23.65 B29.78 B
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0105
Market Risk Adjusted Performance0.0134
Mean Deviation0.8372
Semi Deviation0.9727
Downside Deviation1.13
Coefficient Of Variation8986.83
Standard Deviation1.15
Variance1.31
Information Ratio(0.11)
Jensen Alpha(0.097016)
Total Risk Alpha(0.62)
Sortino Ratio(0.11)
Treynor Ratio0.0034
Maximum Drawdown3.0
Value At Risk(1.74)
Potential Upside2.3
Downside Variance1.28
Semi Variance0.9461
Expected Short fall(1.04)
Skewness0.4809
Kurtosis0.1589