Amgen Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Amgen Inc -- USA Stock  

USD 188.01  1.27  0.67%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Amgen Inc is 'Strong Hold'.
For the selected time horizon Amgen Inc has a risk adjusted performance of 0.1818, jensen alpha of 0.1121, total risk alpha of (0.089895), sortino ratio of 0.2431 and treynor ratio of 0.3381
Macroaxis provides buy, hold, or sell suggestion on Amgen Inc to complement and cross-verify current analyst consensus on Amgen Inc. 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 Amgen is not overpriced, please confirm all Amgen Inc fundamentals including its EBITDA, Cash Flow from Operations and the relationship between Price to Book and Total Debt . Given that Amgen Inc has Price to Earning of 16.98 times, we suggest you validate Amgen Inc 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.

Returns Distribution Density

Mean Return0.33Value At Risk0.56
Potential Upside1.78Standard Deviation0.83
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Schwab Charles Investment Management IncCommon Shares3.3 M574.7 M
Bank Of MontrealCommon Shares2.6 M454.3 M
National Pension ServiceCommon Shares583.7 K101.5 M
Gateway Investment Advisers LlcCommon Shares410.9 K71.5 M
Nisa Investment Advisors LlcCommon Shares319.1 K55.5 M
Gulf International Bank Uk LtdCommon Shares232.6 K40.4 M
Davenport Co LlcCommon Shares221.8 K38.6 M

Amgen Greeks

α
Alpha over DOW
=0.11
β
Beta against DOW=0.95
σ
Overall volatility
=0.88
Ir
Information ratio =0.12

Amgen Volatility Alert

Amgen Inc exhibits very low volatility with skewness of 0.78 and kurtosis of -0.72. However, we advise investors to further study Amgen Inc technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Amgen to competition
FundamentalsAmgenPeer Average
Return On Equity25.96 % (15.17) %
Return On Asset7.92 % (15.64) %
Profit Margin35.54 % (5.5) %
Operating Margin43.66 % (10.91) %
Current Valuation128.75 B152.14 B
Shares Outstanding725.91 M1.43 B
Shares Owned by Insiders0.15 % 6.91 %
Shares Owned by Institutions81.8 % 18.37 %
Number of Shares Shorted8.03 M3.24 M
Price to Earning16.98 times40.69 times
Price to Book4.24 times14.44 times
Price to Sales5.93 times17.81 times
Revenue23.01 B9.85 B
Gross Profit18.83 B21.75 B
EBITDA12.11 B1.41 B
Net Income8.18 B517.71 M
Cash and Equivalents41.35 B3.89 B
Cash per Share56.96 times5.17 times
Total Debt35.78 B7.36 B
Debt to Equity111 % 0.72 %
Current Ratio6.07 times3.3 times
Book Value Per Share44.36 times13.64 times
Cash Flow from Operations11.27 B1.25 B
Short Ratio2.71 times2.09 times
Earnings Per Share11.07 times2.3 times
Price to Earnings To Growth3.66 times1.22 times
Number of Employees17.9 K10.67 K
Beta1.680.34
Market Capitalization136.48 B29.78 B
Total Asset71.58 B126.86 B
Retained Earnings(438 M)38.24 B
Working Capital29.85 B3.58 B
Current Asset38.52 B36.8 B
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Exercise or conversion by Beier David W of 10000 shares of Amgen subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.1818
Market Risk Adjusted Performance0.3481
Mean Deviation0.6816
Downside Deviation0.415
Coefficient Of Variation249.64
Standard Deviation0.8258
Variance0.682
Information Ratio0.1222
Jensen Alpha0.1121
Total Risk Alpha(0.089895)
Sortino Ratio0.2431
Treynor Ratio0.3381
Maximum Drawdown2.38
Value At Risk(0.56)
Potential Upside1.78
Downside Variance0.1722
Semi Variance(0.23)
Expected Short fall(0.97)
Skewness0.7822
Kurtosis(0.72)

Current Valuation

Amgen Current Valuation Analysis
Amgen Inc is the top company in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Pharmaceuticals And Biosciences industry is presently estimated at about 384.66 Billion. Amgen totals roughly 128.75 Billion in current valuation claiming about 33% of equities listed under Pharmaceuticals And Biosciences industry.