Admiral Group Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Admiral Group plc -- USA Stock  

USD 24.75  0.75  3.13%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Admiral Group plc is 'Hold'.
For the selected time horizon Admiral Group plc has a risk adjusted performance of (0.048418), jensen alpha of (0.072995), total risk alpha of (0.32), sortino ratio of 0.0 and treynor ratio of 0.4871
Macroaxis buy, hold, or sell recommendation module can be used to complement current analysts and expert consensus on Admiral Group. 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 Admiral Group is not overpriced, please confirm all Admiral Group plc fundamentals including its Cash and Equivalents, Cash Flow from Operations and the relationship between Gross Profit and Debt to Equity . Given that Admiral Group plc has Price to Book of 8.06 times, we suggest you validate Admiral Group plc 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 Return-0.09Value At Risk-0.1225
Potential Upside0.0Standard Deviation0.392
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Parametric Portfolio Associates LlcCommon Shares149.4 K3.9 M
Oregon Public Employees Retirement FundCommon Shares78.8 K2 M
Parametric Portfolio Associates LlcCommon Shares148.2 K3.7 M
Parametric Portfolio Associates LlcCommon Shares151.6 K3.4 M
Parametric Portfolio Associates LlcCommon Shares216 K5.7 M
Quadrant Capital Group LlcCommon Shares81.01000
Parametric Portfolio Associates LlcCommon Shares223.4 K6.1 M

Admiral Group Greeks

α
Alpha over DOW
=(0.072995) 
βBeta against DOW=(0.2) 
σ
Overall volatility
= 0.79 
 IrInformation ratio =(0.58) 

Admiral Group Volatility Alert

Admiral Group plc exhibits very low volatility with skewness of -4.66 and kurtosis of 21.78. However, we advise investors to further study Admiral Group plc technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Admiral Group to competition
FundamentalsAdmiral GroupPeer Average
Return On Equity34.46 % (15.17) %
Return On Asset3.66 % (15.64) %
Profit Margin21.59 % (5.5) %
Operating Margin27.81 % (10.91) %
Current Valuation4.88 B152.14 B
Shares Outstanding267.97 M1.43 B
Price to Earning23.3 times40.69 times
Price to Book8.06 times14.44 times
Price to Sales4.56 times17.81 times
Revenue1.39 B9.85 B
Gross Profit622 M21.75 B
EBITDA401.15 M1.41 B
Net Income300.86 M517.71 M
Cash and Equivalents1.73 B3.89 B
Cash per Share6.47 times5.17 times
Total Debt295.45 M7.36 B
Debt to Equity35.5 times0.72 times
Current Ratio0.79 times3.3 times
Book Value Per Share2.98 times13.64 times
Cash Flow from Operations525.19 M1.25 B
Earnings Per Share1.03 times2.3 times
Number of Employees8 K10.67 K
Beta0.860.34
Market Capitalization6.35 B29.78 B
Total Asset4.48 B126.86 B
Retained Earnings601 M38.24 B
Working Capital(991 M)3.58 B
Current Asset2.6 B36.8 B
Current Liabilities3.59 B33.34 B
Z Score12.6708.73
Last Dividend Paid0.96
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance(0.048418)
Market Risk Adjusted Performance0.4971
Mean Deviation0.1622
Coefficient Of Variation(439.35)
Standard Deviation0.392
Variance0.1537
Information Ratio(0.58)
Jensen Alpha(0.072995)
Total Risk Alpha(0.32)
Treynor Ratio0.4871
Maximum Drawdown1.84
Value At Risk(0.12)
Potential Upside0.0
Skewness(4.66)
Kurtosis21.78