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 26.17  0.72  2.83%

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 0.032, jensen alpha of 0.0562, total risk alpha of (1.06), sortino ratio of (0.086082) and treynor ratio of 0.5743
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 Total Debt, and the relationship between Revenue and Number of Employees . Given that Admiral Group plc has Price to Book of 8.19 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 Return0.11Value At Risk2.75
Potential Upside4.37Standard Deviation2.17
 Return Density 
      Distribution 

Admiral Group Greeks

α
Alpha over DOW
=0.056161
βBeta against DOW=0.17
σ
Overall volatility
=2.14
 IrInformation ratio =0.07

Admiral Group Volatility Alert

Admiral Group plc has relatively low volatility with skewness of 0.99 and kurtosis of 1.11. However, we advise all investors to independently investigate Admiral Group plc 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 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 Valuation5.59 B152.14 B
Shares Outstanding267.97 M1.43 B
Shares Owned by Institutions0.05 % 18.37 %
Price to Earning23.66 times40.69 times
Price to Book8.19 times14.44 times
Price to Sales4.62 times17.81 times
Revenue1.41 B9.85 B
Gross Profit622.2 M21.75 B
EBITDA404.89 M1.41 B
Net Income303.67 M517.71 M
Cash and Equivalents1.75 B3.89 B
Cash per Share6.53 times5.17 times
Total Debt298.21 M7.36 B
Debt to Equity35.5 % 0.72 %
Current Ratio0.79 times3.3 times
Book Value Per Share3.08 times13.64 times
Cash Flow from Operations530.09 M1.25 B
Earnings Per Share1.07 times2.3 times
Number of Employees8 K10.67 K
Beta0.650.34
Market Capitalization6.5 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 Paid1.44
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.032
Market Risk Adjusted Performance0.5843
Mean Deviation1.52
Semi Deviation1.46
Downside Deviation1.78
Coefficient Of Variation1960.14
Standard Deviation2.17
Variance4.69
Information Ratio(0.070574)
Jensen Alpha0.0562
Total Risk Alpha(1.06)
Sortino Ratio(0.086082)
Treynor Ratio0.5743
Maximum Drawdown7.69
Value At Risk(2.75)
Potential Upside4.37
Downside Variance3.15
Semi Variance2.13
Expected Short fall(2.5)
Skewness0.9881
Kurtosis1.11