Alumina Limited Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Alumina Limited is 'Strong Hold'.
For the selected time horizon Alumina Limited has a risk adjusted performance of 0.0035, jensen alpha of (0.03), total risk alpha of (0.05), sortino ratio of 0.0 and treynor ratio of (0.06)
We provide buy or sell advice to complement the prevailing expert consensus on Alumina Limited. Our dynamic recommendation engine makes use of multi - dimensional algorithm to analyze the company potential to grow using all technical and fundamental data available at the time. To make sure Alumina Limited is not overpriced, please confirm all Alumina Limited fundamentals including its Current Ratio as well as the relationship between Beta and Current Liabilities . Given that Alumina Limited has Gross Profit of 100 K, we suggest you validate Alumina Limited 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-0.02Value At Risk-2.9685
Potential Upside3.8986Standard Deviation1.9457
 Return Density 
Benchmark  Embed    Distribution 

Institutional Investors

Security TypeSharesValue
Quadrant Capital Group LlcCommon Shares1130.0
Parametric Portfolio Associates LlcCommon Shares836.7 K4.4 M
Bluestein R H CoCommon Shares100 K522 K
World Asset Management IncCommon Shares44.2 K231 K
Ameriprise Financial IncCommon Shares11 K58 K
Quadrant Capital Group LlcCommon Shares1130.0
Parametric Portfolio Associates LlcCommon Shares881.6 K3.9 M

Alumina Limited Greeks

α
Alpha over NYSE
=(0.03) 
βBeta against NYSE= 0.45 
σ
Overall volatility
= 1.96 
 IrInformation ratio =(0.02) 

Alumina Limited Volatility Alert

Alumina Limited exhibits ver low volatility with skewness of 0.34 and kurtosis of 0.41. However, we advise investors to further study Alumina Limited technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Alumina Limited to competition
FundamentalsAlumina LimitedPeer Average
Return On Asset(0.70) % (15.64) %
Current Valuation14.81 B152.14 B
Shares Outstanding2.88 B1.43 B
Number of Shares Shorted321.18 K3.24 M
Price to Earning(550.00) times40.69 times
Price to Book7.82 times14.44 times
Revenue300 K9.85 B
Gross Profit100 K21.75 B
Net Income(25.9 M)517.71 M
Cash and Equivalents22.8 M3.89 B
Cash per Share0.01 times5.17 times
Total Debt115.2 M7.36 B
Debt to Equity0.06 times0.72 times
Current Ratio6.97 times3.30 times
Book Value Per Share0.70 times13.64 times
Cash Flow from Operations61.1 M1.25 B
Short Ratio0.95 times2.09 times
Earnings Per Share(0.01) times2.30 times
Number of Employees1410.67 K
Beta0.410.34
Market Capitalization4.01 B29.78 B
Total Asset2.11 B126.86 B
Retained Earnings607.3 M38.24 B
Working Capital10.5 M3.58 B
Current Asset12.6 M36.8 B
Current Liabilities2.1 M33.34 B
Z Score20.4708.73
Last Dividend Paid0.25
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0035
Market Risk Adjusted Performance(0.05)
Mean Deviation1.44
Coefficient Of Variation(12,928)
Standard Deviation1.95
Variance3.79
Information Ratio(0.02)
Jensen Alpha(0.03)
Total Risk Alpha(0.05)
Treynor Ratio(0.06)
Maximum Drawdown7.56
Value At Risk(2.97)
Potential Upside3.9
Skewness0.3392
Kurtosis0.4123