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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Alumina Limited -- USA Stock  

USD 7.7  0.06  0.77%

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 0.0969, jensen alpha of (0.12), total risk alpha of (0.51), sortino ratio of 0.0534 and treynor ratio of 0.161
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 Total Debt as well as the relationship between Earnings Per Share and Working Capital . Given that Alumina Limited has Price to Book of 2.72 times, 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 Return0.34Value At Risk2.23
Potential Upside3.07Standard Deviation1.7
 Return Density 
      Distribution 

Alumina Limited Greeks

α
Alpha over DOW
=0.12
β
Beta against DOW=2.08
σ
Overall volatility
=1.83
Ir
Information ratio =0.0675

Alumina Limited Volatility Alert

Alumina Limited currently demonstrates below average downside deviation of 2.15. It has Information Ratio of 0.07 and Jensen Alpha of -0.12. However, we do advice investors to further question Alumina Limited expected returns to make sure all indicators are consistent with the current outlook about its relatively low value at risk.
    
 Better Than Average     
    
 Worse Than Average Compare Alumina Limited to competition
FundamentalsAlumina LimitedPeer Average
Return On Equity4.65 % (15.17) %
Return On Asset(0.51) % (15.64) %
Current Valuation5.96 B152.14 B
Shares Outstanding2.88 B1.43 B
Shares Owned by Institutions0.21 % 18.37 %
Number of Shares Shorted247.18 K3.24 M
Price to Earning59.89 times40.69 times
Price to Book2.72 times14.44 times
Revenue500 K9.85 B
Gross Profit600 K21.75 B
Net Income98.6 M517.71 M
Cash and Equivalents22.5 M3.89 B
Cash per Share0.03 times5.17 times
Total Debt122.4 M7.36 B
Debt to Equity5.6 % 0.72 %
Current Ratio1.4 times3.3 times
Book Value Per Share3 times13.64 times
Cash Flow from Operations202.9 M1.25 B
Short Ratio0.95 times2.09 times
Earnings Per Share0.14 times2.3 times
Number of Employees1410.67 K
Beta0.570.34
Market Capitalization6.07 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 Score29.4708.73
Last Dividend Paid0.29
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0969
Market Risk Adjusted Performance0.171
Mean Deviation1.23
Semi Deviation1.65
Downside Deviation2.15
Coefficient Of Variation494.04
Standard Deviation1.7
Variance2.9
Information Ratio0.0675
Jensen Alpha(0.12)
Total Risk Alpha(0.51)
Sortino Ratio0.0534
Treynor Ratio0.161
Maximum Drawdown7.48
Value At Risk(2.23)
Potential Upside3.07
Downside Variance4.64
Semi Variance2.72
Expected Short fall(1.28)
Skewness(0.78)
Kurtosis1.53