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 'Hold'.
For the selected time horizon Alumina Limited has a risk adjusted performance of 0.0955, jensen alpha of 0.3622, total risk alpha of 0.2372, sortino ratio of 0.1985 and treynor ratio of (0.53)
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 Revenue of 600 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 Return0.35Value At Risk-2.08
Potential Upside2.7165Standard Deviation1.5603
 Return Density 
      Distribution 

Alumina Limited Greeks

α
Alpha over DOW
= 0.36 
βBeta against DOW=(0.65) 
σ
Overall volatility
= 1.41 
 IrInformation ratio = 0.20 

Alumina Limited Volatility Alert

Alumina Limited has relatively low volatility with skewness of -0.06 and kurtosis of 0.23. However, we advise all investors to independently investigate Alumina Limited 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 Alumina Limited to competition
FundamentalsAlumina LimitedPeer Average
Return On Equity(1.51) % (15.17) %
Return On Asset(0.74) % (15.64) %
Current Valuation14.81 B152.14 B
Shares Outstanding2.88 B1.43 B
Number of Shares Shorted247.18 K3.24 M
Price to Earning8.95 times40.69 times
Price to Book7.91 times14.44 times
Revenue600 K9.85 B
Gross Profit600 K21.75 B
Net Income(30.2 M)517.71 M
Cash and Equivalents8.6 M3.89 B
Total Debt108.6 M7.36 B
Debt to Equity5.40 times0.72 times
Current Ratio6.88 times3.30 times
Book Value Per Share0.70 times13.64 times
Cash Flow from Operations118.4 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 Capitalization4.34 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 Score23.4708.73
Last Dividend Paid0.25
SellBuy
Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0955
Market Risk Adjusted Performance(0.52)
Mean Deviation1.19
Semi Deviation1.19
Downside Deviation1.6
Coefficient Of Variation439.76
Standard Deviation1.56
Variance2.43
Information Ratio0.2039
Jensen Alpha0.3622
Total Risk Alpha0.2372
Sortino Ratio0.1985
Treynor Ratio(0.53)
Maximum Drawdown6.6
Value At Risk(2.08)
Potential Upside2.72
Downside Variance2.57
Semi Variance1.42
Expected Short fall(1.35)
Skewness(0.06)
Kurtosis0.2303