CA Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
CA Inc -- USA Stock  

USD 34.19  0.12  0.35%

Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding CA Inc is 'Strong Hold'.
For the selected time horizon CA Inc has a risk adjusted performance of 0.0364, jensen alpha of (0.22), total risk alpha of (0.26), sortino ratio of (0.36) and treynor ratio of 0.0313
Macroaxis buy or sell advice module can be used to complement CA Inc buy, hold, or sell suggestion provided by average analyst sentiment. It analyzes the company potential to grow using fundamental, technical, data market data available at this moment. To make sure CA Inc is not overpriced, please confirm all CA Inc fundamentals including its Shares Owned by Insiders, Price to Book and the relationship between Current Valuation and Number of Shares Shorted . Given that CA Inc has Price to Earning of 19.71 times, we suggest you validate CA market performance and probability of bankruptcy to make sure the company can sustain itself this quarter and beyond given your latest risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.045975Value At Risk0.81
Potential Upside1.02Standard Deviation0.6
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Schwab Charles Investment Management IncCommon Shares1.7 M58.2 M
Bank Of MontrealCommon Shares429.7 K14.3 M
Country Club Trust Company NaCommon Shares287.4 K9.6 M
Nisa Investment Advisors LlcCommon Shares176.5 K5.9 M
Livforsakringsbolaget Skandia OmsesidigtCommon Shares126.8 K4.2 M
Gulf International Bank Uk LtdCommon Shares97 K3.2 M
Oregon Public Employees Retirement FundCommon Shares84.1 K2.8 M

CA Greeks

α
Alpha over DOW
=0.22
β
Beta against DOW=1.15
σ
Overall volatility
=0.66
Ir
Information ratio =0.31

CA Volatility Alert

CA Inc exhibits very low volatility with skewness of 0.52 and kurtosis of -0.61. However, we advise investors to further study CA Inc technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare CA to competition
FundamentalsCAPeer Average
Return On Equity12.68 % (15.17) %
Return On Asset6.02 % (15.64) %
Profit Margin17.83 % (5.5) %
Operating Margin27.15 % (10.91) %
Current Valuation14.37 B152.14 B
Shares Outstanding418.54 M1.43 B
Shares Owned by Insiders24.99 % 6.91 %
Shares Owned by Institutions72 % 18.37 %
Number of Shares Shorted6.89 M3.24 M
Price to Earning19.71 times40.69 times
Price to Book2.38 times14.44 times
Price to Sales3.5 times17.81 times
Revenue4.08 B9.85 B
Gross Profit3.22 B21.75 B
EBITDA1.2 B1.41 B
Net Income718 M517.71 M
Cash and Equivalents2.82 B3.89 B
Cash per Share6.74 times5.17 times
Total Debt2.92 B7.36 B
Debt to Equity49.2 % 0.72 %
Current Ratio1.24 times3.3 times
Book Value Per Share14.35 times13.64 times
Cash Flow from Operations1.23 B1.25 B
Short Ratio3.28 times2.09 times
Earnings Per Share1.73 times2.3 times
Price to Earnings To Growth5.13 times1.22 times
Number of Employees11 K10.67 K
Beta0.570.34
Market Capitalization14.27 B29.78 B
Total Asset12.23 B126.86 B
Retained Earnings6.58 B38.24 B
Working Capital667 M3.58 B
Current Asset3.56 B36.8 B
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Acquisition by Rich Sulpizio of 1741 shares of CA subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0364
Market Risk Adjusted Performance0.0413
Mean Deviation0.4876
Semi Deviation0.3912
Downside Deviation0.513
Coefficient Of Variation1308.63
Standard Deviation0.6016
Variance0.362
Information Ratio(0.31)
Jensen Alpha(0.22)
Total Risk Alpha(0.26)
Sortino Ratio(0.36)
Treynor Ratio0.0313
Maximum Drawdown2.11
Value At Risk(0.81)
Potential Upside1.02
Downside Variance0.2632
Semi Variance0.153
Expected Short fall(0.64)
Skewness0.52
Kurtosis(0.61)

Current Valuation

CA Current Valuation Analysis
CA Inc is rated fifth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Search Cloud And Integrated IT Services industry is currently estimated at about 96.71 Billion. CA retains roughly 14.37 Billion in current valuation claiming about 15% of equities listed under Search Cloud And Integrated IT Services industry.