AVIS BUDGET (Germany) Buy or Sell Recommendation

Macroaxis provides AVIS BUDGET GROUP DL 01 buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding AVIS BUDGET positions. The advice algorithm takes into account all of AVIS BUDGET GROUP DL 01 available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from AVIS BUDGET buy-and-hold prospective. Check also AVIS BUDGET Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
AVIS BUDGET GROUP DL 01 -- Germany Stock  

EUR 34.6  0.48  1.41%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding AVIS BUDGET GROUP DL 01 is 'Strong Buy'.
For the selected time horizon AVIS BUDGET GROUP DL 01 has a risk adjusted performance of 0.1878, jensen alpha of 0.4913, total risk alpha of (0.098968), sortino ratio of 0.3302 and treynor ratio of 0.4173
Macroaxis buy, hold, or sell suggestion module can be used to complement AVIS BUDGET buy, hold, or sell recommendation provided by average analyst sentiment. It analyzes the organization potential to grow using fundamental, technical, data market data available today. Please be advised to confirm AVIS BUDGET GROUP Number of Employees to validate our buy or sell recommendation.

Returns Distribution Density

Mean Return0.94Value At Risk3.66
Potential Upside4.23Standard Deviation2.59
 Return Density 
      Distribution 

AVIS BUDGET Greeks

α
Alpha over DOW
=0.49
βBeta against DOW=2.23
σ
Overall volatility
=2.54
 IrInformation ratio =0.28

AVIS BUDGET Volatility Alert

AVIS BUDGET GROUP DL 01 currently demonstrates below average downside deviation of 2.22. It has Information Ratio of 0.28 and Jensen Alpha of 0.49. However, we do advice investors to further question AVIS BUDGET GROUP DL 01 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 AVIS BUDGET to competition
FundamentalsAVIS BUDGETPeer Average
Number of Employees1810.67 K
SellBuy
Strong Buy

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.1878
Market Risk Adjusted Performance0.4273
Mean Deviation2.09
Semi Deviation1.55
Downside Deviation2.22
Coefficient Of Variation275.33
Standard Deviation2.59
Variance6.69
Information Ratio0.2833
Jensen Alpha0.4913
Total Risk Alpha(0.098968)
Sortino Ratio0.3302
Treynor Ratio0.4173
Maximum Drawdown8.28
Value At Risk(3.66)
Potential Upside4.23
Downside Variance4.93
Semi Variance2.42
Expected Short fall(2.57)
Skewness0.1384
Kurtosis0.1562