International Business Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
International Business Machines Corporation -- USA Stock  

USD 168.65  6.28  3.87%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding International Business Machines Corporation is 'Buy'.
For the selected time horizon International Business Machines Corporation has a risk adjusted performance of 0.0951, jensen alpha of 0.0493, total risk alpha of (0.41), sortino ratio of 0.0212 and treynor ratio of 0.2715
Macroaxis provides buy, hold, or sell recommendation on International Business to complement and cross-verify current analyst consensus on International Business. Our buy or sell recommendations engine determines the entity potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure International Business Machines Corporation is not overpriced, please check out all International Business fundamentals including its Revenue, Current Ratio, Market Capitalization, as well as the relationship between Cash and Equivalents and Earnings Per Share . Given that International Business has Price to Earning of 13.61 times, we strongly advise you confirm International Business market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your regular risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.27Value At Risk0.95
Potential Upside2.75Standard Deviation1.35
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Schwab Charles Investment Management IncCommon Shares5.1 M775.2 M
Bank Of MontrealCommon Shares1.6 M242.7 M
Dnb Asset Management AsCommon Shares957.1 K146.8 M
National Pension ServiceCommon Shares744.3 K114.2 M
Hexavest IncCommon Shares700.6 K107.5 M
Gateway Investment Advisers LlcCommon Shares512.1 K78.6 M
Nisa Investment Advisors LlcCommon Shares467.4 K71.8 M

International Business Greeks

α
Alpha over DOW
=0.049314
β
Beta against DOW=0.96
σ
Overall volatility
=1.42
Ir
Information ratio =0.0293

International Business Volatility Alert

International Business Machines Corporation has relatively low volatility with skewness of -0.87 and kurtosis of 4.75. However, we advise all investors to independently investigate International Business Machines Corporation 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 International Business to competition
FundamentalsInternational BusinessPeer Average
Return On Equity61.31 % (15.17) %
Return On Asset6.49 % (15.64) %
Profit Margin14.43 % (5.5) %
Operating Margin15.72 % (10.91) %
Current Valuation185.16 B152.14 B
Shares Outstanding925.79 M1.43 B
Shares Owned by Insiders0.09 % 6.91 %
Shares Owned by Institutions59.71 % 18.37 %
Number of Shares Shorted16.84 M3.24 M
Price to Earning13.61 times40.69 times
Price to Book7.7 times14.44 times
Price to Sales1.93 times17.81 times
Revenue78.37 B9.85 B
Gross Profit38.29 B21.75 B
EBITDA16.84 B1.41 B
Net Income11.32 B517.71 M
Cash and Equivalents11.51 B3.89 B
Cash per Share12.44 times5.17 times
Total Debt45.64 B7.36 B
Debt to Equity231 % 0.72 %
Current Ratio1.41 times3.3 times
Book Value Per Share21.2 times13.64 times
Cash Flow from Operations14.84 B1.25 B
Short Ratio2.71 times2.09 times
Earnings Per Share11.99 times2.3 times
Price to Earnings To Growth5.05 times1.22 times
Number of Employees377.76 K10.67 K
Beta1.070.34
Market Capitalization151.03 B29.78 B
Total Asset110.5 B126.86 B
Retained Earnings152.76 B38.24 B
Working Capital8.23 B3.58 B
Current Asset42.5 B36.8 B
SellBuy
Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Payment of 2917 shares by Michael Rhodin of International Business subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0951
Market Risk Adjusted Performance0.2815
Mean Deviation0.7827
Semi Deviation1.14
Downside Deviation1.87
Coefficient Of Variation500.66
Standard Deviation1.35
Variance1.82
Information Ratio0.0293
Jensen Alpha0.0493
Total Risk Alpha(0.41)
Sortino Ratio0.0212
Treynor Ratio0.2715
Maximum Drawdown3.39
Value At Risk(0.95)
Potential Upside2.75
Downside Variance3.49
Semi Variance1.31
Expected Short fall(0.81)
Skewness(0.87)
Kurtosis4.75

Current Valuation

International Business Current Valuation Analysis
International Business Machines Corporation is considered the number one company 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 267.5 Billion. International Business totals roughly 185.16 Billion in current valuation claiming about 69% of equities listed under Search Cloud And Integrated IT Services industry.