Inepar S (Brazil) Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Inepar S A Industria e Construes -- Brazil Stock  

BRL 3.03  0.04  1.34%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Inepar S A Industria e Construes is 'Strong Hold'.
For the selected time horizon Inepar S A Industria e Construes has a risk adjusted performance of 0.022, jensen alpha of (0.0817), total risk alpha of (1.17), sortino ratio of (0.049957) and treynor ratio of 0.0919
We provide buy, hold, or sell suggestion to complement the regular expert consensus on Inepar S. Our dynamic recommendation engine utilizes multi - dimensional algorithm to analyze the organization potential to grow using all technical and fundamental data available at the time. To make sure Inepar S A Industria e Construes is not overpriced, please check out all Inepar S fundamentals including its Operating Margin, Shares Outstanding, Price to Sales, as well as the relationship between Current Valuation and Price to Earning .

Returns Distribution Density

Mean Return0.09Value At Risk-2.5974
Potential Upside2.6846Standard Deviation1.8504
 Return Density 
      Distribution 

Inepar S Greeks

α
Alpha over DOW
=(0.0817) 
βBeta against DOW= 0.89 
σ
Overall volatility
= 1.87 
 IrInformation ratio =(0.0549) 

Inepar S Volatility Alert

Inepar S A Industria e Construes currently demonstrates below average downside deviation of 2.03. It has Information Ratio of -0.05 and Jensen Alpha of -0.08. However, we do advice investors to further question Inepar S A Industria e Construes 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 Inepar S to competition
FundamentalsInepar SPeer Average
Return On Equity(670.4) % (15.17) %
Return On Asset(5.8) % (15.64) %
Profit Margin(222.91) % (5.5) %
Operating Margin(91.59) % (10.91) %
Current Valuation620.59 M152.14 B
Shares Outstanding3.16 M1.43 B
Price to Earning(0.05) times40.69 times
Price to Sales0.1 times17.81 times
Revenue244.16 M9.85 B
Gross Profit171 M21.75 B
EBITDA(209.64 M)1.41 B
Net Income(544.26 M)517.71 M
Cash and Equivalents34 M3.89 B
Cash per Share4.56 times5.17 times
Total Debt631.45 M7.36 B
Current Ratio0.33 times3.3 times
Book Value Per Share(77.58) times13.64 times
Cash Flow from Operations237.17 M1.25 B
Earnings Per Share(59.18) times2.3 times
Number of Employees1.51 K10.67 K
Market Capitalization24.14 M29.78 B
Total Asset2.29 B126.86 B
Retained Earnings(2.28 B)38.24 B
Working Capital(1.28 B)3.58 B
Current Asset624 M36.8 B
Current Liabilities1.91 B33.34 B
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.022
Market Risk Adjusted Performance0.1019
Mean Deviation1.27
Semi Deviation1.35
Downside Deviation2.03
Coefficient Of Variation2013.02
Standard Deviation1.85
Variance3.42
Information Ratio(0.054869)
Jensen Alpha(0.0817)
Total Risk Alpha(1.17)
Sortino Ratio(0.049957)
Treynor Ratio0.0919
Maximum Drawdown6.61
Value At Risk(2.6)
Potential Upside2.68
Downside Variance4.13
Semi Variance1.83
Expected Short fall(2.42)
Skewness0.4101
Kurtosis1.48

Current Valuation

Inepar S Current Valuation Analysis
Inepar S A Industria e Construes is rated third overall in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Diversified Machinery industry is currently estimated at about 41.1 Billion. Inepar S claims roughly 620.59 Million in current valuation contributing just under 2% to equities under Diversified Machinery industry.