Leucadia National Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Leucadia National Corporation -- USA Stock  

USD 25.51  0.16  0.62%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Leucadia National Corporation is 'Strong Hold'.
For the selected time horizon Leucadia National Corporation has a risk adjusted performance of 0.0375, jensen alpha of (0.078186), total risk alpha of (0.56), sortino ratio of (0.17) and treynor ratio of 0.1178
Macroaxis advice module can be used to complement current analysts and expert consensus on Leucadia National. Our buy or sell recommendations engine harnesses analyzes the company potential to grow using all fundamental data market data available at the time. To make sure Leucadia National is not overpriced, please verify all Leucadia National Corporation fundamentals including its Gross Profit, Short Ratio, Current Liabilities, as well as the relationship between Total Debt and Market Capitalization . Given that Leucadia National has Price to Earning of 16.9 times, we recommend you check Leucadia National market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your last-minute risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.077926Value At Risk1.52
Potential Upside1.95Standard Deviation1.17
 Return Density 
      Distribution 

Leucadia National Greeks

α
Alpha over DOW
=0.08
βBeta against DOW=0.58
σ
Overall volatility
=1.18
 IrInformation ratio =0.16

Leucadia National Volatility Alert

Leucadia National Corporation has relatively low volatility with skewness of 0.61 and kurtosis of 2.02. However, we advise all investors to independently investigate Leucadia National 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 Leucadia National to competition
FundamentalsLeucadia NationalPeer Average
Return On Equity6.14 % (15.17) %
Return On Asset2.37 % (15.64) %
Profit Margin4.85 % (5.5) %
Operating Margin14.84 % (10.91) %
Current Valuation9.38 B152.14 B
Shares Outstanding356.27 M1.43 B
Shares Owned by Insiders10.74 % 6.91 %
Shares Owned by Institutions77.53 % 18.37 %
Number of Shares Shorted3.21 M3.24 M
Price to Earning16.9 times40.69 times
Price to Book0.89 times14.44 times
Price to Sales0.78 times17.81 times
Revenue11.98 B9.85 B
Gross Profit2.58 B21.75 B
EBITDA1.95 B1.41 B
Net Income573.86 M517.71 M
Cash and Equivalents20.52 B3.89 B
Cash per Share57.6 times5.17 times
Total Debt20.64 B7.36 B
Debt to Equity185 % 0.72 %
Current Ratio1.25 times3.3 times
Book Value Per Share29.34 times13.64 times
Cash Flow from Operations1.29 B1.25 B
Short Ratio2.57 times2.09 times
Earnings Per Share1.54 times2.3 times
Price to Earnings To Growth1.04 times1.22 times
Number of Employees13.3 K10.67 K
Beta1.250.34
Market Capitalization9.28 B29.78 B
Total Asset46.33 B126.86 B
Retained Earnings4.61 B38.24 B
Working Capital1.24 B3.58 B
Current Asset2.52 B36.8 B
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Acquisition by Joseph Steinberg of 20523 shares of Leucadia National subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0375
Market Risk Adjusted Performance0.1278
Mean Deviation0.7893
Semi Deviation1.02
Downside Deviation1.12
Coefficient Of Variation1502.86
Standard Deviation1.17
Variance1.37
Information Ratio(0.16)
Jensen Alpha(0.078186)
Total Risk Alpha(0.56)
Sortino Ratio(0.17)
Treynor Ratio0.1178
Maximum Drawdown5.57
Value At Risk(1.52)
Potential Upside1.95
Downside Variance1.26
Semi Variance1.05
Expected Short fall(0.87)
Skewness0.6127
Kurtosis2.02

Current Valuation

Leucadia National Current Valuation Analysis
Leucadia National Corporation is rated below average in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Diversified Conglomerates industry is now estimated at about 578.03 Billion. Leucadia National claims roughly 9.38 Billion in current valuation contributing just under 2% to equities under Diversified Conglomerates industry.