MSAD Insurance Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
MSAD Insurance Group Holdings Inc -- USA Stock  

USD 15.45  0.26  1.66%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding MSAD Insurance Group Holdings Inc is 'Hold'.
For the selected time horizon MSAD Insurance Group Holdings Inc has a risk adjusted performance of 0.47, jensen alpha of 0.39, total risk alpha of 0.27, sortino ratio of 0.0 and treynor ratio of 0.84
This buy or sell recommendation tool can be used to cross verify current analyst consensus on MSAD Insurance Group Holdings Inc and to analyze the entity potential to grow next year. To make sure MSAD Insurance Group is not overpriced, please verify all MSAD Insurance Group Holdings Inc fundamentals including its Total Debt, Retained Earnings and the relationship between Gross Profit and Earnings Per Share . Given that MSAD Insurance Group has Price to Book of 0.70 times, we recommend you check MSAD Insurance market performance and probability of bankruptcy to make sure the company can sustain itself next year given your latest risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.55Value At Risk4.06
Potential Upside2.38Standard Deviation2.01
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Parametric Portfolio Associates LlcCommon Shares1 M17.4 M
Ferguson Wellman Capital Management IncCommon Shares468.4 K7.9 M
Grace White IncCommon Shares87.7 K2.9 M
Rothschild Investment CorpCommon Shares73 K1.2 M
World Asset Management IncCommon Shares71.6 K1.2 M
Glenmede Trust Co NaCommon Shares5.9 K99 K
Quadrant Capital Group LlcCommon Shares3.9 K57 K

MSAD Insurance Greeks

α
Alpha over DOW
=0.39
β
Beta against DOW=0.66
σ
Overall volatility
=1.97
Ir
Information ratio =0.15

MSAD Insurance Volatility Alert

MSAD Insurance Group Holdings Inc exhibits very low volatility with skewness of 0.05 and kurtosis of 0.69. However, we advise investors to further study MSAD Insurance Group Holdings Inc technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare MSAD Insurance to competition
FundamentalsMSAD InsurancePeer Average
Return On Equity3.38 % (15.17) %
Return On Asset0.59 % (15.64) %
Profit Margin1.82 % (5.50) %
Operating Margin3.78 % (10.91) %
Current Valuation8.84 B152.14 B
Shares Outstanding592.41 M1.43 B
Shares Owned by Institutions0.14 % 18.37 %
Price to Earning10.88 times40.69 times
Price to Book0.70 times14.44 times
Price to Sales0.35 times17.81 times
Revenue50.7 B9.85 B
Gross Profit1070 B21.75 B
EBITDA2.77 B1.41 B
Net Income923.25 M517.71 M
Cash and Equivalents15.08 B3.89 B
Cash per Share12.73 times5.17 times
Total Debt5.24 B7.36 B
Debt to Equity17.70 % 0.72 %
Current Ratio1.33 times3.30 times
Book Value Per Share22.63 times13.64 times
Cash Flow from Operations9.52 B1.25 B
Earnings Per Share1.45 times2.30 times
Number of Employees40.64 K10.67 K
Beta0.970.34
Market Capitalization17.83 B29.78 B
Total Asset19925.83 B126.86 B
Retained Earnings693.78 B38.24 B
Working Capital405.13 B3.58 B
Current Asset2320.8 B36.8 B
Current Liabilities1915.67 B33.34 B
Z Score1.8708.73
Five Year Return2.56 %
Last Dividend Paid0.58
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.47
Market Risk Adjusted Performance0.83
Mean Deviation1.44
Coefficient Of Variation365.95
Standard Deviation2.01
Variance4.02
Information Ratio0.15
Jensen Alpha0.39
Total Risk Alpha0.27
Treynor Ratio0.84
Maximum Drawdown8.1
Value At Risk4.06
Potential Upside2.38
Skewness0.055
Kurtosis0.6912