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

Investment Horizon

  

Risk Tolerance

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

USD 16.55  0.48  2.99%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding MSAD Insurance Group Holdings Inc is 'Strong Hold'.
For the selected time horizon MSAD Insurance Group Holdings Inc has a risk adjusted performance of 0.015, jensen alpha of (0.25), total risk alpha of (0.63), sortino ratio of (0.12) and treynor ratio of 0.0122
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 Price to Earning, Debt to Equity, Working Capital, as well as the relationship between EBITDA and Number of Employees . Given that MSAD Insurance Group has Price to Book of 0.73 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 Return0.026556Value At Risk1.75
Potential Upside2.99Standard Deviation1.64
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Parametric Portfolio Associates LlcCommon Shares998.4 K16.1 M
Ferguson Wellman Capital Management IncCommon Shares471.9 K7.6 M
Teachers Retirement System Of The State Of KentuckyCommon Shares182.3 K2.9 M
Todd Asset Management LlcCommon Shares182.3 K2.9 M
Grace White IncCommon Shares87.7 K2.8 M
Rothschild Investment CorpCommon Shares78 K1.3 M
World Asset Management IncCommon Shares74.4 K1.2 M

MSAD Insurance Greeks

α
Alpha over DOW
=0.25
βBeta against DOW=1.36
σ
Overall volatility
=1.64
 IrInformation ratio =0.11

MSAD Insurance Volatility Alert

MSAD Insurance Group Holdings Inc has relatively low volatility with skewness of 0.02 and kurtosis of 1.1. However, we advise all investors to independently investigate MSAD Insurance Group Holdings Inc 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 MSAD Insurance to competition
FundamentalsMSAD InsurancePeer Average
Return On Equity6.99 % (15.17) %
Return On Asset1.16 % (15.64) %
Profit Margin3.28 % (5.5) %
Operating Margin6.83 % (10.91) %
Current Valuation7.29 B152.14 B
Shares Owned by Institutions0.17 % 18.37 %
Price to Earning11.34 times40.69 times
Price to Book0.73 times14.44 times
Price to Sales0.37 times17.81 times
Revenue50.58 B9.85 B
Gross Profit1070 B21.75 B
EBITDA4.11 B1.41 B
Net Income1.66 B517.71 M
Cash and Equivalents15.22 B3.89 B
Cash per Share12.85 times5.17 times
Total Debt3.79 B7.36 B
Debt to Equity14.5 % 0.72 %
Current Ratio1.35 times3.3 times
Book Value Per Share21.77 times13.64 times
Cash Flow from Operations9.15 B1.25 B
Earnings Per Share1.39 times2.3 times
Number of Employees40.67 K10.67 K
Beta0.980.34
Market Capitalization18.62 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 Score2.4708.73
Five Year Return2.28 %
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.015
Market Risk Adjusted Performance0.0222
Mean Deviation1.16
Semi Deviation1.4
Downside Deviation1.46
Coefficient Of Variation6167.55
Standard Deviation1.64
Variance2.68
Information Ratio(0.11)
Jensen Alpha(0.25)
Total Risk Alpha(0.63)
Sortino Ratio(0.12)
Treynor Ratio0.0122
Maximum Drawdown5.22
Value At Risk(1.75)
Potential Upside2.99
Downside Variance2.14
Semi Variance1.95
Expected Short fall(1.63)
Skewness0.0244
Kurtosis1.1