PACCAR Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
PACCAR Inc -- USA Stock  

USD 72.67  0.03  0.04%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding PACCAR Inc is 'Buy'.
For the selected time horizon PACCAR Inc has a risk adjusted performance of 0.0453, jensen alpha of 0.0165, total risk alpha of (0.27), sortino ratio of (0.019406) and treynor ratio of 0.1461
Macroaxis provides unbiased buy, hold, or sell suggestion on PACCAR Inc that should be used to complement current analysts and expert consensus on PACCAR. Our buy or sell recommendation engine determines the company potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure PACCAR Inc is not overpriced, please check all PACCAR Inc fundamentals including its Cash per Share, Beta and the relationship between Revenue and Cash Flow from Operations . Given that PACCAR Inc has Price to Earning of 19.46 times, we recommend you check out PACCAR market performance and probability of bankruptcy to make sure the company can sustain itself in the future given your latest risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.12Value At Risk-0.7627
Potential Upside1.1409Standard Deviation0.7054
 Return Density 
      Distribution 

PACCAR Greeks

α
Alpha over DOW
= 0.016531 
βBeta against DOW= 0.75 
σ
Overall volatility
= 0.69 
 IrInformation ratio =(0.0212) 

PACCAR Volatility Alert

PACCAR Inc exhibits relatively low volatility with skewness of -0.86 and kurtosis of 2.26. However, we advice investors to further investigate PACCAR Inc to make sure all market statistics is disseminated and is consistent with investors' estimations about PACCAR upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare PACCAR to competition
FundamentalsPACCARPeer Average
Return On Equity18.55 % (15.17) %
Return On Asset5.4 % (15.64) %
Profit Margin7.64 % (5.5) %
Operating Margin10.88 % (10.91) %
Current Valuation31.03 B152.14 B
Shares Outstanding351.38 M1.43 B
Shares Owned by Insiders2.1 % 6.91 %
Shares Owned by Institutions64.02 % 18.37 %
Number of Shares Shorted43 K3.24 M
Price to Earning19.46 times40.69 times
Price to Book3.4 times14.44 times
Price to Sales1.48 times17.81 times
Revenue17.26 B9.85 B
Gross Profit3.09 B21.75 B
EBITDA2.36 B1.41 B
Net Income1.32 B517.71 M
Cash and Equivalents3 B3.89 B
Cash per Share8.55 times5.17 times
Total Debt8.62 B7.36 B
Debt to Equity114.8 times0.72 times
Current Ratio4.88 times3.3 times
Book Value Per Share21.35 times13.64 times
Cash Flow from Operations1.84 B1.25 B
Short Ratio4.08 times2.09 times
Earnings Per Share3.74 times2.3 times
Price to Earnings To Growth2.09 times1.22 times
Number of Employees23 K10.67 K
Beta1.190.34
Market Capitalization25.54 B29.78 B
Total Asset21.11 B126.86 B
Retained Earnings7.48 B38.24 B
Working Capital2.46 B3.58 B
Current Asset5.39 B36.8 B
SellBuy
Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   PACCAR exotic insider transaction detected [view details]
Risk Adjusted Performance0.0453
Market Risk Adjusted Performance0.1561
Mean Deviation0.5003
Semi Deviation0.4885
Downside Deviation0.7709
Coefficient Of Variation592.95
Standard Deviation0.7054
Variance0.4976
Information Ratio(0.021206)
Jensen Alpha0.0165
Total Risk Alpha(0.27)
Sortino Ratio(0.019406)
Treynor Ratio0.1461
Maximum Drawdown3.09
Value At Risk(0.76)
Potential Upside1.14
Downside Variance0.5942
Semi Variance0.2386
Expected Short fall(0.56)
Skewness(0.86)
Kurtosis2.26

Current Valuation

PACCAR Current Valuation Analysis
PACCAR Inc is regarded fourth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Car Truck And Bus Manufacturers industry is at this time estimated at about 376.22 Billion. PACCAR holds roughly 31.03 Billion in current valuation claiming about 8% of stocks in Car Truck And Bus Manufacturers industry.