Realogy Holdings Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Realogy Holdings Corp -- USA Stock  

USD 26.24  0.12  0.46%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Realogy Holdings Corp is 'Strong Hold'.
For the selected time horizon Realogy Holdings Corp has a risk adjusted performance of 0.0211, jensen alpha of (0.12), total risk alpha of (0.62), sortino ratio of (0.19) and treynor ratio of 0.0474
Macroaxis recommendation module can be used to complement current analysts and expert consensus on Realogy Holdings. Our advice engine exercises analyzes the company potential to grow using all fundamental data market data available at the time. To make sure Realogy Holdings is not overpriced, please check all Realogy Holdings Corp fundamentals including its Number of Shares Shorted, Current Ratio, Current Asset, as well as the relationship between EBITDA and Number of Employees . Given that Realogy Holdings Corp has Number of Shares Shorted of 9.73 M, we recommend you check out Realogy Holdings Corp market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your recent risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.038322Value At Risk1.78
Potential Upside2.41Standard Deviation1.21
 Return Density 
      Distribution 

Realogy Holdings Greeks

α
Alpha over DOW
=0.12
βBeta against DOW=0.6
σ
Overall volatility
=1.23
 IrInformation ratio =0.19

Realogy Holdings Volatility Alert

Realogy Holdings Corp has relatively low volatility with skewness of 0.28 and kurtosis of 0.66. However, we advise all investors to independently investigate Realogy Holdings Corp 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 Realogy Holdings to competition
FundamentalsRealogy HoldingsPeer Average
Return On Equity9.57 % (15.17) %
Return On Asset4.42 % (15.64) %
Profit Margin3.86 % (5.5) %
Operating Margin8.77 % (10.91) %
Current Valuation6.93 B152.14 B
Shares Outstanding134.62 M1.43 B
Shares Owned by Insiders0.88 % 6.91 %
Shares Owned by Institutions107.85 % 18.37 %
Number of Shares Shorted9.73 M3.24 M
Price to Earning15.81 times40.69 times
Price to Book1.44 times14.44 times
Price to Sales0.58 times17.81 times
Revenue6.04 B9.85 B
Gross Profit1.32 B21.75 B
EBITDA732 M1.41 B
Net Income233 M517.71 M
Cash and Equivalents348 M3.89 B
Cash per Share2.59 times5.17 times
Total Debt3.74 B7.36 B
Debt to Equity151.8 % 0.72 %
Current Ratio0.87 times3.3 times
Book Value Per Share18.2 times13.64 times
Cash Flow from Operations620 M1.25 B
Short Ratio4.46 times2.09 times
Earnings Per Share1.66 times2.3 times
Price to Earnings To Growth1.24 times1.22 times
Number of Employees11.4 K10.67 K
Beta1.180.34
Market Capitalization3.53 B29.78 B
Total Asset7.53 B126.86 B
Retained Earnings(3.28 B)38.24 B
Working Capital(644 M)3.58 B
Current Asset961 M36.8 B
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

Inapplicable
   Acquisition by Marilyn Wasser of tradable shares of Realogy Holdings subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0211
Market Risk Adjusted Performance0.0574
Mean Deviation0.8418
Semi Deviation1.1
Downside Deviation1.17
Coefficient Of Variation3170.37
Standard Deviation1.21
Variance1.48
Information Ratio(0.19)
Jensen Alpha(0.12)
Total Risk Alpha(0.62)
Sortino Ratio(0.19)
Treynor Ratio0.0474
Maximum Drawdown5.08
Value At Risk(1.78)
Potential Upside2.41
Downside Variance1.37
Semi Variance1.2
Expected Short fall(0.96)
Skewness0.2826
Kurtosis0.6647

Current Valuation

Realogy Holdings Current Valuation Analysis
Realogy Holdings Corp is rated fifth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Real Estate Services industry is at this time estimated at about 78.63 Billion. Realogy Holdings holds roughly 6.93 Billion in current valuation claiming about 9% of equities listed under Real Estate Services industry.