Public Joint (Russia) Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Public Joint Stock Company Group of Companies TNS energo -- Russia Stock  

RUB 1,203  14.00  1.15%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Public Joint Stock Company Group of Companies TNS energo is 'Hold'.
For the selected time horizon Public Joint Stock Company Group of Companies TNS energo has a risk adjusted performance of 0.26, jensen alpha of 0.089781, total risk alpha of 0.018974, sortino ratio of 0.0 and treynor ratio of 1.55
Macroaxis provides advice on Public Joint Stock Company Group of Companies TNS energo to complement and cross-verify current analyst consensus on Public Joint Stock. Our recommendation engine determines the corporation potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Public Joint is not overpriced, please check all Public Joint Stock fundamentals including its Operating Margin, Price to Earning, Price to Sales, as well as the relationship between Shares Outstanding and Price to Book .

Returns Distribution Density

Mean Return0.09Value At Risk1.15
Potential Upside0.91Standard Deviation0.69
 Return Density 
      Distribution 

Public Joint Greeks

α
Alpha over DOW
=0.09
β
Beta against DOW=0.0677
σ
Overall volatility
=0.74
Ir
Information ratio =0.17

Public Joint Volatility Alert

Public Joint Stock Company Group of Companies TNS energo exhibits very low volatility with skewness of -0.42 and kurtosis of 1.35. However, we advise investors to further study Public Joint Stock Company Group of Companies TNS energo technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Public Joint to competition
FundamentalsPublic JointPeer Average
Return On Equity0.90 % (15.17) %
Return On Asset6.65 % (15.64) %
Profit Margin2.20 % (5.50) %
Operating Margin2.98 % (10.91) %
Shares Outstanding13.63 M1.43 B
Price to Earning247.26 times40.69 times
Price to Book98.63 times14.44 times
Price to Sales0.10 times17.81 times
Revenue198.49 B9.85 B
Gross Profit8.82 B21.75 B
EBITDA189.39 M1.41 B
Net Income4.37 B517.71 M
Cash and Equivalents5.08 B3.89 B
Cash per Share371.71 times5.17 times
Total Debt21.4 B7.36 B
Debt to Equity1.86 % 0.72 %
Current Ratio0.74 times3.30 times
Book Value Per Share15.01 times13.64 times
Cash Flow from Operations(1.97 B)1.25 B
Earnings Per Share4.93 times2.30 times
Number of Employees510.67 K
Market Capitalization16.68 B29.78 B
Total Asset58.11 B126.86 B
Retained Earnings2.08 B38.24 B
Working Capital(10.94 B)3.58 B
Current Asset30.91 B36.8 B
Current Liabilities41.85 B33.34 B
Z Score3.0708.73
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.26
Market Risk Adjusted Performance1.54
Mean Deviation0.4608
Coefficient Of Variation723.70
Standard Deviation0.6867
Variance0.4716
Information Ratio0.1722
Jensen Alpha0.089781
Total Risk Alpha0.018974
Treynor Ratio1.55
Maximum Drawdown2.48
Value At Risk1.15
Potential Upside0.9121
Skewness0.42
Kurtosis1.35