Vornado Realty Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Vornado Realty Trust -- USA Stock  

USD 77.42  0.29  0.37%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Vornado Realty Trust is 'Buy'.
For the selected time horizon Vornado Realty Trust has a risk adjusted performance of 0.0771, jensen alpha of (0.020544), total risk alpha of (0.16), sortino ratio of (0.22) and treynor ratio of 0.1647
Macroaxis provides unbiased buy or sell recommendation on Vornado Realty Trust that should be used to complement current analysts and expert consensus on Vornado Realty Trust. Our advice engine determines the firm potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Vornado Realty Trust is not overpriced, please validate all Vornado Realty fundamentals including its Book Value Per Share, and the relationship between Net Income and Beta . Given that Vornado Realty Trust has Price to Earning of 18.8 times, we advise you double-check Vornado Realty Trust market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your current risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.087533Value At Risk0.77
Potential Upside0.91Standard Deviation0.57
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Vanguard Group IncCommon Shares27.4 M2.1 B
Blackrock IncCommon Shares16.9 M1.3 B
State Street CorpCommon Shares9.6 M741.4 M
Morgan StanleyCommon Shares7.8 M598 M
Jpmorgan Chase CoCommon Shares7.2 M558.2 M
Apg Asset Management Us IncCommon Shares5.2 M397.4 M
Cohen Steers IncCommon Shares5.1 M390.3 M

Vornado Realty Greeks

α
Alpha over DOW
=0.02
βBeta against DOW=0.47
σ
Overall volatility
=0.57
 IrInformation ratio =0.23

Vornado Realty Volatility Alert

Vornado Realty Trust exhibits very low volatility with skewness of 0.16 and kurtosis of -0.8. However, we advise investors to further study Vornado Realty Trust technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Vornado Realty to competition
FundamentalsVornado RealtyPeer Average
Return On Equity11.23 % (15.17) %
Return On Asset3.02 % (15.64) %
Profit Margin31.11 % (5.5) %
Operating Margin33.27 % (10.91) %
Current Valuation23.68 B152.14 B
Shares Outstanding189.88 M1.43 B
Shares Owned by Insiders9.42 % 6.91 %
Shares Owned by Institutions92.46 % 18.37 %
Number of Shares Shorted3.27 M3.24 M
Price to Earning18.8 times40.69 times
Price to Book4.16 times14.44 times
Price to Sales5.73 times17.81 times
Revenue2.73 B9.85 B
Gross Profit1.48 B21.75 B
EBITDA1.38 B1.41 B
Net Income688.91 M517.71 M
Cash and Equivalents1.3 B3.89 B
Cash per Share6.86 times5.17 times
Total Debt9.41 B7.36 B
Debt to Equity150.2 % 0.72 %
Current Ratio5.68 times3.3 times
Book Value Per Share18.61 times13.64 times
Cash Flow from Operations1.09 B1.25 B
Short Ratio2.81 times2.09 times
Earnings Per Share4.12 times2.3 times
Price to Earnings To Growth2.96 times1.22 times
Number of Employees4.09 K10.67 K
Beta1.090.34
Market Capitalization15.67 B29.78 B
Total Asset9.02 B126.86 B
Retained Earnings(1.77 B)38.24 B
Working Capital1.75 B3.58 B
Current Asset2.19 B36.8 B
SellBuy
Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Sale by Mathrani Sandeep of 5000 shares of Vornado Realty [view details]
Risk Adjusted Performance0.0771
Market Risk Adjusted Performance0.1747
Mean Deviation0.4675
Semi Deviation0.429
Downside Deviation0.6014
Coefficient Of Variation652.93
Standard Deviation0.5715
Variance0.3266
Information Ratio(0.23)
Jensen Alpha(0.020544)
Total Risk Alpha(0.16)
Sortino Ratio(0.22)
Treynor Ratio0.1647
Maximum Drawdown1.67
Value At Risk(0.77)
Potential Upside0.909
Downside Variance0.3616
Semi Variance0.1841
Expected Short fall(0.48)
Skewness0.1566
Kurtosis(0.8)

Current Valuation

Vornado Realty Current Valuation Analysis
Vornado Realty Trust is rated fifth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Diversified Real Estate industry is at this time estimated at about 109.32 Billion. Vornado Realty totals roughly 23.68 Billion in current valuation claiming about 22% of equities under Diversified Real Estate industry.