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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Vornado Realty Trust -- USA Stock  

USD 67.15  0.51  0.75%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Vornado Realty Trust is 'Strong Hold'.
For the selected time horizon Vornado Realty Trust has a risk adjusted performance of 0.27, jensen alpha of 0.17, total risk alpha of 0.12, sortino ratio of 0.0 and treynor ratio of 0.48
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 79.79 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 Return0.23Value At Risk2.05
Potential Upside2.11Standard Deviation1.48
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Vanguard Group IncCommon Shares30.2 M2.4 B
Blackrock IncCommon Shares17 M1.3 B
State Street CorpCommon Shares9.7 M758.5 M
Morgan StanleyCommon Shares9.4 M734.6 M
Jpmorgan Chase CoCommon Shares8.7 M682.6 M
Apg Asset Management Us IncCommon Shares5.2 M404.1 M
Franklin Resources IncCommon Shares4 M312.8 M

Vornado Realty Greeks

α
Alpha over DOW
=0.17
β
Beta against DOW=0.50
σ
Overall volatility
=1.50
Ir
Information ratio =0.07

Vornado Realty Volatility Alert

Vornado Realty Trust exhibits very low volatility with skewness of -0.29 and kurtosis of 0.58. 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 Equity3.73 % (15.17) %
Return On Asset2.03 % (15.64) %
Profit Margin10.89 % (5.50) %
Operating Margin51.16 % (10.91) %
Current Valuation21.92 B152.14 B
Shares Outstanding189.98 M1.43 B
Shares Owned by Insiders9.42 % 6.91 %
Shares Owned by Institutions89.68 % 18.37 %
Number of Shares Shorted3.27 M3.24 M
Price to Earning79.79 times40.69 times
Price to Book3.73 times14.44 times
Price to Sales6.56 times17.81 times
Revenue2.09 B9.85 B
Gross Profit1.48 B21.75 B
EBITDA1.07 B1.41 B
Net Income175.2 M517.71 M
Cash and Equivalents1.85 B3.89 B
Cash per Share9.71 times5.17 times
Total Debt10.19 B7.36 B
Debt to Equity169.90 % 0.72 %
Current Ratio6.98 times3.30 times
Book Value Per Share18.14 times13.64 times
Cash Flow from Operations2.98 B1.25 B
Short Ratio2.81 times2.09 times
Earnings Per Share0.85 times2.30 times
Price to Earnings To Growth2.74 times1.22 times
Number of Employees3.99 K10.67 K
Beta1.050.34
Market Capitalization13.7 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
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Acquisition by Michael Lynne of 605 shares of Vornado Realty subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.27
Market Risk Adjusted Performance0.47
Mean Deviation1.11
Coefficient Of Variation643.65
Standard Deviation1.48
Variance2.19
Information Ratio0.069258
Jensen Alpha0.17
Total Risk Alpha0.12
Treynor Ratio0.48
Maximum Drawdown6.02
Value At Risk2.05
Potential Upside2.11
Skewness0.29
Kurtosis0.576

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 100.45 Billion. Vornado Realty totals roughly 21.92 Billion in current valuation claiming about 22% of equities under Diversified Real Estate industry.