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 78.19  0.74  0.94%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Vornado Realty Trust is 'Strong Sell'.
For the selected time horizon Vornado Realty Trust has a mean deviation of 0.6123, semi deviation of 0.55, standard deviation of 0.8597, variance of 0.7391, downside variance of 0.8309 and semi variance of 0.3025
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 17.14 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 Risk-1.2017
Potential Upside1.4524Standard Deviation0.8597
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Nisa Investment Advisors LlcCommon Shares52.4 K4 M
Gulf International Bank Uk LtdCommon Shares52.2 K4 M
Grassi Investment ManagementCommon Shares38.4 K3 M
Exxonmobil Investment Management IncCommon Shares31.5 K2.4 M
Pensionfund Dsm NetherlandsCommon Shares27.8 K2.1 M
Dnb Asset Management AsCommon Shares17.5 K1.3 M
Pensionfund SabicCommon Shares11.2 K864 K
Fulton Breakefield Broenniman LlcPreferred Shares15.2 K384 K

Vornado Realty Greeks

α
Alpha over DOW
= 0.35 
βBeta against DOW=(0.99) 
σ
Overall volatility
= 0.83 
 IrInformation ratio = 0.11 

Vornado Realty Volatility Alert

Vornado Realty Trust has low volatility with Treynor Ratio of -0.22, Maximum Drawdown of 2.98 and kurtosis of 1.56. However, we advice all investors to further analyze Vornado Realty Trust to make certain all market information is desiminated and is consistent with the current expectations about Vornado Realty upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare Vornado Realty to competition
FundamentalsVornado RealtyPeer Average
Return On Equity11.71 % (15.17) %
Return On Asset2.66 % (15.64) %
Profit Margin35.44 % (5.5) %
Operating Margin33.08 % (10.91) %
Current Valuation7.29 B152.14 B
Shares Outstanding189.46 M1.43 B
Shares Owned by Insiders9.44 % 6.91 %
Shares Owned by Institutions89.16 % 18.37 %
Number of Shares Shorted2.25 M3.24 M
Price to Earning17.14 times40.69 times
Price to Book2.56 times14.44 times
Price to Sales5.94 times17.81 times
Revenue2.7 B9.85 B
Gross Profit1.48 B21.75 B
EBITDA1.4 B1.41 B
Net Income873.86 M517.71 M
Cash and Equivalents1.49 B3.89 B
Cash per Share7.88 times5.17 times
Total Debt10.89 B7.36 B
Debt to Equity123.4 times0.72 times
Current Ratio6.28 times3.3 times
Book Value Per Share31.03 times13.64 times
Cash Flow from Operations998.08 M1.25 B
Short Ratio2.45 times2.09 times
Earnings Per Share4.63 times2.3 times
Price to Earnings To Growth2.65 times1.22 times
Number of Employees4.09 K10.67 K
Beta1.140.34
Market Capitalization16.03 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 Sell

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Exercise or conversion by Steven Roth of 248704 shares of Vornado Realty subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0689
Market Risk Adjusted Performance(0.21)
Mean Deviation0.6123
Semi Deviation0.55
Downside Deviation0.9115
Coefficient Of Variation374.99
Standard Deviation0.8597
Variance0.7391
Information Ratio0.1053
Jensen Alpha0.3465
Total Risk Alpha(0.26)
Sortino Ratio0.0993
Treynor Ratio(0.22)
Maximum Drawdown2.98
Value At Risk(1.2)
Potential Upside1.45
Downside Variance0.8309
Semi Variance0.3025
Expected Short fall(0.69)
Skewness0.2391
Kurtosis1.56

Current Valuation

Vornado Realty Current Valuation Analysis
Vornado Realty Trust is rated below average 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 72.54 Billion. Vornado Realty retains roughly 7.29 Billion in current valuation claiming about 10% of equities under Diversified Real Estate industry.