Alleghany Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Alleghany Corporation is 'Strong Hold'.
For the selected time horizon Alleghany Corporation has a risk adjusted performance of (0.0038), jensen alpha of (0.03), total risk alpha of (0.04), sortino ratio of 0.0 and treynor ratio of (0.02)
Macroaxis provides buy, hold, or sell suggestion on Alleghany to complement and cross-verify current analyst consensus on Alleghany Corporation. Our buy, hold, or sell recommendation engine determines the organization potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Alleghany is not overpriced, please confirm all Alleghany fundamentals including its Cash and Equivalents, Cash Flow from Operations and the relationship between Gross Profit and Debt to Equity . Given that Alleghany has Number of Shares Shorted of 66.41 K, we suggest you validate Alleghany Corporation market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return-0.01Value At Risk-1.3272
Potential Upside1.3678Standard Deviation0.8584
 Return Density 
Benchmark  Embed    Distribution 

Institutional Investors

Security TypeSharesValue
Marathon Asset Management LlpCommon Shares72.2 K44.4 M
Hermes Investment Management LtdCommon Shares66.2 K40.7 M
Qv Investors IncCommon Shares40.6 K24.9 M
Bank Of MontrealCommon Shares38.4 K23.6 M
Nationwide Fund AdvisorsCommon Shares36.7 K22.6 M
Speece Thorson Capital Group IncCommon Shares29.6 K18.2 M
Retirement Systems Of AlabamaCommon Shares29.5 K18.2 M

Alleghany Greeks

α
Alpha over NYSE
=(0.03) 
βBeta against NYSE= 1.40 
σ
Overall volatility
= 0.87 
 IrInformation ratio =(0.04) 

Alleghany Volatility Alert

Alleghany Corporation exhibits ver low volatility with skewness of 0.23 and kurtosis of -0.13. However, we advise investors to further study Alleghany Corporation technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Alleghany to competition
FundamentalsAlleghanyPeer Average
Return On Equity9.30 % (15.17) %
Return On Asset0.02 % (15.64) %
Profit Margin0.11 % (5.50) %
Operating Margin0.20 % (10.91) %
Current Valuation8.64 B152.14 B
Shares Outstanding15.41 M1.43 B
Shares Owned by Insiders3.95 % 6.91 %
Shares Owned by Institutions84.00 % 18.37 %
Number of Shares Shorted66.41 K3.24 M
Price to Earning20.83 times40.69 times
Price to Book1.19 times14.44 times
Price to Sales1.55 times17.81 times
Revenue5 B9.85 B
Gross Profit1.24 B21.75 B
EBITDA889.87 M1.41 B
Net Income560.32 M517.71 M
Cash and Equivalents475.27 M3.89 B
Cash per Share85.69 times5.17 times
Total Debt1.38 B7.36 B
Debt to Equity0.18 times0.72 times
Current Ratio1.47 times3.30 times
Book Value Per Share515.24 times13.64 times
Cash Flow from Operations325.98 M1.25 B
Short Ratio1.77 times2.09 times
Earnings Per Share29.59 times2.30 times
Price to Earnings To Growth2.30 times1.22 times
Number of Employees3.13 K10.67 K
Beta0.940.34
Market Capitalization9.5 B29.78 B
Total Asset22.84 B126.86 B
Retained Earnings5.01 B38.24 B
Z Score3.6708.73
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Alleghany exotic insider transaction detected [view details]
Risk Adjusted Performance(0.0038)
Market Risk Adjusted Performance(0.0070)
Mean Deviation0.6476
Coefficient Of Variation(6,255)
Standard Deviation0.8584
Variance0.7368
Information Ratio(0.04)
Jensen Alpha(0.03)
Total Risk Alpha(0.04)
Treynor Ratio(0.02)
Maximum Drawdown3.04
Value At Risk(1.33)
Potential Upside1.37
Skewness0.2299
Kurtosis(0.13)

Current Valuation

Alleghany Current Valuation Analysis
Alleghany Corporation is rated fifth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Insurance - General industry is at this time estimated at about 84.8 Billion. Alleghany retains roughly 8.64 Billion in current valuation claiming about 10% of equities under Insurance - General industry.