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 'Cautious Hold'.
For the selected time horizon Alleghany Corporation has a mean deviation of 0.575, semi deviation of 0.6511, standard deviation of 0.7495, variance of 0.5617, downside variance of 0.635 and semi variance of 0.4239
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 96.08 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 Return0.08Value At Risk-1.1248
Potential Upside1.2539Standard Deviation0.7495
 Return Density 
      Distribution 

Alleghany Greeks

α
Alpha over DOW
= 0.07 
βBeta against DOW=(0.19) 
σ
Overall volatility
= 0.73 
 IrInformation ratio = 0.05 

Alleghany Volatility Alert

Alleghany Corporation exhibits relatively low volatility with skewness of -0.04 and kurtosis of -0.58. However, we advice investors to further investigate Alleghany Corporation to make sure all market statistics is disseminated and is consistent with investors' estimations about Alleghany upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare Alleghany to competition
FundamentalsAlleghanyPeer Average
Return On Equity5.67 % (15.17) %
Return On Asset1.93 % (15.64) %
Profit Margin7.30 % (5.50) %
Operating Margin11.73 % (10.91) %
Current Valuation8.64 B152.14 B
Shares Outstanding15.42 M1.43 B
Shares Owned by Insiders3.95 % 6.91 %
Shares Owned by Institutions84.00 % 18.37 %
Number of Shares Shorted96.08 K3.24 M
Price to Earning1.14 times40.69 times
Price to Book1.08 times14.44 times
Price to Sales1.51 times17.81 times
Revenue6.18 B9.85 B
Gross Profit1.56 B21.75 B
EBITDA886.89 M1.41 B
Net Income451.59 M517.71 M
Cash and Equivalents2.35 B3.89 B
Cash per Share152.38 times5.17 times
Total Debt1.47 B7.36 B
Debt to Equity17.80 times0.72 times
Current Ratio1.95 times3.30 times
Book Value Per Share530.86 times13.64 times
Cash Flow from Operations710.81 M1.25 B
Short Ratio2.15 times2.09 times
Earnings Per Share29.27 times2.30 times
Price to Earnings To Growth2.35 times1.22 times
Number of Employees3.13 K10.67 K
Beta0.920.34
Market Capitalization9.36 B29.78 B
Total Asset22.84 B126.86 B
Retained Earnings5.01 B38.24 B
Z Score3.6708.73
SellBuy
Cautious Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Sale by Weston Hicks of 200 shares of Alleghany [view details]
Risk Adjusted Performance0.0468
Market Risk Adjusted Performance(0.34)
Mean Deviation0.575
Semi Deviation0.6511
Downside Deviation0.7968
Coefficient Of Variation980.9
Standard Deviation0.7495
Variance0.5617
Information Ratio0.0471
Jensen Alpha0.0723
Total Risk Alpha0.0102
Sortino Ratio0.0443
Treynor Ratio(0.35)
Maximum Drawdown2.58
Value At Risk(1.12)
Potential Upside1.25
Downside Variance0.635
Semi Variance0.4239
Expected Short fall(0.60)
Skewness(0.04)
Kurtosis(0.58)

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 83.66 Billion. Alleghany retains roughly 8.64 Billion in current valuation claiming about 10% of equities under Insurance - General industry.