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
Alleghany Corporation -- USA Stock  

USD 553  4.78  0.86%

Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Alleghany Corporation is 'Hold'.
For the selected time horizon Alleghany Corporation has a risk adjusted performance of (0.025904), jensen alpha of (0.09795), total risk alpha of (0.22), sortino ratio of 0.0 and treynor ratio of (0.56)
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 95.14 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 Risk1.12
Potential Upside0.88Standard Deviation0.96
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Blackrock IncCommon Shares1.4 M788.4 M
Vanguard Group IncCommon Shares1.3 M706.6 M
First Eagle Investment Management LlcCommon Shares666.6 K369.3 M
Boston PartnersCommon Shares653.3 K361.9 M
Franklin Resources IncCommon Shares647.2 K358.6 M
State Street CorpCommon Shares584.2 K323.7 M
Wellington Management Group LlpCommon Shares527.9 K292.4 M

Alleghany Greeks

α
Alpha over DOW
=0.1
βBeta against DOW=0.16
σ
Overall volatility
=1.16
 IrInformation ratio =0.15

Alleghany Volatility Alert

Alleghany Corporation exhibits very low volatility with skewness of 1.42 and kurtosis of 3.46. 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 Equity5.82 % (15.17) %
Return On Asset1.9 % (15.64) %
Profit Margin7.74 % (5.5) %
Operating Margin11.9 % (10.91) %
Current Valuation9.18 B152.14 B
Shares Outstanding15.39 M1.43 B
Shares Owned by Insiders4 % 6.91 %
Shares Owned by Institutions84.68 % 18.37 %
Number of Shares Shorted95.14 K3.24 M
Price to Earning18.15 times40.69 times
Price to Book1.02 times14.44 times
Price to Sales1.4 times17.81 times
Revenue6.16 B9.85 B
Gross Profit1.56 B21.75 B
EBITDA888.24 M1.41 B
Net Income476.33 M517.71 M
Cash and Equivalents1.34 B3.89 B
Cash per Share87.19 times5.17 times
Total Debt1.49 B7.36 B
Debt to Equity17.4 % 0.72 %
Current Ratio1.47 times3.3 times
Book Value Per Share547.06 times13.64 times
Cash Flow from Operations675.19 M1.25 B
Short Ratio2.15 times2.09 times
Earnings Per Share30.87 times2.3 times
Price to Earnings To Growth(90.16) times1.22 times
Number of Employees3.13 K10.67 K
Beta0.860.34
Market Capitalization8.62 B29.78 B
Total Asset22.84 B126.86 B
Retained Earnings5.01 B38.24 B
Z Score3.0708.73
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Acquisition by Phillip Martineau of tradable shares of Alleghany subject to Rule 16b-3 [view details]
Risk Adjusted Performance(0.025904)
Market Risk Adjusted Performance(0.55)
Mean Deviation0.7228
Coefficient Of Variation(1,204)
Standard Deviation0.9591
Variance0.9198
Information Ratio(0.15)
Jensen Alpha(0.09795)
Total Risk Alpha(0.22)
Treynor Ratio(0.56)
Maximum Drawdown4.36
Value At Risk(1.12)
Potential Upside0.8839
Skewness1.42
Kurtosis3.46

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 131.78 Billion. Alleghany holds roughly 9.18 Billion in current valuation claiming about 7% of equities under Insurance - General industry.