|Alleghany Corporation -- USA Stock|| |
USD 589.58 6.30 1.06%
Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Alleghany Corporation is 'Buy'
For the selected time horizon Alleghany Corporation has a risk adjusted performance of 0.062, jensen alpha of 0.154, total risk alpha of 0.1836, sortino ratio of 0.0765 and treynor ratio of 0.0668
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 Price to Sales
, Cash per Share
, Short Ratio
, as well as the relationship
and Current Ratio
. Given that Alleghany
has Shares Owned by Institutions
of 85.44 %
, 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||0.06036||Value At Risk||3.65|
|Potential Upside||2.07||Standard Deviation||1.65|
|Security Type||Shares||Value||Blackrock Inc||Common Shares||1.5 M||869 M||Vanguard Group Inc||Common Shares||1.3 M||765.4 M||Boston Partners||Common Shares||765 K||456 M||First Eagle Investment Management Llc||Common Shares||662.3 K||394.8 M||Franklin Resources Inc||Common Shares||661.9 K||394.6 M||State Street Corp||Common Shares||585.7 K||349.1 M||Wellington Management Group Llp||Common Shares||515 K||307 M|
Alleghany Volatility Alert
Alleghany Corporation currently demonstrates below average downside deviation of 2.46. It has Information Ratio of 0.11 and Jensen Alpha of 0.15. However, we do advice investors to further question Alleghany Corporation expected returns to make sure all indicators are consistent with the current outlook about its relatively low value at risk.