Alleghany Buy Hold or Sell Recommendation

Y -- USA Stock  

USD 737.09  13.58  1.81%

Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Alleghany Corporation is 'Strong Buy'. Macroaxis provides Alleghany buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Y positions. The advice algorithm takes into account all of Alleghany available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Y buy-and-hold prospective. See also Alleghany Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool.

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Sell AlleghanyBuy Alleghany
Strong Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

For the selected time horizon Alleghany Corporation has a risk adjusted performance of 0.1578, jensen alpha of 0.2478, total risk alpha of 0.2698, sortino ratio of 0.1872 and treynor ratio of 0.3313
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 110.45K, 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.

Alleghany Trading Alerts and Improvement Suggestions

ALLEGHANY CP has accumulated about 1.88B in cash with (204.98M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 130.26.
Over 84.0% of the company outstanding shares are owned by institutional investors

Alleghany current analysts recommendations

Target Median Price775.00
Target Mean Price783.33
Recommendation Mean2.20
Target High Price840.00
Number Of Analyst Opinions3
Target Low Price735.00

Alleghany Returns Distribution Density

Mean Return0.24Value At Risk2.18
Potential Upside1.86Standard Deviation1.44
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Jpmorgan Chase CoCommon Shares364 K245.4 M
Findlay Park Partners LlpCommon Shares251.5 K171.3 M
Marathon Asset Management LlpCommon Shares80.1 K54.5 M
Swiss National BankCommon Shares61.4 K41.8 M
Sumitomo Mitsui Trust Holdings IncCommon Shares54.9 K37.4 M
Rothschild Co Asset Management Us IncCommon Shares50.6 K34.4 M
Anchor Capital Advisors LlcCommon Shares43.9 K29.9 M

Alleghany Greeks

α
Alpha over DOW
=0.25
β
Beta against DOW=0.69
σ
Overall volatility
=1.44
Ir
Information ratio =0.18

Alleghany Volatility Alert

Alleghany Corporation has relatively low volatility with skewness of 1.36 and kurtosis of 5.59. However, we advise all investors to independently investigate Alleghany Corporation to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare Alleghany to competition

Alleghany Fundamental Vs Peers

FundamentalsAlleghanyPeer Average
Return On Equity3.88% (0.31)%
Return On Asset1.18% (0.14)%
Profit Margin3.86% (1.27)%
Operating Margin7.60% (5.51)%
Current Valuation11.3B16.62B
Shares Outstanding14.44M571.82M
Shares Owned by Insiders4.26% 10.09%
Shares Owned by Institutions84.46% 39.21%
Number of Shares Shorted110.45K4.71M
Price to Earning35.80X28.72X
Price to Book1.25X9.51X
Price to Sales1.36X11.42X
Revenue7.98B9.43B
Gross Profit1.75B27.38B
EBITDA607.13M3.9B
Net Income308.53M570.98M
Cash and Equivalents1.88B2.7B
Cash per Share130.26X5.01X
Total Debt1.96B5.32B
Debt to Equity22.10% 48.70%
Current Ratio1.75X2.16X
Book Value Per Share601.90X1.93K
Cash Flow from Operations(204.98M)971.22M
Short Ratio1.74X4.00X
Earnings Per Share21.05X3.12X
Price to Earnings To Growth0.41X4.89X
Number of Employees9.3K18.84K
Beta0.6-0.15
Market Capitalization10.87B19.03B
Total Asset22.84B29.47B
Retained Earnings5.01B9.33B
Z Score3.08.72
   Sale by Burns John J Jr of 200 shares of Alleghany [view details]
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