Alleghany Buy Hold or Sell Recommendation

Y -- USA Stock  

USD 634.43  4.30  0.67%

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 current analyst consensus.

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 0.1503, jensen alpha of 0.1824, total risk alpha of 0.0671, sortino ratio of 0.1571 and treynor ratio of 0.4604
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 178.59 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.

Alleghany Thematic Classifications

Insurance Providers IdeaInsurance Providers
All types of insurance and insurance brokerages

Returns Distribution Density

Mean Return0.24Value At Risk1
Potential Upside2.12Standard Deviation0.92
 Return Density 
      Distribution 

Alleghany Greeks

α
Alpha over DOW
=0.18
β
Beta against DOW=0.51
σ
Overall volatility
=0.92
Ir
Information ratio =0.15

Alleghany Volatility Alert

Alleghany Corporation has low volatility with Treynor Ratio of 0.46, Maximum Drawdown of 3.64 and kurtosis of 0.72. However, we advice all investors to further analyze Alleghany Corporation to make certain all market information is desiminated and is consistent with the current expectations about Alleghany upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare Alleghany to competition

Alleghany Fundamental Vs Peers

FundamentalsAlleghanyPeer Average
Return On Equity3.72 % (15.17) %
Return On Asset0.89 % (15.64) %
Profit Margin4.48 % (5.50) %
Operating Margin5.19 % (10.91) %
Current Valuation10.22 B152.14 B
Shares Outstanding14.94 M1.43 B
Shares Owned by Insiders4.02 % 6.91 %
Shares Owned by Institutions85.23 % 18.37 %
Number of Shares Shorted178.59 K3.24 M
Price to Earning31.84 times40.69 times
Price to Book1.13 times14.44 times
Price to Sales1.39 times17.81 times
Revenue6.82 B9.85 B
Gross Profit1.15 B21.75 B
EBITDA483.88 M1.41 B
Net Income305.84 M517.71 M
Cash and Equivalents1.1 B3.89 B
Cash per Share73.38 times5.17 times
Total Debt1.57 B7.36 B
Debt to Equity18.30 % 0.72 %
Current Ratio1.51 times3.30 times
Book Value Per Share560.49 times13.64 times
Cash Flow from Operations391.03 M1.25 B
Short Ratio2.90 times2.09 times
Earnings Per Share19.93 times2.30 times
Price to Earnings To Growth1.93 times1.22 times
Number of Employees4.4 K10.67 K
Beta0.870.34
Market Capitalization9.48 B29.78 B
Total Asset22.84 B126.86 B
Retained Earnings5.01 B38.24 B
Z Score3.6708.73
   Acquisition by Burns John J Jr of tradable shares of Alleghany subject to Rule 16b-3 [view details]

Alleghany Alerts

Trading Alerts and Improvement Suggestions
Over 85.0% of the company outstanding shares are owned by institutional investors
Latest headline from MacroaxisInsider: Sale by Noall Roger of 100 shares of Alleghany
See also Alleghany Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.