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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
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 between EBITDA 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 Return0.06036Value At Risk3.65
Potential Upside2.07Standard Deviation1.65
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Blackrock IncCommon Shares1.5 M869 M
Vanguard Group IncCommon Shares1.3 M765.4 M
Boston PartnersCommon Shares765 K456 M
First Eagle Investment Management LlcCommon Shares662.3 K394.8 M
Franklin Resources IncCommon Shares661.9 K394.6 M
State Street CorpCommon Shares585.7 K349.1 M
Wellington Management Group LlpCommon Shares515 K307 M

Alleghany Greeks

α
Alpha over DOW
=0.15
β
Beta against DOW=0.75
σ
Overall volatility
=1.69
Ir
Information ratio =0.11

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.
    
 Better Than Average     
    
 Worse Than Average Compare Alleghany to competition
FundamentalsAlleghanyPeer Average
Return On Equity0.14 % (15.17) %
Return On Asset0.01 % (15.64) %
Profit Margin0.10 % (5.50) %
Operating Margin0.05 % (10.91) %
Current Valuation9.19 B152.14 B
Shares Outstanding15.39 M1.43 B
Shares Owned by Insiders4.00 % 6.91 %
Shares Owned by Institutions85.44 % 18.37 %
Number of Shares Shorted180 K3.24 M
Price to Book1.07 times14.44 times
Price to Sales1.41 times17.81 times
Revenue6.21 B9.85 B
Gross Profit1.56 B21.75 B
EBITDA155.06 M1.41 B
Net Income6.34 M517.71 M
Cash and Equivalents1.25 B3.89 B
Cash per Share81.20 times5.17 times
Total Debt1.49 B7.36 B
Debt to Equity17.90 % 0.72 %
Current Ratio1.66 times3.30 times
Book Value Per Share532.40 times13.64 times
Cash Flow from Operations645.32 M1.25 B
Short Ratio2.59 times2.09 times
Earnings Per Share0.41 times2.30 times
Price to Earnings To Growth26.71 times1.22 times
Number of Employees3.42 K10.67 K
Beta0.840.34
Market Capitalization8.75 B29.78 B
Total Asset22.84 B126.86 B
Retained Earnings5.01 B38.24 B
Z Score3.0708.73
SellBuy
Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Bona fide gift to Burns John J Jr of 100 shares of Alleghany subject to Section 16 [view details]
Risk Adjusted Performance0.062
Market Risk Adjusted Performance0.0768
Mean Deviation1.21
Semi Deviation2.26
Downside Deviation2.46
Coefficient Of Variation2740.33
Standard Deviation1.65
Variance2.74
Information Ratio0.1135
Jensen Alpha0.154
Total Risk Alpha0.1836
Sortino Ratio0.0765
Treynor Ratio0.0668
Maximum Drawdown5.81
Value At Risk3.65
Potential Upside2.07
Downside Variance6.03
Semi Variance5.1
Expected Short fall1.01
Skewness1.05
Kurtosis0.7226

Current Valuation

Alleghany Current Valuation Analysis
Alleghany Corporation is rated below average 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 130.35 Billion. Alleghany holds roughly 9.19 Billion in current valuation claiming about 7% of equities under Insurance - General industry.