Use Alleghany Corporation performance within your portfolio analysis to protect against small markets fluctuations and to find right Stock diversification strategy.
If you would invest 34,135 in Alleghany Corporation on April 26, 2012 and sell it today you would lose (1,185) from holding Alleghany Corporation or give up 3.47% of portfolio value over 30 days. Alleghany Corporation is generating negative expected returns and assumes 0.82% volatility on return distribution over the 30 days horizon. Put is differently, 13% of equities are less volatile than the company and over 99% of traded equities are expected to make higher returns on investment over the next 30 days.
Daily Expected Return (%)
Risk [Daily Volatility] (%)
Taking into account 30 trading days horizon, Alleghany Corporation is expected to generate 1.12 times more return on investment than the market. However, the company is 1.12 times more volatile than its market benchmark. It trades about -0.17 of its potential returns per unit of risk. The NYSE is currently generating roughly -0.47 per unit of risk.
Alleghany Operating Margin
Based on recorded statements Alleghany Corporation has Operating Margin of 22.73%. This is 5.57% higher than that of Financial sector, and 266.61% higher than that of Property and Casualty Insurance industry, The Operating Margin for all stocks is 543.08% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.
Over the last 30 days Alleghany Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.
1 Month Effecincy (a.k Sharpe Ratio) ...
-0.18
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Y
Estimated Market Risk
0.82
actual daily
87 %
of total potential
Expected Return
-0.14
actual daily
1 %
of total potential
Risk-Adjusted Return
-0.18
actual daily
1 %
of total potential
Based on monthly moving average Alleghany is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Alleghany by adding it to a well-diversified portfolio.
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