 Alleghany Corporation  USA Stock   USD 564.65 3.73 0.67% 
Alleghany Corporation shows
Downside Deviation of 0.9439,
Risk Adjusted Performance of 0.0086 and
Mean Deviation of 0.5681. In respect to
Fundamental Indicators, Macroaxis technical analysis interface gives you tools to check existing technical drivers of Alleghany as well as the relationship between them. In plain English you can use this information to find out if the firm will indeed mirror its model of
historical prices and volume momentum or the prices will eventually revert. We found nineteen
technical drivers for Alleghany Corporation which can be compared to its rivals. Please confirm
Alleghany Treynor Ratio as well as the
relationship between
Potential Upside and
Expected Short fall to decide if Alleghany is priced correctly providing market reflects its regular price of 564.65 per share. Given that Alleghany has
Jensen Alpha of
(0.068818), we suggest you validate Alleghany Corporation prevailing market performance to make sure the company can sustain itself at future point.
Investment Horizon

30 Days
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Alleghany Trend Analysis
Use this graph to draw trend lines for Alleghany Corporation. You can use it to identify possible trend reversals for Alleghany as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Alleghany price movement. To start drawing, click on the pencil icon on topright. To remove the trend, use eraser icon.
Alleghany Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Alleghany Corporation applied against its price change over selected period. The best fit line has a slop of
0.4 % which indicates that Alleghany Corporation will continue to generate solid returns. It has 34 observation points and a regression sum of squares at 128.54, which is the sum of squared deviations for the predicted Alleghany price change compared to its average price change.
  Piotroski F ScoreGet Piotroski F Score based on binary analysis strategy of nine different fundamentals 
Alleghany Corporation is rated
below average in mean deviation category among related companies. It is rated
fifth in standard deviation category among related companies creating about
1.32 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Alleghany Corporation is roughly
1.32