Apple Buy or Sell Recommendation

Macroaxis provides Apple Inc buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Apple positions. The advice algorithm takes into account all of Apple Inc available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Apple buy-and-hold prospective. Check also Apple Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Apple Inc -- USA Stock  

USD 178.46  0.8  0.45%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Apple Inc is 'Strong Hold'.
For the selected time horizon Apple Inc has a risk adjusted performance of 0.032, jensen alpha of (0.28), total risk alpha of (0.42), sortino ratio of (0.17) and treynor ratio of 0.0316
Macroaxis provides buy, hold, or sell suggestion on Apple Inc to complement and cross-verify current analyst consensus on Apple Inc. 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 Apple is not overpriced, please confirm all Apple Inc fundamentals including its Price to Earning, Cash per Share, Price to Earnings To Growth, as well as the relationship between Gross Profit and Book Value Per Share . Given that Apple Inc has Price to Earning of 19.38 times, we suggest you validate Apple Inc 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 Return0.056454Value At Risk1.08
Potential Upside1.65Standard Deviation0.93
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Schwab Charles Investment Management IncCommon Shares19.3 M3.3 B
Bank Of MontrealCommon Shares10 M1.7 B
National Pension ServiceCommon Shares4.2 M702.6 M
Wellcome Trust Ltd The As Trustee Of The Wellcome TrustCommon Shares3.5 M592.3 M
Gateway Investment Advisers LlcCommon Shares2.7 M456.5 M
Creative PlanningCommon Shares2.3 M390.3 M
Acadian Asset Management LlcCommon Shares2.3 M383.2 M
Bank Of MontrealCall Options2 M334.8 M

Apple Greeks

α
Alpha over DOW
=0.28
β
Beta against DOW=1.47
σ
Overall volatility
=0.97
Ir
Information ratio =0.19

Apple Volatility Alert

Apple Inc has relatively low volatility with skewness of -0.58 and kurtosis of 2.05. However, we advise all investors to independently investigate Apple Inc 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 Apple to competition
FundamentalsApplePeer Average
Return On Equity36.87 % (15.17) %
Return On Asset11 % (15.64) %
Profit Margin21.09 % (5.5) %
Operating Margin26.76 % (10.91) %
Current Valuation957.55 B152.14 B
Shares Outstanding5.09 B1.43 B
Shares Owned by Insiders0.07 % 6.91 %
Shares Owned by Institutions61.75 % 18.37 %
Number of Shares Shorted42.83 M3.24 M
Price to Earning19.38 times40.69 times
Price to Book6.82 times14.44 times
Price to Sales3.96 times17.81 times
Revenue229.23 B9.85 B
Gross Profit88.19 B21.75 B
EBITDA71.5 B1.41 B
Net Income48.35 B517.71 M
Cash and Equivalents74.4 B3.89 B
Cash per Share14.49 times5.17 times
Total Debt115.68 B7.36 B
Debt to Equity86.3 % 0.72 %
Current Ratio1.28 times3.3 times
Book Value Per Share26.15 times13.64 times
Cash Flow from Operations63.6 B1.25 B
Short Ratio1.46 times2.09 times
Earnings Per Share9.21 times2.3 times
Price to Earnings To Growth1.4 times1.22 times
Number of Employees116 K10.67 K
Beta1.310.34
Market Capitalization907.84 B29.78 B
Total Asset321.69 B126.86 B
Retained Earnings99.29 B38.24 B
Working Capital27.86 B3.58 B
Current Asset106.87 B36.8 B
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Sale by Jeffrey Williams of 900 shares of Apple [view details]
Risk Adjusted Performance0.032
Market Risk Adjusted Performance0.0416
Mean Deviation0.6261
Semi Deviation0.8473
Downside Deviation1.02
Coefficient Of Variation1655.59
Standard Deviation0.9346
Variance0.8736
Information Ratio(0.19)
Jensen Alpha(0.28)
Total Risk Alpha(0.42)
Sortino Ratio(0.17)
Treynor Ratio0.0316
Maximum Drawdown2.92
Value At Risk(1.08)
Potential Upside1.65
Downside Variance1.04
Semi Variance0.718
Expected Short fall(0.74)
Skewness(0.58)
Kurtosis2.05

Current Valuation

Apple Current Valuation Analysis
Apple Inc is rated below average in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Computers Phones And Devices industry is presently estimated at about 2.47 Trillion. Apple totals roughly 957.55 Billion in current valuation claiming about 39% of stocks in Computers Phones And Devices industry.