Navistar International Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Navistar International Corporation -- USA Stock  

USD 40.75  0.6  1.49%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Navistar International Corporation is 'Strong Hold'.
For the selected time horizon Navistar International Corporation has a risk adjusted performance of 0.0549, jensen alpha of (0.15), total risk alpha of (0.62), sortino ratio of (0.011306) and treynor ratio of 0.1098
Navistar International buy or sell recommendations module can be used to check and cross-verify current advice provided by analysts analyzing the firm potential to grow using all of fundamental, technical, data market data available at the time. To make sure Navistar International is not overpriced, please verify all Navistar International Corporation fundamentals including its EBITDA, Earnings Per Share, Z Score, as well as the relationship between Debt to Equity and Total Asset . Given that Navistar International has Number of Shares Shorted of 5.29 M, we recommend you check Navistar International market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your last-minute risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.19Value At Risk2.29
Potential Upside3.89Standard Deviation2.02
 Return Density 
      Distribution 

Navistar International Greeks

α
Alpha over DOW
=0.15
βBeta against DOW=1.64
σ
Overall volatility
=1.99
 IrInformation ratio =0.0098

Navistar International Volatility Alert

Navistar International Corporation has relatively low volatility with skewness of 0.37 and kurtosis of -0.46. However, we advise all investors to independently investigate Navistar International Corporation 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 Navistar International to competition
FundamentalsNavistar InternationalPeer Average
Return On Equity12.3 % (15.17) %
Return On Asset1.28 % (15.64) %
Profit Margin(1.73) % (5.5) %
Operating Margin1.51 % (10.91) %
Current Valuation8.28 B152.14 B
Shares Outstanding98.18 M1.43 B
Shares Owned by Insiders16.87 % 6.91 %
Shares Owned by Institutions84.33 % 18.37 %
Number of Shares Shorted5.29 M3.24 M
Price to Earning(17.04) times40.69 times
Price to Book(0.34) times14.44 times
Price to Sales0.49 times17.81 times
Revenue8.03 B9.85 B
Gross Profit1.3 B21.75 B
EBITDA267 M1.41 B
Net Income(140 M)517.71 M
Cash and Equivalents923 M3.89 B
Cash per Share9.4 times5.17 times
Total Debt5.22 B7.36 B
Debt to Equity(2.07) % 0.72 %
Current Ratio1.23 times3.3 times
Book Value Per Share(50.17) times13.64 times
Cash Flow from Operations113 M1.25 B
Short Ratio9.33 times2.09 times
Earnings Per Share(1.57) times2.3 times
Price to Earnings To Growth(16.91) times1.22 times
Number of Employees12.4 K10.67 K
Beta2.170.34
Market Capitalization3.92 B29.78 B
Total Asset5.65 B126.86 B
Retained Earnings(4.96 B)38.24 B
Working Capital556 M3.58 B
Current Asset3.76 B36.8 B
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Exercise or conversion by Troy Clarke of 1831 shares of Navistar International subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0549
Market Risk Adjusted Performance0.1198
Mean Deviation1.62
Semi Deviation1.61
Downside Deviation1.75
Coefficient Of Variation1060.73
Standard Deviation2.02
Variance4.07
Information Ratio(0.009826)
Jensen Alpha(0.15)
Total Risk Alpha(0.62)
Sortino Ratio(0.011306)
Treynor Ratio0.1098
Maximum Drawdown5.85
Value At Risk(2.29)
Potential Upside3.89
Downside Variance3.07
Semi Variance2.59
Expected Short fall(1.97)
Skewness0.3712
Kurtosis(0.46)

Current Valuation

Navistar International Current Valuation Analysis
Navistar International Corporation is rated below average in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Car Truck And Bus Manufacturers industry is now estimated at about 372.08 Billion. Navistar International holds roughly 8.28 Billion in current valuation claiming about 2.23% of stocks in Car Truck And Bus Manufacturers industry.