|NAV -- USA Stock|| |
USD 43.10 0.87 2.06%
Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Navistar International Corporation is 'Strong Hold'
. Macroaxis provides Navistar International buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding NAV positions. The advice algorithm takes into account all of Navistar International available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from NAV buy-and-hold prospective. Please see also Navistar International Analyst Recommendation
to compare Macroaxis Buy or Sell Recommendation with current analyst consensus.
For the selected time horizon Navistar International Corporation has a risk adjusted performance of 0.1082, jensen alpha of 0.2424, total risk alpha of 0.10
, sortino ratio of 0.0797 and treynor ratio of 0.6034
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 3.14 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.
Navistar International Thematic Classifications
Returns Distribution Density
|Mean Return||0.32||Value At Risk||3.13|
|Potential Upside||2.80||Standard Deviation||1.89|
|Security Type||Shares||Value||Calamos Advisors Llc||Debt||7.5 M||7.7 M||Westpac Banking Corp||Common Shares||153.2 K||6.2 M||Calamos Advisors Llc||Call Options||125 K||5.1 M||Boston Advisors Llc||Common Shares||55.1 K||2.2 M||Stokes Hubbell Capital Management Llc||Common Shares||11 K||448 K||Xr Securities Llc||Common Shares||8.6 K||350 K||Amalgamated Bank||Common Shares||6.8 K||275 K||Bank Of Montreal||Common Shares||2.5 K||101 K||Vigilant Capital Management Llc||Common Shares||168||7 K|
Navistar International Greeks
Navistar International Volatility Alert
Navistar International Corporation currently demonstrates below average downside deviation of 2.24. It has Information Ratio of 0.09 and Jensen Alpha of 0.24. However, we do advice investors to further question Navistar International Corporation expected returns to make sure all indicators are consistent with the current outlook about its relatively low value at risk.
Navistar International Fundamental Vs Peers
| ||Exercise or conversion by Moran James M of 2500 shares of Navistar International subject to Rule 16b-3 [view details]|