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

Time Horizon

Risk Tolerance

Execute Advice
Navistar International Corporation -- USA Stock  

USD 33.73  1.58  4.47%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Navistar International Corporation is 'Hold'.
For the selected time horizon Navistar International Corporation has a risk adjusted performance of 0.29, jensen alpha of 0.63, total risk alpha of 0.51, sortino ratio of 0.0 and treynor ratio of 1.45
Macroaxis buy or sell recommendations module can be used to complement Navistar International advice provided by average analyst sentiment. It analyzes the firm potential to grow using 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 Return0.65Value At Risk4.47
Potential Upside3.05Standard Deviation2.49
 Return Density 

Institutional Investors

Security TypeSharesValue
Icahn Carl CCommon Shares16.7 M717.4 M
Mhr Fund Management LlcCommon Shares16.2 M695.7 M
Franklin Resources IncCommon Shares11.4 M486.9 M
Gamco Investors Inc Et Al 0Common Shares5.9 M251.2 M
Pomelo Capital LlcPut Options5.5 M242.2 M
Vanguard Group IncCommon Shares4.3 M184.4 M
Blackrock IncCommon Shares3.5 M149.4 M
Gabelli Funds LlcCommon Shares2.7 M117.6 M
Capstone Investment Advisors LlcDebt39.5 M42.1 M
Susquehanna International Group LlpCall Options834.1 K35.8 M

Navistar International Greeks

Alpha over DOW
Beta against DOW=0.46
Overall volatility
Information ratio =0.24

Navistar International Volatility Alert

Navistar International Corporation exhibits very low volatility with skewness of -0.21 and kurtosis of 0.43. However, we advise investors to further study Navistar International Corporation technical indicators to make sure all market info is available and is reliable.
 Better Than Average     
 Worse Than Average Compare Navistar International to competition
FundamentalsNavistar InternationalPeer Average
Return On Equity12.30 % (15.17) %
Return On Asset4.57 % (15.64) %
Profit Margin0.22 % (5.50) %
Operating Margin4.71 % (10.91) %
Current Valuation7.64 B152.14 B
Shares Outstanding98.57 M1.43 B
Shares Owned by Insiders16.68 % 6.91 %
Shares Owned by Institutions94.50 % 18.37 %
Number of Shares Shorted5.29 M3.24 M
Price to Earning177.79 times40.69 times
Price to Book0.34 times14.44 times
Price to Sales0.39 times17.81 times
Revenue8.81 B9.85 B
Gross Profit1.53 B21.75 B
EBITDA568 M1.41 B
Net Income18 M517.71 M
Cash and Equivalents947 M3.89 B
Cash per Share9.60 times5.17 times
Total Debt5.12 B7.36 B
Debt to Equity(2.07) % 0.72 %
Current Ratio1.22 times3.30 times
Book Value Per Share46.54 times13.64 times
Cash Flow from Operations11 M1.25 B
Short Ratio9.33 times2.09 times
Earnings Per Share0.19 times2.30 times
Price to Earnings To Growth0.16 times1.22 times
Number of Employees12.47 K10.67 K
Market Capitalization3.42 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

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Exercise or conversion by Samara Strycker of 3187 shares of Navistar International subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.29
Market Risk Adjusted Performance1.44
Mean Deviation1.89
Coefficient Of Variation381.28
Standard Deviation2.49
Information Ratio0.24
Jensen Alpha0.63
Total Risk Alpha0.51
Treynor Ratio1.45
Maximum Drawdown10.62
Value At Risk4.47
Potential Upside3.05

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 359.05 Billion. Navistar International holds roughly 7.64 Billion in current valuation claiming about 2.13% of stocks in Car Truck And Bus Manufacturers industry.