SL Green Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
SL Green Realty Corp -- USA Stock  

USD 100.81  0.06  0.0595%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding SL Green Realty Corp is 'Strong Sell'.
For the selected time horizon SL Green Realty Corp has a mean deviation of 0.6908, semi deviation of 0.7542, standard deviation of 0.907, variance of 0.8226, downside variance of 1.07 and semi variance of 0.5689
Macroaxis provides buy or sell advice on SL Green Realty Corp to complement and cross-verify current analyst consensus on SL Green. Our buy, hold, or sell suggestion engine determines the firm potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure SL Green Realty is not overpriced, please validate all SL Green Realty Corp fundamentals including its Shares Outstanding, Net Income, Price to Earnings To Growth, as well as the relationship between Price to Book and Current Ratio . Given that SL Green Realty has Price to Earning of 102.82 times, we advise you double-check SL Green market performance and probability of bankruptcy to make sure the company can sustain itself this quarter and beyond given your latest risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.1Value At Risk1.28
Potential Upside1.22Standard Deviation0.91
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Vanguard Group IncCommon Shares17.7 M1.8 B
Blackrock IncCommon Shares9.5 M960 M
Cohen Steers IncCommon Shares7 M704.6 M
State Street CorpCommon Shares5.6 M566.4 M
Fmr LlcCommon Shares4.2 M426.7 M
Price T Rowe Associates IncCommon Shares3.9 M398.8 M
Boston PartnersCommon Shares3 M301.8 M

SL Green Greeks

α
Alpha over DOW
=0.12
βBeta against DOW=0.75
σ
Overall volatility
=0.87
 IrInformation ratio =0.0726

SL Green Volatility Alert

SL Green Realty Corp has relatively low volatility with skewness of -0.17 and kurtosis of -0.39. However, we advise all investors to independently investigate SL Green Realty Corp 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 SL Green to competition
FundamentalsSL GreenPeer Average
Return On Equity1.37 % (15.17) %
Return On Asset1.7 % (15.64) %
Profit Margin8.1 % (5.5) %
Operating Margin29.08 % (10.91) %
Current Valuation15.58 B152.14 B
Shares Outstanding98.27 M1.43 B
Shares Owned by Insiders0.34 % 6.91 %
Shares Owned by Institutions107.68 % 18.37 %
Number of Shares Shorted4.05 M3.24 M
Price to Earning102.82 times40.69 times
Price to Book1.47 times14.44 times
Price to Sales6.51 times17.81 times
Revenue1.53 B9.85 B
Gross Profit1.3 B21.75 B
EBITDA871.44 M1.41 B
Net Income97.84 M517.71 M
Cash and Equivalents285.29 M3.89 B
Cash per Share2.88 times5.17 times
Total Debt6.42 B7.36 B
Debt to Equity78.8 % 0.72 %
Current Ratio4.16 times3.3 times
Book Value Per Share68.25 times13.64 times
Cash Flow from Operations575.06 M1.25 B
Short Ratio5.34 times2.09 times
Earnings Per Share0.97 times2.3 times
Price to Earnings To Growth(8.63) times1.22 times
Number of Employees1.18 K10.67 K
Beta1.390.34
Market Capitalization9.98 B29.78 B
Total Asset19.73 B126.86 B
Retained Earnings1.58 B38.24 B
Working Capital552.12 M3.58 B
Current Asset1.11 B36.8 B
SellBuy
Strong Sell

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Acquisition by Lauren Dillard of 2879 shares of SL Green subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0504
Market Risk Adjusted Performance(0.12)
Mean Deviation0.6908
Semi Deviation0.7542
Downside Deviation1.04
Coefficient Of Variation866.51
Standard Deviation0.907
Variance0.8226
Information Ratio0.0726
Jensen Alpha0.1163
Total Risk Alpha0.0271
Sortino Ratio0.0636
Treynor Ratio(0.13)
Maximum Drawdown2.31
Value At Risk(1.28)
Potential Upside1.22
Downside Variance1.07
Semi Variance0.5689
Expected Short fall(0.73)
Skewness(0.17)
Kurtosis(0.39)

Current Valuation

SL Green Current Valuation Analysis
SL Green Realty Corp is rated below average in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Office Commercial And Industrial Real Estate industry is at this time estimated at about 262.46 Billion. SL Green holds roughly 15.58 Billion in current valuation claiming about 6% of all equities under Office Commercial And Industrial Real Estate industry.