Alleghany Buy Hold or Sell Recommendation

Y -- USA Stock  

Fiscal Quarter End: December 31, 2019  

Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Alleghany Corporation is 'Strong Hold'. Macroaxis provides Alleghany buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Y positions. The advice algorithm takes into account all of Alleghany available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Y buy-and-hold prospective. See also Alleghany Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool.

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Sell AlleghanyBuy Alleghany
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

For the selected time horizon Alleghany Corporation has a risk adjusted performance of 0.0336, jensen alpha of 0.0211, total risk alpha of (0.03861), sortino ratio of 6.0e-4 and treynor ratio of 0.0832
Macroaxis provides buy, hold, or sell suggestion on Alleghany to complement and cross-verify current analyst consensus on Alleghany Corporation. 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 Alleghany is not overpriced, please confirm all Alleghany fundamentals including its Cash and Equivalents, Cash Flow from Operations and the relationship between Gross Profit and Debt to Equity . Given that Alleghany has Number of Shares Shorted of 168.62 K, we suggest you validate Alleghany Corporation 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.

Alleghany Trading Alerts and Improvement Suggestions

Over 84.0% of the company outstanding shares are owned by institutional investors
Latest headline from simplywall.st: Is Alleghany Corporations ROE Of 1.7 percent Concerning - Simply Wall St

Alleghany current analysts recommendations

Target Median Price875.00
Target Mean Price880.00
Recommendation Mean2.00
Target High Price900.00
Number Of Analyst Opinions3
Target Low Price865.00

Alleghany Returns Distribution Density

Mean Return0.05Value At Risk1.83
Potential Upside1.72Standard Deviation1.15
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Blackrock IncCommon Shares1.5 M1.2 B
Vanguard Group IncCommon Shares1.3 M1.1 B
Boston PartnersCommon Shares784.1 K625.5 M
First Eagle Investment Management LlcCommon Shares625.1 K498.7 M
Franklin Resources IncCommon Shares622.2 K496.4 M
State Street CorpCommon Shares549.8 K438.6 M
Victory Capital Management IncCommon Shares475.3 K379.2 M

Alleghany Greeks

α
Alpha over DOW
=0.021104
β
Beta against DOW=0.54
σ
Overall volatility
=1.15
Ir
Information ratio =0.0007

Alleghany Volatility Alert

Alleghany Corporation has relatively low volatility with skewness of -0.23 and kurtosis of -0.03. However, we advise all investors to independently investigate Alleghany 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 Alleghany to competition

Alleghany Fundamental Vs Peers

FundamentalsAlleghanyPeer Average
Return On Equity1.69 (0.31) 
Return On Asset0.66 (0.14) 
Profit Margin1.43 (1.27) 
Operating Margin4.95 (5.51) 
Current Valuation12.03 B16.62 B
Shares Outstanding14.39 M571.82 M
Shares Owned by Insiders4.26 10.09 
Shares Owned by Institutions84.46 39.21 
Number of Shares Shorted168.62 K4.71 M
Price to Earning101.18 28.72 
Price to Book1.30 9.51 
Price to Sales1.44 11.42 
Revenue7.97 B9.43 B
Gross Profit1.75 B27.38 B
EBITDA394.66 M3.9 B
Net Income114.07 M570.98 M
Cash and Equivalents1.87 B2.7 B
Cash per Share129.65 5.01 
Total Debt1.94 B5.32 B
Debt to Equity21.40 48.70 
Current Ratio1.70 2.16 
Book Value Per Share612.87 1.93 K
Cash Flow from Operations278.23 M971.22 M
Short Ratio2.93 4.00 
Earnings Per Share7.85 3.12 
Price to Earnings To Growth0.45 4.89 
Number of Employees9.3 K18.84 K
Beta0.6-0.15
Market Capitalization11.44 B19.03 B
Total Asset22.84 B29.47 B
Retained Earnings3.44 B9.33 B
Z Score3.08.72
   Acquisition by Slattery James P of tradable shares of Alleghany subject to Rule 16b-3 [view details]
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