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.
For the selected time horizon Alleghany Corporation has a risk adjusted performance of 0.0248, jensen alpha of (0.06), total risk alpha of (0.17), sortino ratio of (0.10) and treynor ratio of 0.0363Macroaxis 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 119.67K, 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
The company has accumulated 1.67B in total debt with debt to equity ratio (D/E) of 21.2 implying that the company may be unable to produce cash to meet its debt commitments. Alleghany has Current Ratio of 0.82 which means it has a negative working capital and may have difficulties to pay out interest payments when they become due.
Alleghany Corporation has relatively low volatility with skewness of -0.33 and kurtosis of 0.71. 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.