Alleghany Buy Hold or Sell Recommendation

Y -- USA Stock  

USD 646.37  5.37  0.82%

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 0.0248, jensen alpha of (0.06), total risk alpha of (0.17), sortino ratio of (0.10) and treynor ratio of 0.0363
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 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.
Over 84.0% of Alleghany outstanding shares are owned by institutional investors

Alleghany current analysts recommendations

Target Median Price690.00
Target Mean Price690.00
Recommendation Mean2.00
Target High Price690.00
Number Of Analyst Opinions1
Target Low Price690.00

Alleghany Returns Distribution Density

Mean Return0.032517Value At Risk1.35
Potential Upside1.47Standard Deviation0.97
 Return Density 
      Distribution 

Alleghany Greeks

α
Alpha over DOW
=0.06
β
Beta against DOW=0.62
σ
Overall volatility
=0.96
Ir
Information ratio =0.11

Alleghany Volatility Alert

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.
    
 Better Than Average     
    
 Worse Than Average Compare Alleghany to competition

Alleghany Fundamental Vs Peers

   Acquisition by Joseph Brandon of 1117 shares of Alleghany subject to Rule 16b-3 [view details]
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