Alleghany Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Execute Advice
Alleghany Corporation -- USA Stock  

USD 601.15  12.06  2.05%

Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Alleghany Corporation is 'Strong Hold'.
For the selected time horizon Alleghany Corporation has a risk adjusted performance of 0.007518, jensen alpha of 0.1296, total risk alpha of 0.1709, sortino ratio of 0.0 and treynor ratio of 0.022446
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 Price to Sales, Cash per Share, Short Ratio, as well as the relationship between EBITDA and Current Ratio . Given that Alleghany has Shares Owned by Institutions of 84.98 % , 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.

Returns Distribution Density

Mean Return0.007081Value At Risk3.65
Potential Upside2.07Standard Deviation1.67
 Return Density 

Alleghany Greeks

Alpha over DOW
Beta against DOW=0.76
Overall volatility
Information ratio =0.11

Alleghany Volatility Alert

Alleghany Corporation exhibits very low volatility with skewness of -0.9 and kurtosis of 0.37. However, we advise investors to further study Alleghany Corporation technical indicators to make sure all market info is available and is reliable.
 Better Than Average     
 Worse Than Average Compare Alleghany to competition
FundamentalsAlleghanyPeer Average
Return On Equity0.14 % (15.17) %
Return On Asset0.01 % (15.64) %
Profit Margin0.10 % (5.50) %
Operating Margin0.05 % (10.91) %
Current Valuation9.41 B152.14 B
Shares Outstanding15.39 M1.43 B
Shares Owned by Insiders4.00 % 6.91 %
Shares Owned by Institutions84.98 % 18.37 %
Number of Shares Shorted180 K3.24 M
Price to Book1.12 times14.44 times
Price to Sales1.48 times17.81 times
Revenue6.21 B9.85 B
Gross Profit1.56 B21.75 B
EBITDA155.06 M1.41 B
Net Income6.34 M517.71 M
Cash and Equivalents1.25 B3.89 B
Cash per Share81.20 times5.17 times
Total Debt1.49 B7.36 B
Debt to Equity17.90 % 0.72 %
Current Ratio1.66 times3.30 times
Book Value Per Share532.40 times13.64 times
Cash Flow from Operations645.32 M1.25 B
Short Ratio2.59 times2.09 times
Earnings Per Share0.41 times2.30 times
Price to Earnings To Growth26.41 times1.22 times
Number of Employees3.42 K10.67 K
Market Capitalization9.17 B29.78 B
Total Asset22.84 B126.86 B
Retained Earnings5.01 B38.24 B
Z Score3.6708.73
Strong Hold


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Bona fide gift to Burns John J Jr of 100 shares of Alleghany subject to Section 16 [view details]
Risk Adjusted Performance0.007518
Market Risk Adjusted Performance0.012446
Mean Deviation1.26
Coefficient Of Variation23,612
Standard Deviation1.67
Information Ratio0.1051
Jensen Alpha0.1296
Total Risk Alpha0.1709
Treynor Ratio0.022446
Maximum Drawdown5.81
Value At Risk3.65
Potential Upside2.07

Current Valuation

Alleghany Current Valuation Analysis
Alleghany Corporation is rated below average in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Insurance - General industry is at this time estimated at about 132.08 Billion. Alleghany holds roughly 9.41 Billion in current valuation claiming about 7% of equities under Insurance - General industry.