Alleghany Performance

Y -- USA Stock  

Fiscal Quarter End: December 31, 2019  

Alleghany has performance score of 2 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.476 which signifies that as returns on market increase, Alleghany returns are expected to increase less than the market. However during bear market, the loss on holding Alleghany will be expected to be smaller as well. Although it is extremely important to respect Alleghany historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Alleghany technical indicators you can presently evaluate if the expected return of 0.0493% will be sustainable into the future. Alleghany right now shows a risk of 1.1567%. Please confirm Alleghany Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to decide if Alleghany will be following its price patterns.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Alleghany Corporation are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days. Inspite fairly strong basic indicators, Alleghany is not utilizing all of its potentials. The ongoing stock price disturbance, may contribute to short term losses for the investors.
Quick Ratio1.05
Fifty Two Week Low577.59
Target High Price900.00
Fifty Two Week High808.50
Target Low Price865.00
Horizon     30 Days    Login   to change

Alleghany Relative Risk vs. Return Landscape

If you would invest  77,224  in Alleghany Corporation on November 7, 2019 and sell it today you would earn a total of  2,140  from holding Alleghany Corporation or generate 2.77% return on investment over 30 days. Alleghany Corporation is generating 0.0493% of daily returns and assumes 1.1567% volatility on return distribution over the 30 days horizon. Put is differently, 10% of equities are less volatile than the company and over 99% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, Alleghany is expected to generate 1.4 times less return on investment than the market. In addition to that, the company is 1.89 times more volatile than its market benchmark. It trades about 0.04 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.11 per unit of volatility.

Alleghany Market Risk Analysis

Sharpe Ratio = 0.0426
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Alleghany Relative Performance Indicators

Estimated Market Risk
 1.16
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 0.05
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 0.04
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 2 %
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Based on monthly moving average Alleghany is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Alleghany by adding it to a well-diversified portfolio.

Alleghany Alerts

Equity Alerts and Improvement Suggestions

Over 84.0% of the company outstanding shares are owned by institutional investors
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Alleghany Dividends

Alleghany Dividends Analysis

Check Alleghany dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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