Alleghany Performance

Y -- USA Stock  

USD 750.67  7.58  1.02%

On a scale of 0 to 100 Alleghany holds performance score of 10. The firm shows Beta (market volatility) of 0.6944 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 0.2267% will be sustainable into the future. Please makes use of Alleghany Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to make a quick decision on weather Alleghany price patterns will revert.
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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 10 (%) of all global equities and portfolios over the last 30 days. Inspite fairly unsteady basic indicators, Alleghany showed solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio1.09
Fifty Two Week Low574.42
Target High Price840.00
Fifty Two Week High759.54
Target Low Price735.00
Horizon     30 Days    Login   to change

Alleghany Relative Risk vs. Return Landscape

If you would invest  68,248  in Alleghany Corporation on July 19, 2019 and sell it today you would earn a total of  6,819  from holding Alleghany Corporation or generate 9.99% return on investment over 30 days. Alleghany Corporation is generating 0.2267% of daily returns and assumes 1.4407% volatility on return distribution over the 30 days horizon. Put is differently, 12% of equities are less volatile than the company and over 96% 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 1.58 times more return on investment than the market. However, the company is 1.58 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of risk.

Alleghany Market Risk Analysis

Sharpe Ratio = 0.1573
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Alleghany Relative Performance Indicators

Estimated Market Risk
 1.44
  actual daily
 
 12 %
of total potential
 
1212
Expected Return
 0.23
  actual daily
 
 4 %
of total potential
 
44
Risk-Adjusted Return
 0.16
  actual daily
 
 10 %
of total potential
 
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Based on monthly moving average Alleghany is performing at about 10% 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

ALLEGHANY CP has accumulated about 1.88B in cash with (204.98M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 130.26.
Over 84.0% of the company outstanding shares are owned by institutional investors
See also Your Current Watchlist. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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