Alleghany Stock Performance

<div class='circular--portrait' style='background:#FF0F00;color: #FFFFF0;font-size:4em;padding-top: 25px;;'>AL</div>
Y -- USA Stock  

USD 471.19  16.57  3.40%

The firm shows a Beta (market volatility) of 1.4031, which signifies somewhat significant risk relative to the market. Let's try to break down what Alleghany's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Alleghany will likely underperform. Even though it is essential to pay attention to Alleghany historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Alleghany exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Alleghany has an expected return of -0.2357%. Please be advised to confirm Alleghany expected short fall, day median price, and the relationship between the potential upside and accumulation distribution to decide if Alleghany stock performance from the past will be repeated at some point in the near future.

Search Stock Performance

 
Refresh
00

Alleghany Risk-Adjusted Performance

Over the last 30 days Alleghany has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's basic indicators remain fairly strong which may send shares a bit higher in August 2020. The current disturbance may also be a sign of long term up-swing for the company investors.
Quick Ratio1.13
Fifty Two Week Low426.87
Target High Price775.00
Fifty Two Week High847.95
Target Low Price700.00

Alleghany Relative Risk vs. Return Landscape

If you would invest  56,403  in Alleghany on June 10, 2020 and sell it today you would lose (9,284)  from holding Alleghany or give up 16.46% of portfolio value over 30 days. Alleghany is generating negative expected returns and assumes 3.1646% volatility on return distribution over the 30 days horizon. Put is differently, 27% 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 under-perform the market. In addition to that, the company is 1.74 times more volatile than its market benchmark. It trades about -0.07 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.09 per unit of volatility.

Alleghany Market Risk Analysis

Sharpe Ratio = -0.0745
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsY

Alleghany Stock Performance Indicators

Estimated Market Risk
 3.16
  actual daily
 
 27 %
of total potential
 
2727
Expected Return
 -0.24
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.07
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Alleghany is performing at about 0% 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.

About Alleghany Performance

To evaluate Alleghany Stock as a possible investment, you need to clearly understand its upside, downside potential, and overall future performance outlook. You may be satisfied when Alleghany generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Alleghany's stock performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Alleghany stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Alleghany's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section. Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2020
Effect of Exchange Rate Changes on Cash14.4 M15.6 M
Return on Average Assets 3.28  3.12 
Return on Average Equity 10.42  9.60 
Return on Invested Capital 0.0345  0.0459 
Return on Sales 0.14  0.21 
Alleghany Corporation provides property and casualty reinsurance and insurance products in the United States and internationally. The company operates in three segments Reinsurance, Insurance, and Alleghany Capital. The Reinsurance segment offers fire, allied lines, auto physical damage, and homeowners multiple peril reinsurance products and casualty and other reinsurance products, such as medical malpractice, ocean marine and aviation, accident and health, mortgage, surety, and credit reinsurance products, as well as directors and officers, errors and omissions, general, and auto liability reinsurance. It distributes its products and services through brokers, as well as directly to insurance and reinsurance companies. The Insurance segment underwrites specialty insurance coverages in the property, as well as umbrellaexcess, general, directors and officers, and professional liability lines surety products comprising commercial and contract surety bonds and workers compensation insurance products. It distributes its products through independent wholesale insurance brokers, and retail and general insurance agents. The Alleghany Capital segment provides precision automated machine tool solutions manufactures custom trailers and truck bodies for the moving and storage industry, and other markets and operates as a toy, and entertainment and musical instrument company. It also offers various services for pharmaceutical and biotechnology industries products and services for the funeral and cemetery industries, and precast concrete markets and hotel management and development services, as well as operates as a structural steel fabricator and erector. The company also explores for and produces oil and owns and manages improved and unimproved commercial land, and residential lots. As of December 31, 2019, it owned approximately 95 acres of property. The company was founded in 1929 and is based in New York, New York.

Alleghany Alerts

Equity Alerts and Improvement Suggestions

Alleghany generates negative expected return over the last 30 days
Alleghany has high historical volatility and very poor performance
Over 86.0% of the company outstanding shares are owned by institutional investors

Alleghany Dividends

Alleghany Dividends Analysis

Check Alleghany dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Check out Your Current Watchlist. Please also try Theme Ratings module to determine theme ratings based on digital equity recommendations. macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page