Alibaba Piotroski F Score

BABA -  USA Stock  

USD 151.89  1.71  1.14%

This module uses fundamental data of Alibaba Group to approximate its Piotroski F score. Alibaba Group F Score is determined by combining nine binary scores representing 3 distinct fundamental categories of Alibaba Group Holding. These three categories are profitability, efficiency, and funding. Some research analysts and sophisticated value traders use Piotroski F Score to find opportunities outside of the conventional market and financial statement analysis.They believe that some of the new information about Alibaba Group financial position does not get reflected in the current market share price suggesting a possibility of arbitrage. Continue to Alibaba Group Altman Z Score, Alibaba Group Correlation, Alibaba Group Valuation, as well as analyze Alibaba Group Alpha and Beta and Alibaba Group Hype Analysis.

Search Piotroski F Score 

 
Refresh
Alibaba Group Issuance Repayment of Debt Securities is projected to based on the last few years of reporting. The past year's Issuance Repayment of Debt Securities was at 31.35 Billion. The current year Debt to Equity Ratio is expected to grow to 0.70, whereas Total Debt is forecasted to decline to about 125.2 B. Alibaba Group Book Value per Share is projected to increase significantly based on the last few years of reporting. The past year's Book Value per Share was at 346.91. The current year Current Ratio is expected to grow to 1.78, whereas Asset Turnover is forecasted to decline to 0.43.
At this time, it appears that Alibaba Group's Piotroski F Score is Strong. Although some professional money managers and academia have recently criticized Piotroski F-Score model, we still consider it an effective method of predicting the state of the financial strength of any organization that is not predisposed to accounting gimmicks and manipulations. Using this score on the criteria to originate an efficient long-term portfolio can help investors filter out the purely speculative stocks or equities playing fundamental games by manipulating their earnings..
7.0
Piotroski F Score - Strong
1
Current Return On Assets
Positive
2
Change in Return on Assets
Increased
3
Cash Flow Return on Assets
Positive
4
Current Quality of Earnings (accrual)
Improving
5
Asset Turnover Growth
Decrease
6
Current Ratio Change
Increase
7
Long Term Debt Over Assets Change
Lower Leverage
8
Change In Outstending Shares
Increase
9
Change in Gross Margin
Increase

Alibaba Group Piotroski F Score Drivers

The critical factor to consider when applying the Piotroski F Score to Alibaba Group is to make sure Alibaba is not a subject of accounting manipulations and runs a healthy internal audit department. So, if Alibaba Group's auditors report directly to the board (not management), the managers will be reluctant to manipulate simply due to the fear of punishment. On the other hand, the auditors will be free to investigate the ledgers properly because they know that the board has their back. Below are the main accounts that are used in the Piotroski F Score model. By analyzing the historical trends of the mains drivers, investors can determine if Alibaba Group's financial numbers are properly reported.
Current ValueLast YearChange From Last Year 10 Year Trend
Weighted Average Shares22.8 B21.6 B
Notably Up
Increasing
Slightly volatile
Weighted Average Shares Diluted23.4 B22 B
Notably Up
Increasing
Slightly volatile
Net Cash Flow from Operations250.1 B231.8 B
Significantly Up
Increasing
Slightly volatile
Total Assets1823.7 B1690.2 B
Significantly Up
Increasing
Slightly volatile
Total Liabilities654.5 B606.6 B
Significantly Up
Increasing
Slightly volatile
Current Assets694.2 B643.4 B
Significantly Up
Increasing
Slightly volatile
Current Liabilities407.1 B377.4 B
Significantly Up
Increasing
Slightly volatile
Total Debt125.2 B149.2 B
Fairly Down
Increasing
Slightly volatile
Return on Average Assets0.110.098
Moderately Up
Decreasing
Slightly volatile
Gross Margin0.470.413
Fairly Up
Decreasing
Slightly volatile
Asset Turnover0.430.468
Significantly Down
Decreasing
Slightly volatile

Alibaba Group Holding F Score Driver Matrix

One of the toughest challenges investors face today is learning how to quickly synthesize historical financial statements and information provided by the company, SEC reporting, and various external parties in order to project the various growth rates. Understanding the correlation between Alibaba Group's different financial indicators related to revenue, expenses, operating profit, and net earnings helps investors identify and prioritize their investing strategies towards Alibaba Group in a much-optimized way.

About Alibaba Group Piotroski F Score

F-Score is one of many stock grading techniques developed by Joseph Piotroski, a professor of accounting at the Stanford University Graduate School of Business. It was published in 2002 under the paper titled Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers. Piotroski F Score is based on binary analysis strategy in which stocks are given one point for passing 9 very simple fundamental tests, and zero point otherwise. According to Mr. Piotroski's analysis, his F-Score binary model can help to predict the performance of low price-to-book stocks.

Book Value per Share

374.29Share
Alibaba Group Book Value per Share is projected to increase significantly based on the last few years of reporting. The past year's Book Value per Share was at 346.91

Alibaba Group Current Valuation Drivers

We derive many important indicators used in calculating different scores of Alibaba Group from analyzing Alibaba Group's financial statements. These drivers represent accounts that assess Alibaba Group's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Alibaba Group's important valuation drivers and their relationship over time.
201620172018201920202021 (projected)
Average Assets466.01 B637.77 B876.11 B1,202.73 B1,532.07 B1,653.02 B
Earnings Before Interest Taxes and Depreciation Amortization EBITDA65.41 B94.65 B124.59 B195.7 B210.72 B227.36 B
Earnings Before Interest Taxes and Depreciation Amortization USD9.49 B14.97 B18.6 B27.96 B32.07 B34.61 B
Earnings before Tax57.45 B82.29 B104.44 B170 B179.86 B194.06 B
Average Equity253.54 B334.14 B441.95 B655.84 B885.16 B955.04 B
Enterprise Value260.54 B451.14 B461.37 B479.32 B585.09 B525.28 B
Free Cash Flow71.85 B106.18 B101.33 B147.87 B188.97 B203.89 B
Invested Capital217.03 B317.94 B368.52 B528.31 B777.15 B838.5 B
Invested Capital Average219.52 B273.56 B357.95 B475.97 B688.42 B742.77 B
Market Capitalization266.76 B464.24 B469.25 B511.92 B615.01 B549.44 B
Tangible Asset Value362.59 B527.51 B631.87 B975.26 B1,326.61 B1,431.35 B
Working Capital88.3 B121.05 B62.6 B221.05 B266 B287 B

About Alibaba Group Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Alibaba Group Holding's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Alibaba Group using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Alibaba Group Holding based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Alibaba Group Holding Limited, through its subsidiaries, provides online and mobile commerce businesses in the Peoples Republic of China and internationally. The company was founded in 1999 and is based in Hangzhou, the Peoples Republic of China. Alibaba Group operates under Internet Retail classification in the United States and is traded on New York Stock Exchange. It employs 251462 people.

Alibaba Group Investors Sentiment

The influence of Alibaba Group's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Alibaba. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - BABA

Alibaba Group Holding Investor Sentiment

Majority of Macroaxis users are currently bullish on Alibaba Group Holding. What is your sentiment towards investing in Alibaba Group Holding? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Pair Trading with Alibaba Group

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Alibaba Group position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Alibaba Group will appreciate offsetting losses from the drop in the long position's value.

Alibaba Group Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Alibaba Group and 1stdibs. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Continue to Alibaba Group Altman Z Score, Alibaba Group Correlation, Alibaba Group Valuation, as well as analyze Alibaba Group Alpha and Beta and Alibaba Group Hype Analysis. Note that the Alibaba Group Holding information on this page should be used as a complementary analysis to other Alibaba Group's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

Complementary Tools for Alibaba Stock analysis

When running Alibaba Group Holding price analysis, check to measure Alibaba Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Alibaba Group is operating at the current time. Most of Alibaba Group's value examination focuses on studying past and present price action to predict the probability of Alibaba Group's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Alibaba Group's price. Additionally, you may evaluate how the addition of Alibaba Group to your portfolios can decrease your overall portfolio volatility.
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Go
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Go
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
Go
The market value of Alibaba Group Holding is measured differently than its book value, which is the value of Alibaba that is recorded on the company's balance sheet. Investors also form their own opinion of Alibaba Group's value that differs from its market value or its book value, called intrinsic value, which is Alibaba Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Alibaba Group's market value can be influenced by many factors that don't directly affect Alibaba Group Holding underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Alibaba Group's value and its price as these two are different measures arrived at by different means. Investors typically determine Alibaba Group value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alibaba Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.