Alumina Limited Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
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Alumina Limited Recommendation

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Alumina Limited is 'Strong Hold'.
For the selected time horizon Alumina Limited has a risk adjusted performance of 0.1221, jensen alpha of 0.2727, total risk alpha of 0.4538, sortino ratio of 0.0 and treynor ratio of (0.70)
We provide buy or sell advice to complement the prevailing expert consensus on Alumina Limited. Our dynamic recommendation engine makes use of multi - dimensional algorithm to analyze the company potential to grow using all technical and fundamental data available at the time. To make sure Alumina Limited is not overpriced, please confirm all Alumina Limited fundamentals including its Cash Flow from Operations, and the relationship between Total Debt and Market Capitalization . Please also double-check Alumina Limited Revenue to validate your buy or sell decision is consistent with all fundamental data available and that the company can sustain itself in the current economic cycle.

Returns Distribution Density

Mean Return0.31Value At Risk0.0
Potential Upside0.0Standard Deviation1.4427
 Return Density 
Benchmark  Embed    Distribution 

Alumina Limited Greeks

α
Alpha over NYSE
= 0.27 
βBeta against NYSE=(0.42) 
σ
Overall volatility
= 1.41 
 IrInformation ratio = 0.25 

Alumina Limited Volatility Alert

Alumina Limited exhibits ver low volatility with skewness of 4.69 and kurtosis of 22.0. However, we advise investors to further study Alumina Limited technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Alumina Limited to competition
FundamentalsAlumina LimitedPeer Average
Return On Equity(1.18) % (15.17) %
Return On Asset(0.70) % (15.64) %
Current Valuation3.92 B152.14 B
Shares Outstanding2.88 B1.43 B
Price to Earning32.26 times40.69 times
Price to Book1.84 times14.44 times
Revenue300 K9.85 B
Gross Profit100 K21.75 B
Net Income(25.9 M)517.71 M
Cash and Equivalents22.8 M3.89 B
Cash per Share0.01 times5.17 times
Total Debt115.2 M7.36 B
Debt to Equity0.06 times0.72 times
Current Ratio6.97 times3.30 times
Book Value Per Share0.72 times13.64 times
Cash Flow from Operations61.1 M1.25 B
Earnings Per Share(0.01) times2.30 times
Number of Employees1010.67 K
Beta0.620.34
Market Capitalization3.81 B29.78 B
Total Asset2.2 B126.86 B
Retained Earnings540 M38.24 B
Working Capital22 M3.58 B
Current Asset26 M36.8 B
Current Liabilities4 M33.34 B
Z Score19.8708.73
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.1221
Market Risk Adjusted Performance(0.69)
Mean Deviation0.5872
Coefficient Of Variation469.04
Standard Deviation1.44
Variance2.08
Information Ratio0.2471
Jensen Alpha0.2727
Total Risk Alpha0.4538
Treynor Ratio(0.70)
Maximum Drawdown6.77
Potential Upside0.0
Skewness4.69
Kurtosis22.0