Disney Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Execute Advice

Disney Recommendation

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding The Walt Disney Company is 'Strong Hold'.
For the selected time horizon The Walt Disney Company has a risk adjusted performance of 0.138, jensen alpha of 0.0933, total risk alpha of 0.1545, sortino ratio of 0.3994 and treynor ratio of (0.49)
Macroaxis provides buy, hold, or sell suggestion on The Walt Disney to complement and cross-verify current analyst consensus on The Walt Disney Company. Our buy, hold, or sell recommendation engine determines the organization potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Disney is not overpriced, please confirm all The Walt Disney fundamentals including its Cash and Equivalents, Number of Employees and the relationship between Price to Sales and Book Value Per Share . Given that The Walt Disney has Number of Shares Shorted of 22.69 M, we urge you verify The Walt Disney Company market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.12Value At Risk-0.5124
Potential Upside0.85Standard Deviation0.4494
 Return Density 
Benchmark  Embed    Distribution 

Institutional Investors

Security TypeSharesValue
Vanguard Group IncCommon Shares91.8 M9.6 B
State Street CorpCommon Shares67.3 M7 B
State Farm Mutual Automobile Insurance CoCommon Shares42.2 M4.4 B
Blackrock Institutional Trust Company NaCommon Shares40.3 M4.2 B
Fmr LlcCommon Shares34.1 M3.6 B
Bank Of New York Mellon CorpCommon Shares27.5 M2.9 B
Goldman Sachs Group IncCommon Shares27 M2.8 B
Susquehanna International Group LlpCall Options12.4 M1.3 B

Disney Greeks

α
Alpha over NYSE
= 0.09 
βBeta against NYSE=(0.21) 
σ
Overall volatility
= 0.45 
 IrInformation ratio = 0.37 

Disney Volatility Alert

The Walt Disney Company exhibits ver low volatility with skewness of -0.09 and kurtosis of -0.3. However, we advise investors to further study The Walt Disney Company technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Disney to competition
FundamentalsDisneyPeer Average
Return On Equity21.39 % (15.17) %
Return On Asset10.42 % (15.64) %
Profit Margin16.88 % (5.50) %
Operating Margin25.99 % (10.91) %
Current Valuation164.45 B152.14 B
Shares Outstanding1.63 B1.43 B
Shares Owned by Insiders7.82 % 6.91 %
Shares Owned by Institutions63.30 % 18.37 %
Number of Shares Shorted22.69 M3.24 M
Price to Earning18.86 times40.69 times
Price to Book3.97 times14.44 times
Price to Sales3.08 times17.81 times
Revenue55.63 B9.85 B
Gross Profit55.63 B21.75 B
EBITDA16.78 B1.41 B
Net Income9.39 B517.71 M
Cash and Equivalents4.61 B3.89 B
Cash per Share2.90 times5.17 times
Total Debt20.17 B7.36 B
Debt to Equity0.43 times0.72 times
Current Ratio1.01 times3.30 times
Book Value Per Share26.91 times13.64 times
Cash Flow from Operations13.21 B1.25 B
Short Ratio2.43 times2.09 times
Earnings Per Share5.73 times2.30 times
Price to Earnings To Growth1.76 times1.22 times
Number of Employees195 K10.67 K
Beta1.440.34
Market Capitalization149.24 B29.78 B
Total Asset92.03 B126.86 B
Retained Earnings66.09 B38.24 B
Working Capital124 M3.58 B
Current Asset16.97 B36.8 B
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Disney exotic insider transaction detected [view details]
Risk Adjusted Performance0.138
Market Risk Adjusted Performance(0.48)
Mean Deviation0.3515
Semi Deviation0.0938
Downside Deviation0.4124
Coefficient Of Variation387.93
Standard Deviation0.4494
Variance0.202
Information Ratio0.3665
Jensen Alpha0.0933
Total Risk Alpha0.1545
Sortino Ratio0.3994
Treynor Ratio(0.49)
Maximum Drawdown1.71
Value At Risk(0.51)
Potential Upside0.85
Downside Variance0.17
Semi Variance0.0088
Expected Short fall(0.43)
Skewness(0.09)
Kurtosis(0.30)
Current Valuation
Disney Current Valuation Analysis
The Walt Disney Company is rated as one of the top companies in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Entertainment And Broadcasting industry is currently estimated at about 193.76 Billion. Disney totals roughly 164.45 Billion in current valuation claiming about 85% of equities under Entertainment And Broadcasting industry.