Alibaba Z Score
BABA   USA Stock  USD 91.99 5.51 6.37% 
Alibaba  Z Score 
Alibaba Z Score Analysis
Alibaba Group's ZScore is a simple linear, multifactor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..2019  2020  2021  2022 (projected)  
Cost of Revenue  282.37 B  421.2 B  484.39 B  522.63 B 
Consolidated Income  140.35 B  143.28 B  164.78 B  177.79 B 
Z Score  =  Sum Of   5 Factors 
Current Alibaba Group Z Score  2.6 
Most of Alibaba Group's fundamental indicators, such as Z Score, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Alibaba Group Holding is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
 
 
 
 

Alibaba Z Score Driver Correlations
Understanding the fundamental principles of building solid financial models for Alibaba Group is extremely important. It helps to project a fair market value of Ford stock properly, considering its historical fundamentals such as Z Score. Since Alibaba Group's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Alibaba Group's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Alibaba Group's interrelated accounts and indicators.
Click cells to compare fundamentals
To calculate ZScore one would need to know current working capital of the company, its total assets, and liabilities, amount of latest retained earnings as well as earnings before interest and tax. ZScore can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with ZScores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a socalled 'grey area' with scores of less than 1, indicating the high probability of distress. Z Score is used widely by financial auditors, accountants, money managers, loan processers, wealth advisers, as well as day traders. In the last 25 years, many financial models that utilize z score has been proved to be successful as a predictor of corporate bankruptcy.
Compare to competition 
In accordance with the company's disclosures, Alibaba Group Holding has a Z Score of 2.6. This is 19.5% lower than that of the Consumer Cyclical sector and significantly higher than that of the Internet Retail industry. The z score for all United States stocks is 70.18% higher than that of the company.
Alibaba Z Score Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Alibaba Group's direct or indirect competition against its Z Score to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Alibaba Group could also be used in its relative valuation, which is a method of valuing Alibaba Group by comparing valuation metrics of similar companies.Alibaba Group is currently under evaluation in z score category among related companies.
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.
2017  2018  2019  2020  2021  2022 (projected)  
Average Assets  637.77 B  876.11 B  1,202.73 B  1,532.07 B  1,761.88 B  1,900.98 B  
Earnings Before Interest Taxes and Depreciation Amortization EBITDA  94.65 B  124.59 B  195.7 B  210.72 B  242.33 B  261.46 B  
Earnings Before Interest Taxes and Depreciation Amortization USD  14.97 B  18.6 B  27.96 B  32.07 B  36.88 B  39.8 B  
Earnings before Tax  82.29 B  104.44 B  170 B  179.86 B  206.83 B  223.16 B  
Average Equity  334.14 B  441.95 B  655.84 B  885.16 B  1,017.93 B  1,098.3 B  
Enterprise Value  451.14 B  461.37 B  479.32 B  585.09 B  672.86 B  571.47 B  
Free Cash Flow  106.18 B  101.33 B  147.87 B  188.97 B  217.32 B  234.47 B  
Invested Capital  317.94 B  368.52 B  528.31 B  777.15 B  893.72 B  964.28 B  
Invested Capital Average  273.56 B  357.95 B  475.97 B  688.42 B  791.68 B  854.18 B  
Market Capitalization  464.24 B  469.25 B  511.92 B  615.01 B  707.26 B  597.99 B  
Tangible Asset Value  527.51 B  631.87 B  975.26 B  1,326.61 B  1,525.61 B  1,646.05 B  
Working Capital  121.05 B  62.6 B  221.05 B  266 B  305.9 B  330.05 B 
Alibaba Fundamentals
Return On Equity  11.25 %  
Return On Asset  4.24 %  
Profit Margin  15.31 %  
Operating Margin  19.15 %  
Current Valuation  181.3 B  
Shares Outstanding  2.71 B  
Shares Owned by Insiders  26.22 %  
Shares Owned by Institutions  23.89 %  
Number of Shares Shorted  54.87 M  
Price to Earning  12.36 X  
Price to Book  0.25 X  
Price to Sales  0.29 X  
Revenue  814.91 B  
Gross Profit  297.77 B  
EBITDA  156.05 B  
Net Income  124.46 B  
Cash and Equivalents  459.2 B  
Cash per Share  170.38 X  
Total Debt  183.16 B  
Debt to Equity  0.17 %  
Current Ratio  1.64 X  
Book Value Per Share  357.23 X  
Cash Flow from Operations  196.82 B  
Short Ratio  2.01 X  
Earnings Per Share  7.12 X  
Price to Earnings To Growth  85.06 X  
Number of Employees  258.58 K  
Beta  0.92  
Market Capitalization  239.26 B  
Total Asset  364.45 B  
Retained Earnings  319.98 B  
Working Capital  82.03 B  
Current Asset  134.07 B  
Current Liabilities  52.04 B  
Z Score  2.6 
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 technology infrastructure and marketing reach to merchants, brands, retailers, and other businesses to engage with their users and customers in the Peoples Republic of China and internationally. The company was incorporated 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 258578 people.
Be your own money manager
Our tools can tell you how much better you can do entering a position in Alibaba Group without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.riskadjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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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
Correlation Analysis For Direct Indexing and Taxloss Harvesting
The ability to find closely correlated positions to Alibaba Group could be a great tool in your taxloss harvesting strategies, allowing investors a quick way to find a similarenough asset to replace Alibaba Group when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Alibaba Group  that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Alibaba Group Holding to buy it.
The correlation of Alibaba Group is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between 1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Alibaba Group moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Alibaba Group Holding moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Alibaba Group can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better riskadjusted return on your portfolios.Continue to Alibaba Group Piotroski F Score and Alibaba Group Valuation 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 Portfolio File Import module to quickly import all of your thirdparty portfolios from your local drive in csv format.
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.
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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's underlying business (such as a 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.