Alibaba Group Holding Stock Z Score

BABA Stock

USD 68.88 0.06 0.09%

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Check out Alibaba Group Piotroski F Score and Alibaba Group Valuation analysis.

At present, Alibaba Group's Capital Lease Obligations is projected to increase significantly based on the last few years of reporting. The current year's Capital Expenditures is expected to grow to about 41.5 B, whereas Capital Surpluse is forecasted to decline to about 281.1 B. At present, Alibaba Group's Depreciation And Amortization is projected to increase significantly based on the last few years of reporting. The current year's Interest Expense is expected to grow to about 20.5 B, whereas EBIT is forecasted to decline to about 63.8 B.

Alibaba Group Holding Company Z Score Analysis

Alibaba Group's Z-Score is a simple linear, multi-factor 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..

Z Score

Sum Of

5 Factors

More About Z Score | All Equity Analysis

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

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 Alibaba 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.

	Total Assets	Total Stockholder Equity	Current Deferred Revenue	Net Debt	Retained Earnings	Accounts Payable	Net Receivables	Short Term Investments	Total Liab	Total Current Assets	Intangible Assets	Common Stock	Good Will	Short Term Debt	Property Plant Equipment	Long Term Debt	Deferred Long Term Liab	Long Term Investments	Short Long Term Debt	Net Tangible Assets	Long Term Debt Total	Capital Surpluse	Cash And Equivalents	Net Invested Capital	Net Working Capital	Capital Stock
Total Assets		1.0	0.99	-0.38	1.0	0.99	0.91	0.88	1.0	0.99	0.79	0.38	0.96	0.49	0.99	0.88	0.7	0.99	-0.54	0.98	0.91	0.94	0.71	0.93	0.84	-0.57
Total Stockholder Equity	1.0		0.99	-0.38	1.0	0.99	0.91	0.89	1.0	0.99	0.78	0.37	0.95	0.47	0.99	0.87	0.7	0.99	-0.55	0.99	0.9	0.94	0.71	0.94	0.85	-0.58
Current Deferred Revenue	0.99	0.99		-0.29	1.0	1.0	0.9	0.92	1.0	1.0	0.74	0.38	0.93	0.48	0.99	0.85	0.67	0.98	-0.5	0.99	0.88	0.92	0.66	0.94	0.85	-0.6
Net Debt	-0.38	-0.38	-0.29		-0.34	-0.3	-0.49	0.04	-0.34	-0.33	-0.65	-0.21	-0.51	-0.11	-0.35	-0.48	-0.41	-0.37	0.55	-0.32	-0.47	-0.47	-0.84	-0.3	-0.25	-0.16
Retained Earnings	1.0	1.0	1.0	-0.34		1.0	0.91	0.91	0.99	0.99	0.76	0.34	0.94	0.45	0.99	0.85	0.68	0.99	-0.5	0.99	0.88	0.93	0.7	0.95	0.87	-0.59
Accounts Payable	0.99	0.99	1.0	-0.3	1.0		0.91	0.92	0.99	0.99	0.75	0.33	0.92	0.44	0.99	0.83	0.66	0.98	-0.47	0.99	0.87	0.92	0.67	0.95	0.87	-0.59
Net Receivables	0.91	0.91	0.9	-0.49	0.91	0.91		0.73	0.91	0.89	0.86	0.32	0.9	0.46	0.91	0.84	0.7	0.92	-0.48	0.9	0.86	0.91	0.74	0.87	0.75	-0.33
Short Term Investments	0.88	0.89	0.92	0.04	0.91	0.92	0.73		0.89	0.92	0.46	0.28	0.73	0.32	0.89	0.65	0.49	0.87	-0.33	0.92	0.69	0.77	0.39	0.89	0.86	-0.7
Total Liab	1.0	1.0	1.0	-0.34	0.99	0.99	0.91	0.89		0.99	0.78	0.38	0.95	0.51	0.99	0.87	0.68	0.99	-0.51	0.98	0.9	0.93	0.69	0.93	0.84	-0.58
Total Current Assets	0.99	0.99	1.0	-0.33	0.99	0.99	0.89	0.92	0.99		0.73	0.38	0.92	0.44	0.98	0.84	0.65	0.98	-0.52	0.99	0.87	0.92	0.68	0.94	0.87	-0.61
Intangible Assets	0.79	0.78	0.74	-0.65	0.76	0.75	0.86	0.46	0.78	0.73		0.37	0.9	0.65	0.78	0.9	0.73	0.8	-0.49	0.7	0.89	0.88	0.76	0.73	0.56	-0.08
Common Stock	0.38	0.37	0.38	-0.21	0.34	0.33	0.32	0.28	0.38	0.38	0.37		0.39	0.43	0.33	0.43	0.37	0.34	-0.36	0.33	0.42	0.4	0.22	0.34	0.31	-0.13
Good Will	0.96	0.95	0.93	-0.51	0.94	0.92	0.9	0.73	0.95	0.92	0.9	0.39		0.6	0.95	0.92	0.76	0.96	-0.58	0.9	0.95	0.94	0.77	0.85	0.7	-0.47
Short Term Debt	0.49	0.47	0.48	-0.11	0.45	0.44	0.46	0.32	0.51	0.44	0.65	0.43	0.6		0.45	0.6	0.51	0.51	-0.07	0.38	0.6	0.53	0.25	0.4	0.21	-0.13
Property Plant Equipment	0.99	0.99	0.99	-0.35	0.99	0.99	0.91	0.89	0.99	0.98	0.78	0.33	0.95	0.45		0.87	0.69	0.99	-0.49	0.98	0.9	0.93	0.71	0.94	0.84	-0.58
Long Term Debt	0.88	0.87	0.85	-0.48	0.85	0.83	0.84	0.65	0.87	0.84	0.9	0.43	0.92	0.6	0.87		0.81	0.88	-0.62	0.83	1.0	0.96	0.66	0.81	0.72	-0.24
Deferred Long Term Liab	0.7	0.7	0.67	-0.41	0.68	0.66	0.7	0.49	0.68	0.65	0.73	0.37	0.76	0.51	0.69	0.81		0.66	-0.59	0.67	0.8	0.81	0.53	0.66	0.56	-0.18
Long Term Investments	0.99	0.99	0.98	-0.37	0.99	0.98	0.92	0.87	0.99	0.98	0.8	0.34	0.96	0.51	0.99	0.88	0.66		-0.47	0.97	0.91	0.94	0.72	0.93	0.83	-0.56
Short Long Term Debt	-0.54	-0.55	-0.5	0.55	-0.5	-0.47	-0.48	-0.33	-0.51	-0.52	-0.49	-0.36	-0.58	-0.07	-0.49	-0.62	-0.59	-0.47		-0.51	-0.62	-0.58	-0.43	-0.4	-0.39	0.16
Net Tangible Assets	0.98	0.99	0.99	-0.32	0.99	0.99	0.9	0.92	0.98	0.99	0.7	0.33	0.9	0.38	0.98	0.83	0.67	0.97	-0.51		0.86	0.92	0.68	0.95	0.9	-0.59
Long Term Debt Total	0.91	0.9	0.88	-0.47	0.88	0.87	0.86	0.69	0.9	0.87	0.89	0.42	0.95	0.6	0.9	1.0	0.8	0.91	-0.62	0.86		0.96	0.68	0.83	0.73	-0.32
Capital Surpluse	0.94	0.94	0.92	-0.47	0.93	0.92	0.91	0.77	0.93	0.92	0.88	0.4	0.94	0.53	0.93	0.96	0.81	0.94	-0.58	0.92	0.96		0.7	0.93	0.85	-0.31
Cash And Equivalents	0.71	0.71	0.66	-0.84	0.7	0.67	0.74	0.39	0.69	0.68	0.76	0.22	0.77	0.25	0.71	0.66	0.53	0.72	-0.43	0.68	0.68	0.7		0.65	0.57	-0.27
Net Invested Capital	0.93	0.94	0.94	-0.3	0.95	0.95	0.87	0.89	0.93	0.94	0.73	0.34	0.85	0.4	0.94	0.81	0.66	0.93	-0.4	0.95	0.83	0.93	0.65		0.95	-0.44
Net Working Capital	0.84	0.85	0.85	-0.25	0.87	0.87	0.75	0.86	0.84	0.87	0.56	0.31	0.7	0.21	0.84	0.72	0.56	0.83	-0.39	0.9	0.73	0.85	0.57	0.95		-0.4
Capital Stock	-0.57	-0.58	-0.6	-0.16	-0.59	-0.59	-0.33	-0.7	-0.58	-0.61	-0.08	-0.13	-0.47	-0.13	-0.58	-0.24	-0.18	-0.56	0.16	-0.59	-0.32	-0.31	-0.27	-0.44	-0.4

Click cells to compare fundamentals

To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores 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 Z-Scores 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 so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.

Competition

Predict Alibaba Group

In accordance with the company's disclosures, Alibaba Group Holding has a Z Score of 0.0. This is 100.0% lower than that of the Internet & Direct Marketing Retail sector and about the same as Consumer Discretionary (which currently averages 0.0) industry. The z score for all United States stocks is 100.0% higher than that of the company.

Alibaba Group ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Alibaba Group's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Alibaba Group's managers, analysts, and investors.

Environment Score

Governance Score

Social Score

Alibaba Group Institutional Holders

Institutional Holdings refers to the ownership stake in Alibaba Group that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Alibaba Group's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Alibaba Group's value.

		Shares
Hsbc Holdings Plc	2023-12-31	7.7 M
Loomis, Sayles & Company Lp	2023-12-31	5.2 M
H&h International Investment, Llc	2023-12-31	5 M
Blackrock Inc	2023-12-31	4.9 M
Norges Bank	2023-12-31	4.2 M
Arrowstreet Capital Limited Partnership	2023-12-31	4.2 M
Lazard Asset Management Llc	2023-12-31	4.2 M
Bank Of America Corp	2023-12-31	4 M
Ubs Asset Mgmt Americas Inc	2023-12-31	3.8 M
Primecap Management Company	2023-12-31	18.2 M
Dodge & Cox	2023-12-31	17.2 M

Alibaba Fundamentals

	Return On Equity	0.0821
	Return On Asset	0.0443
	Profit Margin	0.11 %
	Operating Margin	0.12 %
	Current Valuation	1.09 T
	Shares Outstanding	2.43 B
	Shares Owned By Insiders	0.01 %
	Shares Owned By Institutions	14.81 %
	Number Of Shares Shorted	41.56 M
	Price To Earning	112.48 X
	Price To Book	1.24 X
	Price To Sales	0.19 X
	Revenue	868.69 B
	Gross Profit	314.36 B
	EBITDA	122.39 B
	Net Income	72.78 B
	Cash And Equivalents	193.09 B
	Cash Per Share	185.57 X
	Total Debt	161.35 B
	Debt To Equity	0.18 %
	Current Ratio	1.77 X
	Book Value Per Share	404.24 X
	Cash Flow From Operations	199.75 B
	Short Ratio	3.05 X
	Earnings Per Share	5.35 X
	Price To Earnings To Growth	0.55 X
	Target Price	106.45
	Number Of Employees	219.26 K
	Beta	0.46
	Market Capitalization	169.41 B
	Total Asset	1.75 T
	Retained Earnings	599.03 B
	Working Capital	312.62 B
	Current Asset	134.07 B
	Current Liabilities	52.04 B
	Annual Yield	0.01 %
	Net Asset	1.75 T
	Last Dividend Paid	6.87

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 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 market does not have solid backing from leading economists and market statisticians.

Investor biases related to Alibaba Group's public news can be used to forecast risks associated with an investment in Alibaba. The trend in average sentiment can be used to explain how an investor holding Alibaba can time the market purely based on public headlines and social activities around Alibaba Group Holding. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.

Alibaba Group's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Alibaba Group's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Alibaba Group's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Alibaba Group.

Alibaba Group Implied Volatility

60.95

Alibaba Group's implied volatility exposes the market's sentiment of Alibaba Group Holding stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Alibaba Group's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Alibaba Group stock will not fluctuate a lot when Alibaba Group's options are near their expiration.

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Alibaba Group in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Alibaba Group's short interest history, or implied volatility extrapolated from Alibaba Group options trading.

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.

The ability to find closely correlated positions to Alibaba Group could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough 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 instruments. 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 risk-adjusted return on your portfolios.

Pair Correlation Correlation Matching

When determining whether Alibaba Group Holding offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Alibaba Group's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Alibaba Group Holding Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Alibaba Group Holding Stock:

How To Invest In Alibaba

Details

Is Alibaba Stock a good investment?

Details

What is Alibaba Group's Net Worth?

Details

Largest Internet & Direct Marketing Retail Companies

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Largest Consumer Discretionary Distribution & Retail Companies

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Check out 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 the 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.

Complementary Tools for Alibaba Stock analysis

When running Alibaba Group's 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 the 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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	Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing

Is Alibaba Group's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Alibaba Group. If investors know Alibaba will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Alibaba Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.

Quarterly Earnings Growth

(0.68)

Dividend Share

6.869

Earnings Share

5.35

Revenue Per Share

363.638

Quarterly Revenue Growth

0.051

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 if Alibaba Group is a good investment 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.

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Alibaba Group Holding Stock Z Score

Alibaba Group Holding Company Z Score Analysis

Z Score

Sum Of

5 Factors

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

Alibaba Z Score Driver Correlations

Alibaba Group ESG Sustainability

Alibaba Group Institutional Holders

Alibaba Fundamentals

About Alibaba Group Fundamental Analysis

Alibaba Group Investors Sentiment

Alibaba Group Implied Volatility

Pair Trading with Alibaba Group

Complementary Tools for Alibaba Stock analysis

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