This cant be a new species, simply because we know all large scale (small would be insects etc) Animal groups.
The only chance to find a totally "new" species might be in the deep ocean. but then it would be just a strong variation of some other known animal group.
On ground, we will find at maximum an unkwonw variation from already known animal families.
So this "Alien" could be at maximum a variation of a known animaltype. It has all feaures of a (skinned) moneky. Thus it must be a moneky...
So simple..
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For "Aliens". Even if they exist they cant reach us. If they would have reached us (in modern times), they would have made a clear contact. They would also send at a maximum an automated robot/sattelite, not the living alien itself (wich is selfmurder given the time neeeded for spacetravel) Everything else is childish "want to beleive" and coverup-theories.