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Stock Risk Measures for Shake Shack Inc - Class A
A quantitative factor review as of December 31, 2020.
- Company Info - Description, identity and sector data.
- Share Data - Stock earnings and key dates.
- Market Risk - Beta, size, liquidity and momentum measures.
- Financial Risk - Earnings and dividends.
Updated: January 03, 2021
See how we arrive at an overall risk score of
for SHAK below.
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SHAK Risk Report
Our quantitative data points are meant to provide a high-level understanding of
factors in equity risk models for Shake Shack Inc - Class A. Portfolio managers use these
models to forecast risk, optimize portfolios and review performance.
We show how SHAK stock compares to 2,000+ US-based stocks, and to
peers in the Accommodation and Food Services sector and Full-Service Restaurants industry.
Please do not consider this data as investment advice. Data is downloaded from
sources we deem reliable, but errors may occur.
Sector and Industry
- Sector: Accommodation and Food Services
- Industry: Full-Service Restaurants
- SIC Code: 5812
- Shares Outstanding: 38,329,552
Earnings and Dividends
- Trailing 12-month earnings: -0.69
- Next earnings date:
- Dividend yield in last 12 months: 0%
- Ex-dividend date:
Market Risk Measures
Many of the following risk metrics are standardized and transformed into
quantitative factors in institutional-level risk models.
Rankings below represent percentiles from 1 to 100, with 1 being the lowest
rating of risk.
Stocks with higher beta exhibit higher sensitivity to the ups and downs
in the market. (↑↑)
Beta: 1.42 |
Stocks with higher market capitalization often have lower risk. (↑↓)
Market Capitalization: $3,249,579,419 |
Higher average daily dollar volume over the past 30 days implies lower
liquidity risk. (↑↓)
Daily Dollar Volume: $53,166,895 |
Higher price momentum stocks, aka recent winners, equate to lower risk for many
Stock Price Change (1-Year): 42.32% |
Financial Risk Measures
Style risk factors often include measures of profitability and payout levels.
Companies with higher earnings generally provide lower risk. (↑↓)
Earnings Yield (E/P): -0.76% |
Companies with higher dividend yields, if sustaintable, are perceived to
have lower risk. (↑↓)
Dividend Yield (D/P): 0% |
SHAK stock risk
SHAKE SHACK INC - CLASS A stock beta
SHAK risk report
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SHAKE SHACK INC - CLASS A credit risk
SHAK liquidity risk
SHAK systematic risk
SHAK specific risk
SHAKE SHACK INC - CLASS A volatility
SHAK financial ratio
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