FactorPad
FinTech Dev and Data

Stock Risk Measures for Essent Group Ltd

A quantitative factor review, as of July 31, 2020.
  1. Company Info - Description, identity and sector data.
  2. Share Data - Stock earnings and key dates.
  3. Market Risk - Beta, size, liquidity and momentum measures.
  4. Financial Risk - Earnings and dividends.
by Paul Alan Davis, CFA
Updated: August 02, 2020
See how we arrive at an overall risk score of 48 for ESNT below.

/ factorpad.com / stocks / f13ssz.html



ESNT Risk Report

Overview

Our quantitative data points are meant to provide a high-level understanding of factors in equity risk models for Essent Group Ltd. Portfolio managers use these models to forecast risk, optimize portfolios and review performance.

We show how ESNT stock compares to 2,000+ US-based stocks, and to peers in the Finance sector and Specialty Insurance industry.

Please do not consider this data as investment advice. Data is downloaded from sources we deem reliable, but errors may occur.

Company Info

Business Description

Company logo Essent Group Ltd. is a holding company, which engages in the provision of banking services. It offers mortgage insurance, reinsurance, and risk management products. The company was founded by Mark A. Casale on July 1, 2008 and is headquartered in Hamilton, Bermuda.

Identity

Sector and Industry

Share Data

Shares and Float

Earnings and Dividends

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.

Systematic Risk

Stocks with higher beta exhibit higher sensitivity to the ups and downs in the market. (↑↑)

Company Size

Stocks with higher market capitalization often have lower risk. (↑↓)

Trading Liquidity

Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)

Price Momentum

Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)

Financial Risk Measures

Style risk factors often include measures of profitability and payout levels.

Earnings Yield

Companies with higher earnings generally provide lower risk. (↑↓)

Dividend Yield

Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)

/ factorpad.com / stocks / f13ssz.html


ESNT stock risk
ESSENT GROUP LTD stock beta
ESNT risk report
ESNT f13ssz
ESNT risk analysis
ESNT volatility
ESSENT GROUP LTD credit risk
ESNT liquidity risk
ESNT leverage
ESNT valuation
ESNT systematic risk
ESNT specific risk
ESSENT GROUP LTD volatility
ESNT analysis
ESNT financial ratio