FactorPad
Build a Better Process

Stock Risk Measures for Enstar Group Ltd

A quantitative factor review as of June 30, 2021.
  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.
face pic by Paul Alan Davis, CFA
Updated: July 06, 2021
See how we arrive at an overall risk score of 55 for ESGR below.

/ factorpad.com / stocks / f16ggs.html


An ad-free and cookie-free website.


ESGR Risk Report

Overview

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

We show how ESGR stock compares to 2,000+ US-based stocks, and to peers in the Finance and Insurance sector and Reinsurance Carriers 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 Enstar is a NASDAQ-listed leading global insurance group that offers innovative capital release solutions through its network of group companies in Bermuda, the United States, the United Kingdom, Continental Europe, Australia, and other international locations. A market leader in completing legacy acquisitions, Enstar has acquired over 100 companies and portfolios since its formation in 2001.

Identity

Sector and Industry

Share Data

Shares

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 / f16ggs.html


ESGR stock risk
ENSTAR GROUP LTD stock beta
ESGR risk report
ESGR f16ggs
ESGR risk analysis
ESGR volatility
ENSTAR GROUP LTD credit risk
ESGR liquidity risk
ESGR leverage
ESGR valuation
ESGR systematic risk
ESGR specific risk
ENSTAR GROUP LTD volatility
ESGR analysis
ESGR financial ratio

A newly-updated free resource. Connect and refer a friend today.