FactorPad
Build a Better Process

Stock Risk Measures for Enstar Group Ltd

A quantitative factor review, as of September 30, 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: October 01, 2020
See how we arrive at an overall risk score of 56 for ESGR below.

/ factorpad.com / stocks / f16ggs.html


An ad-free and cookie-free webpage by FactorPad


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 sector and Insurance Brokers/Services 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 Group Ltd. is a holding company, which engages in the acquisition and management of insurance and reinsurance companies. It operates through the following segments: Non-life Run-off, Atrium, StarStone, and Other. The Non-life Run-off segment operates through its subsidiaries that run off their property and casualty and other non-life lines of business. The Atrium segment consists active underwriting operations and financial results of Northshore, a holding company that owns Atrium and its subsidiaries and Arden. The StarStone segment focuses in the active underwriting operations and financial results of StarStone and StarStone Specialty Holdings Limited, a holding company that owns StarStone and its subsidiaries. The company was founded by Paul James O'Shea, Nicholas A. Packer and Dominic Francis Michael Silvester in August 2001 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 / 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

This is a new resource, spread the word, tell a friend