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Stock Risk Measures for Dunkin' Brands Group Inc

A quantitative factor review as of November 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.
face pic by Paul Alan Davis, CFA
Updated: December 05, 2020
See how we arrive at an overall risk score of 36 for DNKN below.

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DNKN Risk Report


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

We show how DNKN 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.

Company Info

Business Description

Company logo Dunkin' Brands Group, Inc. is an American restaurant holding company which runs two chains of fast-food restaurants: Dunkin' and Baskin-Robbins. It is headquartered in Canton, Massachusetts. In 1973, British food company J. Lyons and Co. purchased Baskin-Robbins from United Brands. J. Lyons and Co. then merged with Allied Breweries, becoming Allied-Lyons in 1978. In 1990, Allied-Lyons acquired Dunkin' Donuts and Mister Donut.


Sector and Industry

Share Data


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. (↑↓)

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