FactorPad
Build a Better Process

Stock Risk Measures for Arconic Inc

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 42 for ARNC below.

/ factorpad.com / stocks / f19drh.html


An ad-free and cookie-free webpage by FactorPad


ARNC Risk Report

Overview

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

We show how ARNC stock compares to 2,000+ US-based stocks, and to peers in the Non-Energy Minerals sector and Aluminum 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 Arconic Corp. engages in manufacturing of aluminum sheet, plate, extrusions and architectural products. It operates through the following business segments: Rolled Products, Extrusions, and Building and Construction Systems. The Rolled Products segment engages in the production of finished goods ranging from airframes and automotive body panels to industrial plate and brazing sheet. The Extrusions segment produces a range of extruded products, including aerospace shapes automotive shapes, seamless tube, hollows, mortar fins and high strength rod and bar. The Building and Construction Systems segment manufactures differentiated products and building envelope solutions, including entrances, curtain walls, windows, composite panel and coil coated sheet. The company was founded on August 14, 2019 and is headquartered in Pittsburgh, PA.

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 / f19drh.html


ARNC stock risk
ARCONIC INC stock beta
ARNC risk report
ARNC f19drh
ARNC risk analysis
ARNC volatility
ARCONIC INC credit risk
ARNC liquidity risk
ARNC leverage
ARNC valuation
ARNC systematic risk
ARNC specific risk
ARCONIC INC volatility
ARNC analysis
ARNC financial ratio

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