Stock Risk Measures for Ubs Group Ag-Reg

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

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UBS Risk Report

Overview

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

We show how UBS stock compares to 2,000+ US-based stocks, and to peers in the Finance sector and Major Banks 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

UBS Group AG is a holding company, which engages in the provision of financial management solutions. It operates through the following segments: Global Wealth Management;; Personal and Corporate Banking; Asset Management; Investment Bank, and Corporate Center. The Global Wealth Management segment advises and offers financial services to wealthy private clients except those served by Wealth Management Americas which include banking and lending, wealth planning, and investment management. The Personal and Corporate segment offers financial products and services to private, corporate, and institutional clients in Switzerland. The Asset Management segment consists of investment management products and services; platform solutions and advisory support to institutions; wholesale intermediaries, and wealth management clients. The Investment Bank segment comprises investment advice, financial solutions, and capital markets access among corporate, institutional, and wealth management clients. The Corporate Center segment is involved in the services, group asset and liability management and non-core and legacy portfolio. The company was founded on June 29, 1998 and is headquartered in Zurich, Switzerland.

Identity

• Symbol: UBS
• FactorPad FPID: f22hbk
• SEC CIK: 0001610520
• Share Class FIGI: BBG007936GX0
• Location: Zurich, None CH
• Web: http://www.ubs.com
• Employees: 68,601

Sector and Industry

• Sector: Finance
• Industry: Major Banks
• SIC Code: 6021

Share Data

Shares and Float

• Shares Outstanding: 3,587,948,589
• Shares Trading: 3,355,521,279
• Percent Trading: 93.5 %

Earnings and Dividends

• Trailing 12-month earnings: 1.57
• Next earnings date: None

• Dividends in last 12 months: 0.541
• Ex-dividend date: 2020-05-05

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. (↑↑)

• Beta: 1.21 | All: 59 | Sector: 46 | Industry: 41

Company Size

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

• Market Capitalization: $41,943,119,005 | All: 8 | Sector: 6 | Industry: 34

Trading Liquidity

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

• Daily Dollar Volume: $36,850,778 | All: 42 | Sector: 30 | Industry: 60

Price Momentum

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

• Stock Price Change (1-Year): -0.68% | All: 39 | Sector: 18 | Industry: 4

Financial Risk Measures

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

Earnings Yield

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

• Earnings Yield (E/P): 13.44% | All: 4 | Sector: 8 | Industry: 12

Dividend Yield

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

• Dividend Yield (D/P): 4.63% | All: 18 | Sector: 39 | Industry: 52

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