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Stock Risk Measures for Delphi Technologies Plc

A quantitative factor review, as of July 31, 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: August 02, 2020
See how we arrive at an overall risk score of 73 for DLPH below.

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DLPH Risk Report

Overview

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

We show how DLPH stock compares to 2,000+ US-based stocks, and to peers in the Producer Manufacturing sector and Auto Parts: OEM 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 Delphi Technologies PLC engages in the development, design, and manufacture of integrated powertrain technologies. It operates through the following segments: Powertrain Products, Fuel Injection Systems and Electrification & Electronics and Aftermarket. The Powertrain Products segment includes an array of highly engineered products for traditional combustion and hybrid electric vehicles, including variable valvetrain, smart remote actuators, powertrain sensors, ignition products, canisters, and fuel handling products. The Fuel Injection Systems segment includes gasoline and diesel fuel injection components and systems. The Electrification & Electronics segment consists of engine and transmission control modules and power electronics. The Aftermarket segment sells aftermarket products to independent aftermarket and original equipment service customers The company was Founded in 2014 and is headquartered in London, the United Kingdom.

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. (↑↓)

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