Stock Risk Measures for Trinseo Sa

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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TSE Risk Report

Overview

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

We show how TSE stock compares to 2,000+ US-based stocks, and to peers in the Manufacturing sector and Plastics Material and Resin Manufacturing 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

Trinseo is a global materials company, focusing particularly on the manufacture of plastics, latex, and synthetic rubber. Among the materials it makes is the plastic for Lego. Trinseo was part of the Dow Chemical Company until Dow grouped several of its businesses for potential sale in 2009. In 2010, under the name Styron, those holdings were sold to private equity firm Bain Capital for $1.63 billion. As of 2016, Bain sold all of its stock in Trinseo, grossing $1.69 billion for 37,269,567 shares, resulting in Trinseo's “full independence as a public company.” The company offers a broad line of plastics, latex and synthetic rubber, which are used primarily in the automotive, appliances, electronics, packaging, paper & board, carpet, and tire industries, among others. Trinseo materials are used widely, in cars and trucks, home appliances, consumer goods, electronics, electrical & lighting, building & construction, medical supplies, and packaging.

Identity

• Symbol: TSE
• FactorPad FPID: f25bzk
• SEC CIK: 0001519061
• Share Class FIGI: BBG001V59JZ2
• Location: Berwyn, Pennsylvania US
• Web: http://www.trinseo.com/

Sector and Industry

• Sector: Manufacturing
• Industry: Plastics Material and Resin Manufacturing
• SIC Code: 2821

Share Data

Shares

• Shares Outstanding: 38,310,303

Earnings and Dividends

• Trailing 12-month earnings: -1.38
• Next earnings date:

• Dividend yield in last 12 months: 1.56%
• Ex-dividend date: 2020-10-07

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: 1.57 | All: 89 | Sector: 93 | Industry: 91

Company Size

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

• Market Capitalization: $1,961,870,617 | All: 70 | Sector: 73 | Industry: 82

Trading Liquidity

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

• Daily Dollar Volume: $24,126,839 | All: 57 | Sector: 61 | Industry: 64

Price Momentum

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

• Stock Price Change (1-Year): 46.65% | All: 16 | Sector: 19 | Industry: 19

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): -2.71% | All: 82 | Sector: 81 | Industry: 91

Dividend Yield

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

• Dividend Yield (D/P): 3.05% | All: 21 | Sector: 8 | Industry: 10

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