FactorPad
Build a Better Process

Stock Risk Measures for Entergy Corp

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 40 for ETR below.

/ factorpad.com / stocks / f28bzd.html


An ad-free and cookie-free webpage by FactorPad


ETR Risk Report

Overview

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

We show how ETR stock compares to 2,000+ US-based stocks, and to peers in the Utilities sector and Electric Utilities 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 Entergy Corp. is a holding company, which engages in electric power generation and distribution. It operates through the following segments: Utility, Entergy Wholesale Commodities, and All Other. The Utility segment includes the generation, transmission, distribution, and sale of electric power; and operations of a natural gas distribution business. The Entergy Wholesale Commodities segment owns, operates, and decommissions nuclear power plants; and sells electric power. The All Other segment comprises parent company, Entergy Corporation, and Other business activity. The company was founded by Harvey Couch on November 13, 1913 and is headquartered in New Orleans, LA.

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 / f28bzd.html


ETR stock risk
ENTERGY CORP stock beta
ETR risk report
ETR f28bzd
ETR risk analysis
ETR volatility
ENTERGY CORP credit risk
ETR liquidity risk
ETR leverage
ETR valuation
ETR systematic risk
ETR specific risk
ENTERGY CORP volatility
ETR analysis
ETR financial ratio

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