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Stock Risk Measures for Cummins Inc

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 22 for CMI below.

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CMI Risk Report

Overview

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

We show how CMI stock compares to 2,000+ US-based stocks, and to peers in the Producer Manufacturing sector and Trucks/Construction/Farm Machinery 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 Cummins, Inc. designs, manufactures and markets diesel and natural gas engines. It operates through the following segments: Engine, Distribution, Components, Power Systems and New Power. The Engine segment manufactures and markets diesel and natural gas powered engines under the Cummins brand name, for the heavy- and medium-duty truck, bus, recreational vehicle, light-duty automotive, agricultural, construction, mining, marine, oil and gas, rail and governmental equipment markets. The Distribution segment consists of parts, engines, power generation and service, which service and distributes its products and services. The Components segment supplies products such as, aftertreatment systems, turbochargers, transmissions, filtration products, electronics and fuel systems for commercial diesel and natural gas applications. The Power Systems segment engages in power generation, industrial and generator technologies. The New Power segment designs, manufactures, sells and supports electrified power systems with components and subsystems, including battery, fuel cell and hydrogen production technologies. The company was founded by Clessie Lyle Cummins and William Glanton Irwin on February 3, 1919 and is headquartered in Columbus, IN.

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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