FactorPad
Build a Better Process

Stock Risk Measures for John B. Sanfilippo & Son Inc

A quantitative factor review as of March 31, 2021.
  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.
face pic by Paul Alan Davis, CFA
Updated: April 02, 2021
See how we arrive at an overall risk score of 72 for JBSS below.

/ factorpad.com / stocks / f29hjp.html


An ad-free and cookie-free website.


JBSS Risk Report

Overview

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

We show how JBSS stock compares to 2,000+ US-based stocks, and to peers in the Manufacturing sector and Roasted Nuts and Peanut Butter 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

Company logo John B. Sanfilippo & Son, Inc. (JBSS) is a processor, packager, marketer and distributor of nut and dried fruit based products that are sold under a variety of private brands and under the Company’s Fisher®, Orchard Valley Harvest®, Squirrel Brand®, Southern Style Nuts® and Sunshine Country® brand names.

Identity

Sector and Industry

Share Data

Shares

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 / f29hjp.html


JBSS stock risk
JOHN B. SANFILIPPO & SON INC stock beta
JBSS risk report
JBSS f29hjp
JBSS risk analysis
JBSS volatility
JOHN B. SANFILIPPO & SON INC credit risk
JBSS liquidity risk
JBSS leverage
JBSS valuation
JBSS systematic risk
JBSS specific risk
JOHN B. SANFILIPPO & SON INC volatility
JBSS analysis
JBSS financial ratio

A newly-updated free resource. Connect and refer a friend today.