FactorPad
Build a Better Process

Stock Risk Measures for Amerisourcebergen Corp

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 46 for ABC below.

/ factorpad.com / stocks / f32xkm.html


An ad-free and cookie-free website.


ABC Risk Report

Overview

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

We show how ABC stock compares to 2,000+ US-based stocks, and to peers in the Wholesale Trade sector and Medical, Dental, and Hospital Equipment and Supplies Merchant Wholesalers 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 AmerisourceBergen provides pharmaceutical products, value-driving services and business solutions that improve access to care. Tens of thousands of healthcare providers, veterinary practices and livestock producers trust us as their partner in the pharmaceutical supply chain. Global manufacturers depend on us for services that drive commercial success for their products. Through our daily work-and powered by our 22,000 associates-we are united in our responsibility to create healthier futures. AmerisourceBergen is ranked #10 on the Fortune 500, with more than $185 billion in annual revenue. The company is headquartered in Valley Forge, Pa. and has a presence in 50+ countries.

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 / f32xkm.html


ABC stock risk
AMERISOURCEBERGEN CORP stock beta
ABC risk report
ABC f32xkm
ABC risk analysis
ABC volatility
AMERISOURCEBERGEN CORP credit risk
ABC liquidity risk
ABC leverage
ABC valuation
ABC systematic risk
ABC specific risk
AMERISOURCEBERGEN CORP volatility
ABC analysis
ABC financial ratio

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