FinTech Dev and Data
Stock Risk Measures for Magellan Health Inc
A quantitative factor review, as of July 31, 2020.
- Company Info - Description, identity and sector data.
- Share Data - Stock earnings and key dates.
- Market Risk - Beta, size, liquidity and momentum measures.
- Financial Risk - Earnings and dividends.
Updated: August 02, 2020
See how we arrive at an overall risk score of
for MGLN below.
MGLN Risk Report
Our quantitative data points are meant to provide a high-level understanding of
factors in equity risk models for Magellan Health Inc. Portfolio managers use these
models to forecast risk, optimize portfolios and review performance.
We show how MGLN stock compares to 2,000+ US-based stocks, and to
peers in the Health Services sector and Managed Health Care industry.
Please do not consider this data as investment advice. Data is downloaded from
sources we deem reliable, but errors may occur.
Magellan Health, Inc. engages in the business of healthcare management. It operates through the following segments: Healthcare, Pharmacy Management and Corporate. The Healthcare segment comprises of the Commercial and Government reporting units. The Pharmacy Management segment offers products and solutions that provide clinical and financial management of pharmaceuticals paid under both the medical and the pharmacy benefit. The Corporate segment covers amounts not allocated to the Healthcare and Pharmacy Management segments. The company was founded in 1969 and is headquartered in Phoenix, AZ.
Sector and Industry
- Sector: Health Services
- Industry: Managed Health Care
- SIC Code: 6324
Shares and Float
- Shares Outstanding: 25,310,400
- Shares Trading: 25,035,807
- Percent Trading: 98.9 %
Earnings and Dividends
- Trailing 12-month earnings: 5.78
- Next earnings date: 2020-10-29
- Dividends in last 12 months: None
- Ex-dividend date: None
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.
Stocks with higher beta exhibit higher sensitivity to the ups and downs
in the market. (↑↑)
Beta: 1.14 |
Stocks with higher market capitalization often have lower risk. (↑↓)
Market Capitalization: $1,877,272,368 |
Higher average daily dollar volume over the past 30 days implies lower
liquidity risk. (↑↓)
Daily Dollar Volume: $10,163,379 |
Higher price momentum stocks, aka recent winners, equate to lower risk for many
Stock Price Change (1-Year): 6.5% |
Financial Risk Measures
Style risk factors often include measures of profitability and payout levels.
Companies with higher earnings generally provide lower risk. (↑↓)
Earnings Yield (E/P): 7.79% |
Companies with higher dividend yields, if sustaintable, are perceived to
have lower risk. (↑↓)
Dividend Yield (D/P): 0% |
MGLN stock risk
MAGELLAN HEALTH INC stock beta
MGLN risk report
MGLN risk analysis
MAGELLAN HEALTH INC credit risk
MGLN liquidity risk
MGLN systematic risk
MGLN specific risk
MAGELLAN HEALTH INC volatility
MGLN financial ratio