Stock Risk Measures for Duke Energy Corp

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

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DUK Risk Report

Overview

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

We show how DUK stock compares to 2,000+ US-based stocks, and to peers in the Utilities sector and Nuclear Electric Power Generation 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

Duke Energy Corporation headquartered in Charlotte, North Carolina, is an American electric power holding company in the United States, with assets in Canada. Based in Charlotte, North Carolina, Duke Energy owns 58,200 megawatts of base-load and peak generation in the United States, which it distributes to its 7.2 million customers. The company has approximately 29,000 employees. Duke Energy's service territory covers 104,000 square miles with 250,200 miles of distribution lines. Almost all of Duke Energy's Midwest generation comes from coal, natural gas, or oil, while half of its Carolinas generation comes from its nuclear power plants. During 2006, Duke Energy generated 148,798,332 megawatt-hours of electrical energy.

Identity

• Symbol: DUK
• FactorPad FPID: f33zfd
• SEC CIK: 0001326160
• Share Class FIGI: BBG001S5QNR7
• Location: Charlotte, North carolina US
• Web: https://www.duke-energy.com/

Sector and Industry

• Sector: Utilities
• Industry: Nuclear Electric Power Generation
• SIC Code: 4931

Share Data

Shares

• Shares Outstanding: 735,958,560

Earnings and Dividends

• Trailing 12-month earnings: 2.82
• Next earnings date:

• Dividend yield in last 12 months: 3.76%
• Ex-dividend date: 2020-11-12

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. (↑↑)

• Beta: 0.95 | All: 26 | Sector: 36 | Industry: 46

Company Size

Stocks with higher market capitalization often have lower risk. (↑↓)

• Market Capitalization: $67,384,365,754 | All: 6 | Sector: 3 | Industry: 10

Trading Liquidity

Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)

• Daily Dollar Volume: $280,937,724 | All: 9 | Sector: 6 | Industry: 10

Price Momentum

Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)

• Stock Price Change (1-Year): 4.77% | All: 50 | Sector: 27 | Industry: 14

Financial Risk Measures

Style risk factors often include measures of profitability and payout levels.

Earnings Yield

Companies with higher earnings generally provide lower risk. (↑↓)

• Earnings Yield (E/P): 3.07% | All: 44 | Sector: 66 | Industry: 87

Dividend Yield

Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)

• Dividend Yield (D/P): 4.11% | All: 12 | Sector: 20 | Industry: 23

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