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Stock Risk Measures for American Financial Group 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 49 for AFG below.

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AFG Risk Report

Overview

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

We show how AFG stock compares to 2,000+ US-based stocks, and to peers in the Finance and Insurance sector and Third Party Administration of Insurance and Pension Funds 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 American Financial Group, Inc. is an American financial services holding company based in Cincinnati, Ohio. Its primary businesses are insurance and investments. American Financial Group's major insurance division operates as the Great American Insurance Company, founded in 1872, and focuses on property and casualty insurance services. Other affiliates and subsidiaries include Great American Custom, Mid-Continent Group, National Interstate, and Republic Indemnity. Additional insurance specialties include equine, trucking, executive liability, fidelity and crime, and agribusiness. Great American Financial Resources is a wholly owned subsidiary of American Financial Group and supplies a range of annuities, life insurance products and supplemental insurances to individuals and enterprises.

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. (↑↓)

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