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Stock Risk Measures for American Financial Group Inc

A quantitative factor review as of June 30, 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: July 06, 2021
See how we arrive at an overall risk score of 37 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 is an insurance holding company, based in Cincinnati, Ohio. Through the operations of Great American Insurance Group, AFG is engaged primarily in property and casualty insurance, focusing on specialized commercial products for businesses, and in the sale of traditional fixed and fixed-indexed annuities in the retail, financial institutions, broker-dealer, and registered investment advisor markets. Great American Insurance Group's roots go back to 1872 with the founding of its flagship company, Great American Insurance Company.

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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