FactorPad
Build a Better Process

Stock Risk Measures for Schnitzer Steel Inds Inc-A

A quantitative factor review, as of August 31, 2020.
  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
Updated: September 01, 2020
See how we arrive at an overall risk score of 68 for SCHN below.

/ factorpad.com / stocks / f39tkc.html



SCHN Risk Report

Overview

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

We show how SCHN stock compares to 2,000+ US-based stocks, and to peers in the Non-Energy Minerals sector and Steel 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 Schnitzer Steel Industries, Inc. engages in recycling of ferrous and nonferrous scrap metal and manufacture of finished steel products. It operates through the Auto and Metals Recycling (AMR) and Cascade Steel and Scrap (CSS) segments. The AMR segment acquires and recycles ferrous and nonferrous scrap metal for sale to foreign and domestic metal producers, processors and brokers, and procure salvaged vehicles and sells serviceable used auto parts from these vehicles through a network of self-service auto parts stores. The CSS segment manages a steel mini-mill that produces a range of finished steel long products using ferrous recycled scrap metal and other raw materials. The company was founded by Sam Schnitzer in 1906 and is headquartered in Portland, OR.

Identity

Sector and Industry

Share Data

Shares and Float

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 / f39tkc.html


SCHN stock risk
SCHNITZER STEEL INDS INC-A stock beta
SCHN risk report
SCHN f39tkc
SCHN risk analysis
SCHN volatility
SCHNITZER STEEL INDS INC-A credit risk
SCHN liquidity risk
SCHN leverage
SCHN valuation
SCHN systematic risk
SCHN specific risk
SCHNITZER STEEL INDS INC-A volatility
SCHN analysis
SCHN financial ratio