Stock Risk Measures for Zillow Group Inc - A

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.

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ZG Risk Report

Overview

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

We show how ZG stock compares to 2,000+ US-based stocks, and to peers in the Technology Services sector and Information Technology Services 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

Zillow Group, Inc. engages in the provision of real estate and home-related information marketplaces on mobile and the web. It operates through the following segments: Internet, Media & Technology (IMT), Homes and Mortgages segment. The IMT segment includes premier agent, rentals and new construction marketplaces, as well as dotloop, display and other advertising and business software solutions. The Homes segment includes Zillow Group's buying and selling of homes directly. The Mortgages segment includes advertising sold to mortgage lenders and other mortgage professionals, mortgage originations through MLOA and the sale of mortgages on the secondary market, as well as Mortech mortgage software solutions. The company was founded by Richard N. Barton and Lloyd D. Frink on July 25, 2014 and is headquartered in Seattle, WA.

Identity

• Symbol: ZG
• FactorPad FPID: f41qgk
• SEC CIK: 0001617640
• Share Class FIGI: BBG001T0LC50
• Location: Seattle, WA US
• Web: http://www.zillowgroup.com
• Employees: 5,249

Sector and Industry

• Sector: Technology Services
• Industry: Information Technology Services
• SIC Code: 7371

Share Data

Shares and Float

• Shares Outstanding: 59,476,200
• Shares Trading: 57,367,114
• Percent Trading: 96.5 %

Earnings and Dividends

• Trailing 12-month earnings: -1.92
• Next earnings date: 2020-08-11

• Dividends in last 12 months: None
• Ex-dividend date: 2015-08-17

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: 1.33 | All: 70 | Sector: 91 | Industry: 93

Company Size

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

• Market Capitalization: $12,767,092,430 | All: 22 | Sector: 36 | Industry: 36

Trading Liquidity

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

• Daily Dollar Volume: $40,438,571 | All: 47 | Sector: 64 | Industry: 58

Price Momentum

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

• Stock Price Change (1-Year): 21.91% | All: 17 | Sector: 38 | Industry: 34

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): -3.3% | All: 84 | Sector: 91 | Industry: 92

Dividend Yield

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

• Dividend Yield (D/P): 0% | All: 84 | Sector: 65 | Industry: 66

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