FactorPad
FinTech Dev and Data

Stock Risk Measures for Lumentum Holdings Inc

A quantitative factor review, as of July 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: August 02, 2020
See how we arrive at an overall risk score of 43 for LITE below.

/ factorpad.com / stocks / f41svn.html



LITE Risk Report

Overview

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

We show how LITE stock compares to 2,000+ US-based stocks, and to peers in the Producer Manufacturing sector and Electrical Products 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 Lumentum Holdings, Inc. engages in the provision of optical and photonic products. It operates through the Optical Communications (OpComms) and Commercial Lasers segments. The OpComms segment includes a range of components, modules, and subsystems to support customers including carrier networks of access (local), metro (intracity), long-haul (city-to-city and worldwide), and submarine (undersea) applications. The Commercial Lasers segment focuses in serving customers in markets and applications such as sheet metal processing, general manufacturing, biotechnology, graphics and imaging, remote sensing, and precision machining such as drilling in printed circuit boards, wafer singulation, glass cutting, and solar cell scribing. The company was founded on February 10, 2015 and is headquartered in Milpitas, CA.

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 / f41svn.html


LITE stock risk
LUMENTUM HOLDINGS INC stock beta
LITE risk report
LITE f41svn
LITE risk analysis
LITE volatility
LUMENTUM HOLDINGS INC credit risk
LITE liquidity risk
LITE leverage
LITE valuation
LITE systematic risk
LITE specific risk
LUMENTUM HOLDINGS INC volatility
LITE analysis
LITE financial ratio