Stock Risk Measures for Abercrombie & Fitch Co-Cl 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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ANF Risk Report

Overview

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

We show how ANF stock compares to 2,000+ US-based stocks, and to peers in the Retail Trade sector and Apparel/Footwear Retail 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

Abercrombie & Fitch Co. engages in the retail of apparel, personal care products and accessories. It offers apparel products, including knit tops, woven shirts, graphic t-shirts, fleece, sweaters, jeans, woven pants, shorts, outerwear, dresses, intimates and swimwear; and personal care products and accessories for men, women and kids under the Abercrombie & Fitch, abercrombie kids, Hollister and Gilly Hicks brands. The company was founded by David Abercrombie in 1892 and is headquartered in New Albany, OH.

Identity

• Symbol: ANF
• FactorPad FPID: f43dtq
• SEC CIK: 0001018840
• Share Class FIGI: BBG001S97027
• Location: New Albany, OH US
• Web: http://www.abercrombie.com
• Employees: 44,000

Sector and Industry

• Sector: Retail Trade
• Industry: Apparel/Footwear Retail
• SIC Code: 5651

Share Data

Shares and Float

• Shares Outstanding: 62,373,200
• Shares Trading: 60,899,883
• Percent Trading: 97.6 %

Earnings and Dividends

• Trailing 12-month earnings: -2.39
• Next earnings date: 2020-11-13

• Dividends in last 12 months: 0.4
• Ex-dividend date: 2020-03-05

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: 1.31 | All: 69 | Sector: 65 | Industry: 60

Company Size

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

• Market Capitalization: $868,858,676 | All: 86 | Sector: 91 | Industry: 80

Trading Liquidity

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

• Daily Dollar Volume: $42,594,024 | All: 40 | Sector: 72 | Industry: 80

Price Momentum

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

• Stock Price Change (1-Year): -7.93% | All: 50 | Sector: 72 | Industry: 45

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): -16.39% | All: 92 | Sector: 91 | Industry: 80

Dividend Yield

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

• Dividend Yield (D/P): 2.87% | All: 33 | Sector: 17 | Industry: 25

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