FactorPad
Build a Better Process

Stock Risk Measures for Comerica Inc

A quantitative factor review as of August 31, 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: September 04, 2021
See how we arrive at an overall risk score of 30 for CMA below.

/ factorpad.com / stocks / f43vkg.html


An ad-free and cookie-free website.


CMA Risk Report

Overview

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

We show how CMA stock compares to 2,000+ US-based stocks, and to peers in the Finance and Insurance sector and Commercial Banking 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 Comerica Incorporated is a financial services company headquartered in Dallas, Texas, and strategically aligned by three business segments: The Commercial Bank, The Retail Bank, and Wealth Management. Comerica focuses on relationships, and helping people and businesses be successful. In addition to Texas, Comerica Bank locations can be found in Arizona, California, Floridaand Michigan, with select businesses operating in several other states, as well as in Canadaand Mexico.

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. (↑↓)

/ factorpad.com / stocks / f43vkg.html


CMA stock risk
COMERICA INC stock beta
CMA risk report
CMA f43vkg
CMA risk analysis
CMA volatility
COMERICA INC credit risk
CMA liquidity risk
CMA leverage
CMA valuation
CMA systematic risk
CMA specific risk
COMERICA INC volatility
CMA analysis
CMA financial ratio

A newly-updated free resource. Connect and refer a friend today.