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Stock Risk Measures for Steel Dynamics 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 41 for STLD below.

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STLD Risk Report

Overview

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

We show how STLD 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 Steel Dynamics, Inc. engages in the manufacture of steel products and metal recycling. It operates through the following segments: Steel Operations, Metals Recycling Operations, Steel Fabrication Operations, and Other. The Steel Operations segment consists of sheet products including hot roll, cold roll, and coated steel; long products including structural steel beams, pilings, and standard and premium grade rail; and steel finishing services such as turning, polishing, straightening, chamfering, threading, and precision saw-cutting. The Metals Recycling Operations segment provides an array of both ferrous and non-ferrous scrap recycling, scrap management, transportation, and brokerage products and services. The Steel Fabrication Operations segment offers steel joists, girders, and steel deck, including specialty deck. The Other segment comprises of subsidiary operations and certain unallocated corporate accounts. The company was founded by Keith E. Busse, Mark D. Millett, Richard P. Teets and John C. Bates in August 1993 and is headquartered in Fort Wayne, IN.

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. (↑↓)

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