Stock Risk Measures for Nike Inc -Cl B

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.

/ factorpad.com / stocks / f47fdq.html

NKE Risk Report

Overview

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

We show how NKE stock compares to 2,000+ US-based stocks, and to peers in the Consumer Non-Durables sector and Apparel/Footwear 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

NIKE, Inc. engages in the design, development, marketing, and sale of athletic footwear, apparel, accessories, equipment, and services. It operates through the following segments: North America; Europe, Middle East & Africa; Greater China; Asia Pacific & Latin America; Global Brand Divisions; Converse; and Corporate. The North America; Europe, Middle East & Africa; Greater China; and Asia Pacific & Latin America segments refers to the design, development, marketing, and selling of athletic footwear, apparel, and equipment. The Global Brand Divisions represents NIKE Brand licensing businesses. The Converse segment designs, markets, licenses, and sells casual sneakers, apparel, and accessories. The Corporate segment consists of unallocated general and administrative expenses. The company was founded by William Jay Bowerman and Philip H. Knight on January 25, 1964 and is headquartered in Beaverton, OR.

Identity

• Symbol: NKE
• FactorPad FPID: f47fdq
• SEC CIK: 0000320187
• Share Class FIGI: BBG001S6NTK2
• Location: Beaverton, OR US
• Web: http://www.nike.com
• Employees: 75,400

Sector and Industry

• Sector: Consumer Non-Durables
• Industry: Apparel/Footwear
• SIC Code: 3021

Share Data

Shares and Float

• Shares Outstanding: 1,244,870,000
• Shares Trading: 1,204,939,550
• Percent Trading: 96.8 %

Earnings and Dividends

• Trailing 12-month earnings: 1.72
• Next earnings date: 2020-12-17

• Dividends in last 12 months: 0.98
• Ex-dividend date: 2020-08-28

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: 0.98 | All: 28 | Sector: 68 | Industry: 6

Company Size

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

• Market Capitalization: $195,826,079,800 | All: 2 | Sector: 4 | Industry: 6

Trading Liquidity

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

• Daily Dollar Volume: $1,019,822,306 | All: 2 | Sector: 2 | Industry: 6

Price Momentum

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

• Stock Price Change (1-Year): 36.04% | All: 16 | Sector: 14 | Industry: 18

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): 1.36% | All: 63 | Sector: 69 | Industry: 53

Dividend Yield

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

• Dividend Yield (D/P): 0.78% | All: 59 | Sector: 65 | Industry: 53

/ factorpad.com / stocks / f47fdq.html