FactorPad
Build a Better Process

Stock Risk Measures for Fedex Corp

A quantitative factor review, as of September 30, 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: October 01, 2020
See how we arrive at an overall risk score of 40 for FDX below.

/ factorpad.com / stocks / f47nhn.html


An ad-free and cookie-free webpage by FactorPad


FDX Risk Report

Overview

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

We show how FDX stock compares to 2,000+ US-based stocks, and to peers in the Transportation sector and Air Freight/Couriers 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 FedEx Corp. is a holding company, which engages in the provision of a portfolio of transportation, e-commerce, and business services. It operates through the following segments: FedEx Express, FedEx Ground, FedEx Freight, FedEx Services, and Corporate, Other, and Eliminations. The FedEx Express segment consists of domestic and international shipping services for delivery of packages and freight. The FedEx Ground segment focuses on small-package ground delivery services. The FedEx Freight segment offers less-than-truckload freight services across all lengths of haul. The FedEx Services segment provides sales, marketing, information technology, communications, customer service, technical support, billing and collection services, and certain back-office functions. The Corporate, Other, and Eliminations segment includes corporate headquarters costs for executive officers and certain legal and finance functions, as well as certain other costs and credits not attributed to the company's core business. The company was founded by Frederick Wallace Smith on June 18, 1971 and is headquartered in Memphis, TN.

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 / f47nhn.html


FDX stock risk
FEDEX CORP stock beta
FDX risk report
FDX f47nhn
FDX risk analysis
FDX volatility
FEDEX CORP credit risk
FDX liquidity risk
FDX leverage
FDX valuation
FDX systematic risk
FDX specific risk
FEDEX CORP volatility
FDX analysis
FDX financial ratio

This is a new resource, spread the word, tell a friend