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Stock Risk Measures for Sjw Group

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 73 for SJW below.

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SJW Risk Report

Overview

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

We show how SJW stock compares to 2,000+ US-based stocks, and to peers in the Utilities sector and Water Utilities 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 SJW Group operates as a holding company, which through its subsidiaries provides water utility services. It operates through two segments: Water Utility Services and Real Estate Services. The water utility services segment provides water utility and utility related services. The Real Estate Services segment engages in property management and investment activity. . The company was founded on February 8, 1985 and is headquartered in San Jose, CA.

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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