FinTech Dev and Data
Stock Risk Measures for Allegiant Travel Co
A quantitative factor review, as of July 31, 2020.
- Company Info - Description, identity and sector data.
- Share Data - Stock earnings and key dates.
- Market Risk - Beta, size, liquidity and momentum measures.
- Financial Risk - Earnings and dividends.
Updated: August 02, 2020
See how we arrive at an overall risk score of
for ALGT below.
ALGT Risk Report
Our quantitative data points are meant to provide a high-level understanding of
factors in equity risk models for Allegiant Travel Co. Portfolio managers use these
models to forecast risk, optimize portfolios and review performance.
We show how ALGT stock compares to 2,000+ US-based stocks, and to
peers in the Transportation sector and Airlines industry.
Please do not consider this data as investment advice. Data is downloaded from
sources we deem reliable, but errors may occur.
Allegiant Travel Co. engages in the provision of travel services. It includes scheduled service air transportation, air-related travel services and product, third party travel products and fixed fee contract air transportation. The company was founded in January 1997 and is headquartered in Las Vegas, NV.
Sector and Industry
- Sector: Transportation
- Industry: Airlines
- SIC Code: 4512
Shares and Float
- Shares Outstanding: 16,200,100
- Shares Trading: 13,004,128
- Percent Trading: 80.3 %
Earnings and Dividends
- Trailing 12-month earnings: -1.52
- Next earnings date: 2020-10-21
- Dividends in last 12 months: 2.1
- Ex-dividend date: 2020-02-28
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.
Stocks with higher beta exhibit higher sensitivity to the ups and downs
in the market. (↑↑)
Beta: 1.61 |
Stocks with higher market capitalization often have lower risk. (↑↓)
Market Capitalization: $1,814,897,203 |
Higher average daily dollar volume over the past 30 days implies lower
liquidity risk. (↑↓)
Daily Dollar Volume: $25,945,689 |
Higher price momentum stocks, aka recent winners, equate to lower risk for many
Stock Price Change (1-Year): -24.37% |
Financial Risk Measures
Style risk factors often include measures of profitability and payout levels.
Companies with higher earnings generally provide lower risk. (↑↓)
Earnings Yield (E/P): -1.36% |
Companies with higher dividend yields, if sustaintable, are perceived to
have lower risk. (↑↓)
Dividend Yield (D/P): 1.87% |
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