Stock Risk Measures for Firstenergy Corp

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

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FE Risk Report

Overview

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

We show how FE stock compares to 2,000+ US-based stocks, and to peers in the Utilities sector and Nuclear Electric Power Generation 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

FirstEnergy Corp is an electric utility headquartered in Akron, Ohio. Its subsidiaries and affiliates are involved in the distribution, transmission, and generation of electricity, as well as energy management and other energy-related services. Its ten electric utility operating companies comprise one of the United States' largest investor-owned utilities, based on serving 6 million customers within a 65,000-square-mile area of Ohio, Pennsylvania, West Virginia, Virginia, Maryland, New Jersey and New York. Its generation subsidiaries control more than 16,000 megawatts of capacity, and its distribution lines span over 194,000 miles. In 2018, FirstEnergy ranked 219 on the Fortune 500 list of the largest public corporations in the United States by revenue. In November 2016, FirstEnergy made the decision to exit the competitive power business, and become a fully regulated company.

Identity

• Symbol: FE
• FactorPad FPID: f54dmb
• SEC CIK: 0001031296
• Share Class FIGI: BBG001S5R3N4
• Location: Akron, Ohio US
• Web: https://www.firstenergycorp.com/

Sector and Industry

• Sector: Utilities
• Industry: Nuclear Electric Power Generation
• SIC Code: 4911

Share Data

Shares

• Shares Outstanding: 542,590,202

Earnings and Dividends

• Trailing 12-month earnings: 1.22
• Next earnings date:

• Dividend yield in last 12 months: 1.53%
• Ex-dividend date: 2020-11-05

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: 1.03 | All: 35 | Sector: 51 | Industry: 69

Company Size

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

• Market Capitalization: $16,608,686,083 | All: 21 | Sector: 32 | Industry: 55

Trading Liquidity

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

• Daily Dollar Volume: $162,766,014 | All: 16 | Sector: 14 | Industry: 28

Price Momentum

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

• Stock Price Change (1-Year): -34.18% | All: 92 | Sector: 99 | Industry: 100

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): 4.02% | All: 34 | Sector: 58 | Industry: 73

Dividend Yield

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

• Dividend Yield (D/P): 5.0% | All: 8 | Sector: 10 | Industry: 10

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