FactorPad
Build a Better Process

Stock Risk Measures for Fortune Brands Home & Securi

A quantitative factor review, as of July 31, 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: August 02, 2020
See how we arrive at an overall risk score of 36 for FBHS below.

/ factorpad.com / stocks / f54rkp.html



FBHS Risk Report

Overview

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

We show how FBHS stock compares to 2,000+ US-based stocks, and to peers in the Producer Manufacturing sector and Building Products 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 Fortune Brands Home & Security, Inc. manufactures and supplies home and security products and services. The company operates through the following segments: Cabinets, Plumbing, Doors, and Security. The Cabinets segment manufactures custom, semi-custom, and stock cabinetry, as well as vanities, for the kitchen, bath and other parts. The Plumbing segment involves faucets, accessories, and kitchen sinks. The Doors segment comprises of fiberglass and steel entry door systems. The Security segment offers locks, safety and security devices, and electronic security products manufactured, sourced, and distributed under the Master Lock brand. Its brands include master lock security products, masterbrand cabinets, Moen faucets, Simonton windows, and Therma-Tru entry door systems. The company was founded on June 9, 1988 and is headquartered in Deerfield, IL.

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 / f54rkp.html


FBHS stock risk
FORTUNE BRANDS HOME & SECURI stock beta
FBHS risk report
FBHS f54rkp
FBHS risk analysis
FBHS volatility
FORTUNE BRANDS HOME & SECURI credit risk
FBHS liquidity risk
FBHS leverage
FBHS valuation
FBHS systematic risk
FBHS specific risk
FORTUNE BRANDS HOME & SECURI volatility
FBHS analysis
FBHS financial ratio