FactorPad
Build a Better Process

Stock Risk Measures for Hanover Insurance Group Inc/

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 44 for THG below.

/ factorpad.com / stocks / f54zbn.html



THG Risk Report

Overview

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

We show how THG stock compares to 2,000+ US-based stocks, and to peers in the Finance sector and Property/Casualty Insurance 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 The Hanover Insurance Group, Inc. is a holding company that engages in the provision of property and casualty products and services. It operates through the following segments: Commercial Lines, Personal Lines and Other. The Commercial Lines segment includes commercial multiple peril, commercial automobile, workers compensation and other commercial coverage, such as specialty program business, inland marine, management and professional liability and surety. The Personal Lines segment involves personal automobile, homeowners and other personal coverage. The Other segment operates through Opus Investment Management, Inc. The company was founded in 1852 and is headquartered in Worcester, MA.

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 / f54zbn.html


THG stock risk
HANOVER INSURANCE GROUP INC/ stock beta
THG risk report
THG f54zbn
THG risk analysis
THG volatility
HANOVER INSURANCE GROUP INC/ credit risk
THG liquidity risk
THG leverage
THG valuation
THG systematic risk
THG specific risk
HANOVER INSURANCE GROUP INC/ volatility
THG analysis
THG financial ratio