FactorPad
FinTech Dev and Data

Stock Risk Measures for Yandex Nv-A

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 43 for YNDX below.

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YNDX Risk Report

Overview

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

We show how YNDX stock compares to 2,000+ US-based stocks, and to peers in the Technology Services sector and Internet Software/Services 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 Yandex NV engages in the provision of search engines and online services. It operates through the following segments: Search and Portal; E-commerce; Taxi; Media Services; and Classifieds. The Search and Portal segment includes all the services offered in Russia, Belarus, and Kazakhstan. The Taxi segment covers the ride-sharing business, which consists of Yandex.Taxi as well as Uber in Russia and other countries. The Media Services segment comprises KinoPoisk, Yandex Music, Yandex Afisha, Yandex TV program, Yandex. Studio, and subscription service Yandex. Plus. The Classifieds Segment deal with online advertising and listing fees. The company was founded by Elena Kolmanovskaya, Ilya Segalovich, Mikhail Fadeev, and Arkady Volozh in 1989 and is headquartered in Amsterdam, the Netherlands.

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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