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Our quantitative data points are meant to provide a high-level understanding of factors in equity risk models for Alleghany Corp. Portfolio managers use these models to forecast risk, optimize portfolios and review performance.
We show how Y stock compares to 2,000+ US-based stocks, and to peers in the Finance and Insurance sector and Reinsurance Carriers industry.
Please do not consider this data as investment advice. Data is downloaded from sources we deem reliable, but errors may occur.
Alleghany Corporation creates value through owning and supporting its operating subsidiaries and managing investments, anchored by a core position in property and casualty reinsurance and insurance. Alleghany's property and casualty subsidiaries include: Transatlantic Holdings, Inc., a leading global reinsurer; RSUI Group, Inc., which underwrites wholesale specialty insurance coverages including property, casualty, professional liability and directors' and officers' liability; and CapSpecialty, Inc., an underwriter of commercial property, casualty and surety insurance coverages. Alleghany's subsidiary Alleghany Capital Corporation owns and manages a diverse portfolio of non-financial businesses.
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. (↑↑)
Stocks with higher market capitalization often have lower risk. (↑↓)
Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)
Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)
Style risk factors often include measures of profitability and payout levels.
Companies with higher earnings generally provide lower risk. (↑↓)
Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)
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