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 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.
Alleghany Corp. engages in the provision of property, casualty reinsurance, insurance and financial services. It operates its through the Reinsurance and Insurance segments. The Reinsurance segment consists of property and casualty and other reinsurance operations. The Insurance segment consists of property and casualty insurance operations. The company was founded by Oris Paxton Van Sweringen and Mantis James Van Sweringen in 1929 and is headquartered in New York, NY.
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. (↑↓)