FactorPad
Build a Better Process

Stock Risk Measures for Five Below

A quantitative factor review as of June 30, 2021.
  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.
face pic by Paul Alan Davis, CFA
Updated: July 06, 2021
See how we arrive at an overall risk score of 59 for FIVE below.

/ factorpad.com / stocks / f59dvf.html


An ad-free and cookie-free website.


FIVE Risk Report

Overview

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

We show how FIVE stock compares to 2,000+ US-based stocks, and to peers in the Retail Trade sector and All Other General Merchandise Stores 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 Five Below is a leading high-growth value retailer o�ering trend-right, high-quality products loved by tweens, teens and beyond. They know life is way better when you're free to "let go & have fun" in an amazing experience �lled with unlimited possibilities. With most items priced $1-$5, and some extreme value items priced beyond $5, the company makes it easy to say YES! to the newest, coolest stu� across 8 awesome Five Below worlds: Style, Room, Sports, Tech, Create, Party, Candy and Now. Founded in 2002 and headquartered in Philadelphia, Pennsylvania, Five Below today has over 1,050 stores in 38 states.

Identity

Sector and Industry

Share Data

Shares

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 / f59dvf.html


FIVE stock risk
FIVE BELOW stock beta
FIVE risk report
FIVE f59dvf
FIVE risk analysis
FIVE volatility
FIVE BELOW credit risk
FIVE liquidity risk
FIVE leverage
FIVE valuation
FIVE systematic risk
FIVE specific risk
FIVE BELOW volatility
FIVE analysis
FIVE financial ratio

A newly-updated free resource. Connect and refer a friend today.