FactorPad
Build a Better Process

Stock Risk Measures for Sabine Royalty Trust

A quantitative factor review as of August 31, 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: September 04, 2021
See how we arrive at an overall risk score of 69 for SBR below.

/ factorpad.com / stocks / f66brk.html


An ad-free and cookie-free website.


SBR Risk Report

Overview

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

We show how SBR stock compares to 2,000+ US-based stocks, and to peers in the Finance and Insurance sector and Miscellaneous Intermediation 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 Sabine Royalty Trust (the Trust) is an express trust formed to receive Sabine Corporation's royalty and mineral interests, including landowner's royalties, overriding royalty interests, minerals (other than executive rights, bonuses and delay rentals), production payments and any other similar, non-participatory interest, in certain producing and proved undeveloped oil and gas properties located in Florida, Louisiana, Mississippi, New Mexico, Oklahoma and Texas (the Royalty Properties). The conveyances of the Royalty Properties to the Trust were effective with respect to production on January 1, 1983. The current trustee of the Trust is Simmons Bank.

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 / f66brk.html


SBR stock risk
SABINE ROYALTY TRUST stock beta
SBR risk report
SBR f66brk
SBR risk analysis
SBR volatility
SABINE ROYALTY TRUST credit risk
SBR liquidity risk
SBR leverage
SBR valuation
SBR systematic risk
SBR specific risk
SABINE ROYALTY TRUST volatility
SBR analysis
SBR financial ratio

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