Stock Risk Measures for Alphabet Inc-Cl A

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

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GOOGL Risk Report

Overview

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

We show how GOOGL stock compares to 2,000+ US-based stocks, and to peers in the Information sector and All Other Telecommunications 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

Alphabet Inc. is an American multinational conglomerate headquartered in Mountain View, California. It was created through a restructuring of Google on October 2, 2015, and became the parent company of Google and several former Google subsidiaries. The two co-founders of Google remained as controlling shareholders, board members, and employees at Alphabet. Alphabet is the world's fourth-largest technology company by revenue and one of the world's most valuable companies. The establishment of Alphabet Inc. was prompted by a desire to make the core Google business "cleaner and more accountable" while allowing greater autonomy to group companies that operate in businesses other than Internet services. Page and Brin announced their resignation from their executive posts in December 2019, with the CEO role to be filled by Sundar Pichai, also the CEO of Google. Page and Brin remain co-founders, employees, board members, and controlling shareholders of Alphabet Inc.

Identity

• Symbol: GOOGL
• FactorPad FPID: f68vwp
• SEC CIK: 0001652044
• Share Class FIGI: BBG009S39JY5
• Location: Mountain view, California US
• Web: https://abc.xyz/

Sector and Industry

• Sector: Information
• Industry: All Other Telecommunications
• SIC Code: 7375

Share Data

Shares

• Shares Outstanding: 300,643,829

Earnings and Dividends

• Trailing 12-month earnings: 51.75
• Next earnings date:

• Dividend yield in last 12 months: 0%
• Ex-dividend date:

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. (↑↑)

• Beta: 0.98 | All: 29 | Sector: 47 | Industry: 63

Company Size

Stocks with higher market capitalization often have lower risk. (↑↓)

• Market Capitalization: $1,182,818,585,495 | All: 1 | Sector: 2 | Industry: 13

Trading Liquidity

Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)

• Daily Dollar Volume: $2,332,578,951 | All: 1 | Sector: 2 | Industry: 13

Price Momentum

Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)

• Stock Price Change (1-Year): 30.85% | All: 24 | Sector: 48 | Industry: 38

Financial Risk Measures

Style risk factors often include measures of profitability and payout levels.

Earnings Yield

Companies with higher earnings generally provide lower risk. (↑↓)

• Earnings Yield (E/P): 3.02% | All: 45 | Sector: 27 | Industry: 13

Dividend Yield

Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)

• Dividend Yield (D/P): 0% | All: 83 | Sector: 69 | Industry: 75

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