FactorPad
Build a Better Process

Stock Risk Measures for Erie Indemnity Company-Cl A

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 51 for ERIE below.

/ factorpad.com / stocks / f71cnp.html


An ad-free and cookie-free website.


ERIE Risk Report

Overview

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

We show how ERIE stock compares to 2,000+ US-based stocks, and to peers in the Finance and Insurance sector and Direct Property and Casualty Insurance Carriers 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 Erie Indemnity Company is the management company for the Erie Insurance Exchange. The Company is also involved in the property and casualty insurance business through its wholly-owned subsidiaries and through its management of Flagship City Insurance Company.

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 / f71cnp.html


ERIE stock risk
ERIE INDEMNITY COMPANY-CL A stock beta
ERIE risk report
ERIE f71cnp
ERIE risk analysis
ERIE volatility
ERIE INDEMNITY COMPANY-CL A credit risk
ERIE liquidity risk
ERIE leverage
ERIE valuation
ERIE systematic risk
ERIE specific risk
ERIE INDEMNITY COMPANY-CL A volatility
ERIE analysis
ERIE financial ratio

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