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Stock Risk Measures for Pra Group Inc

A quantitative factor review as of December 31, 2020.
  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: January 03, 2021
See how we arrive at an overall risk score of 74 for PRAA below.

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PRAA Risk Report

Overview

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

We show how PRAA stock compares to 2,000+ US-based stocks, and to peers in the Administrative and Support and Waste Management and Remediation Services sector and Collection Agencies 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 PRA Group, Inc. or PRA, is a company acquiring and collecting nonperforming loans based in Norfolk, Virginia. PRA was listed in the Federal Trade Commission's Report on the Debt Buying Industry as one of the largest debt buyers in the US. PRA was among the top five debt buyers in the FTC Report. According to SEC filings, PRA's revenue for 2017 was $813 million. Hundreds of companies are debt buyers, but PRA Group is among the few that are publicly traded corporations. In 2014, the company was referred to as a "major player in the debt-collection industry". PRA was also listed as one of the largest debt buyer in Human Rights Watch's report "Rubber Stamp Justice", dated February 2016, which questioned the collection practices of debt buyers.

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. (↑↓)

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