Build a Better Process
Build a Better Process
/ factorpad.com / stocks / f76gfk.html
An ad-free and cookie-free website.
Our quantitative data points are meant to provide a high-level understanding of factors in equity risk models for Assured Guaranty Ltd. Portfolio managers use these models to forecast risk, optimize portfolios and review performance.
We show how AGO 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.
Assured Guaranty is the leading provider of financial guaranty insurance. The company guarantees timely payment of scheduled principal and interest when due on municipal, public infrastructure and structured financings. Assured also provides institutional asset management services.
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.
Stocks with higher beta exhibit higher sensitivity to the ups and downs in the market. (↑↑)
Stocks with higher market capitalization often have lower risk. (↑↓)
Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)
Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)
Style risk factors often include measures of profitability and payout levels.
Companies with higher earnings generally provide lower risk. (↑↓)
Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)
/ factorpad.com / stocks / f76gfk.html
A newly-updated free resource. Connect and refer a friend today.
by