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Stock Risk Measures for Elbit Systems Ltd

A quantitative factor review, as of September 30, 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.
by Paul Alan Davis, CFA
Updated: October 01, 2020
See how we arrive at an overall risk score of 48 for ESLT below.

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ESLT Risk Report

Overview

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

We show how ESLT stock compares to 2,000+ US-based stocks, and to peers in the Electronic Technology sector and Aerospace & Defense 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 Elbit Systems Ltd. is a technology company, which engages in the development and distribution of defense and homeland security solutions. Its portfolio includes airborne, land, and naval systems and products for defense, homeland security, and commercial applications. The company was founded in 1996 and is headquartered in Haifa, Israel.

Identity

Sector and Industry

Share Data

Shares and Float

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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