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Stock Risk Measures for Credicorp Ltd

A quantitative factor review, as of July 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.
by Paul Alan Davis, CFA
Updated: August 02, 2020
See how we arrive at an overall risk score of 33 for BAP below.

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BAP Risk Report

Overview

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

We show how BAP stock compares to 2,000+ US-based stocks, and to peers in the Finance sector and Regional Banks 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 Credicorp Ltd. operates as a holding company. The firm engages in the provision of financial services. It operates through the following segments: Universal Banking, Insurance & Pensions, Microfinance and Investment Banking & Wealth Management. The Universal Banking segment includes the operations related to the granting of various credits and financial instruments to individuals and legal entities. The Insurance and Pensions segment includes the issue of insurance policies to cover losses in commercial property, transport, marine vessels, automobiles, life, health and pensions and also provides management service of private pension funds to the affiliates. The Microfinance segment includes the management of loans, credits, deposits and current accounts of the small and microenterprises. The Investment Banking & Wealth Management segment includes the brokerage service and investment management services offered to clientele, which includes corporations, institutional investors, governments and foundations; also, the structuring and placement of issues in the primary market, as well as the execution and negotiation of transactions in the secondary market. The company was founded on October 20, 1995 and is headquartered in Lima, Peru.

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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