FactorPad
FinTech Dev and Data

Stock Risk Measures for Mbia Inc

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 78 for MBI below.

/ factorpad.com / stocks / f79tzm.html



MBI Risk Report

Overview

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

We show how MBI stock compares to 2,000+ US-based stocks, and to peers in the Finance sector and Specialty Insurance 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 MBIA, Inc. operates as holding company, which engages in the provision of financial guarantee insurance, related reinsurance, advisory and portfolio services, and asset management advisory services. It operates through the following business segments: U.S. Public Finance Insurance; Corporate; and International and Structured Finance Insurance. The U.S. Public Finance Insurance segment issues financial guarantees for municipal bonds, including tax-exempt and taxable indebtedness of U.S. political subdivisions through its National subsidiary. The Corporate segment consists of general corporate activities including providing general support services to MBIA's other operating businesses and asset and capital management. The International and Structured Finance Insurance segment comprises of the operation of MBIA Corp. The company was founded in 1973 and is headquartered in Purchase, NY.

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. (↑↓)

/ factorpad.com / stocks / f79tzm.html


MBI stock risk
MBIA INC stock beta
MBI risk report
MBI f79tzm
MBI risk analysis
MBI volatility
MBIA INC credit risk
MBI liquidity risk
MBI leverage
MBI valuation
MBI systematic risk
MBI specific risk
MBIA INC volatility
MBI analysis
MBI financial ratio