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Stock Risk Measures for E*Trade Financial Corp
A quantitative factor review, as of July 31, 2020.
- Company Info - Description, identity and sector data.
- Share Data - Stock earnings and key dates.
- Market Risk - Beta, size, liquidity and momentum measures.
- Financial Risk - Earnings and dividends.
Updated: August 02, 2020
See how we arrive at an overall risk score of
for ETFC below.
ETFC Risk Report
Our quantitative data points are meant to provide a high-level understanding of
factors in equity risk models for E*Trade Financial Corp. Portfolio managers use these
models to forecast risk, optimize portfolios and review performance.
We show how ETFC stock compares to 2,000+ US-based stocks, and to
peers in the Finance sector and Investment Banks/Brokers industry.
Please do not consider this data as investment advice. Data is downloaded from
sources we deem reliable, but errors may occur.
E*TRADE Financial Corp. engages in the provision of investment and online stock brokerage services. It offers digital platforms and support to individual investors through phone, email, and online via two national financial centers, and in-person at regional financial centers. The company was founded by William A. Porter Jr. and Bernard A. Newcomb in 1982 and is headquartered in Arlington, VA.
- Symbol: ETFC
- FactorPad FPID: f84qtp
- SEC CIK: 0001015780
- Share Class FIGI: BBG001SB86D6
- Location: Arlington, VA US
- Web: http://www.etrade.com
- Employees: 4,122
Sector and Industry
- Sector: Finance
- Industry: Investment Banks/Brokers
- SIC Code: 6211
Shares and Float
- Shares Outstanding: 221,093,000
- Shares Trading: 219,970,732
- Percent Trading: 99.5 %
Earnings and Dividends
- Trailing 12-month earnings: 3.45
- Next earnings date: 2020-10-15
- Dividends in last 12 months: 0.56
- Ex-dividend date: 2020-05-12
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.
Stocks with higher beta exhibit higher sensitivity to the ups and downs
in the market. (↑↑)
Beta: 1.62 |
Stocks with higher market capitalization often have lower risk. (↑↓)
Market Capitalization: $11,224,891,610 |
Higher average daily dollar volume over the past 30 days implies lower
liquidity risk. (↑↓)
Daily Dollar Volume: $119,605,390 |
Higher price momentum stocks, aka recent winners, equate to lower risk for many
Stock Price Change (1-Year): 8.02% |
Financial Risk Measures
Style risk factors often include measures of profitability and payout levels.
Companies with higher earnings generally provide lower risk. (↑↓)
Earnings Yield (E/P): 6.8% |
Companies with higher dividend yields, if sustaintable, are perceived to
have lower risk. (↑↓)
Dividend Yield (D/P): 1.1% |
ETFC stock risk
E*TRADE FINANCIAL CORP stock beta
ETFC risk report
ETFC risk analysis
E*TRADE FINANCIAL CORP credit risk
ETFC liquidity risk
ETFC systematic risk
ETFC specific risk
E*TRADE FINANCIAL CORP volatility
ETFC financial ratio