FactorPad
Build a Better Process

Stock Risk Measures for Xencor Inc

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 64 for XNCR below.

/ factorpad.com / stocks / f88xjw.html


An ad-free and cookie-free webpage by FactorPad


XNCR Risk Report

Overview

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

We show how XNCR stock compares to 2,000+ US-based stocks, and to peers in the Health Technology sector and Biotechnology 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 Xencor, Inc. engages in the development of engineered monoclonal antibody therapeutics to treat severe and life-threatening diseases. Its proprietary technology platform, XmAb, is used to create next-generation antibody product candidates designed to treat autoimmune and allergic diseases, cancer, and other conditions. The company was founded by Bassil I. Dahiyat and Stephen L. Mayo in August 1997 and is headquartered in Monrovia, CA.

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 / f88xjw.html


XNCR stock risk
XENCOR INC stock beta
XNCR risk report
XNCR f88xjw
XNCR risk analysis
XNCR volatility
XENCOR INC credit risk
XNCR liquidity risk
XNCR leverage
XNCR valuation
XNCR systematic risk
XNCR specific risk
XENCOR INC volatility
XNCR analysis
XNCR financial ratio

This is a new resource, spread the word, tell a friend