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Stock Risk Measures for Northrop Grumman Corp

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 27 for NOC below.

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NOC Risk Report

Overview

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

We show how NOC 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 Northrop Grumman Corp. engages in the provision of security businesses. It includes products, systems, and solutions in autonomous systems, cyber, command, control, communications and computers, intelligence, surveillance and reconnaissance, strike, and logistics and modernization. The firm operates through the following segments: Aeronautics Systems, Defense Systems, Mission Systems and Space Systems. The Aeronautics Systems segment consists of Autonomous Systems and Manned Aircrafts. The Defense Systems segment consists of Battle Management and Missile Systems. The Mission Systems segment consists of Airborne Sensors & Networks, Cyber & Intelligence Mission Solutions, Maritime/Land Systems & Sensors and Navigation, Targeting & Survivability. The Space Systems segment consists of operations relating Launch & Strategic Missiles and space. The company was founded by John K. Northrop, Thomas V. Jones, and Kent Kresa in 1939 and is headquartered in Falls Church, VA.

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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