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Stock Risk Measures for Navios Maritime Acquisition

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 76 for NNA below.

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NNA Risk Report

Overview

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

We show how NNA stock compares to 2,000+ US-based stocks, and to peers in the Transportation sector and Marine Shipping 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 Navios Maritime Acquisition Corp. engages in the marine transportation business. It owns fleet of crude oil, refined petroleum product and chemical tankers. The firm charter its vessels to international oil companies, refiners and large vessel operators under long, medium and short-term charters. The company was founded on March 14, 2008 and is headquartered in Monte Carlo, Monaco.

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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