Out of the five stocks, in my opinion, Disney presents the highest risk as it has the worst Beta and the worst Short Ratio. This would mean that the price volatility is the highest and the number of short trades is also high, further pushing up the risk.
Next is Ford, with second highest Beta, second highest Short Ratio and lowest RoA. This would mean that the company is not very efficient in generating net income from its assets, thus increasing the risk.
Next is Microsoft with the third highest Beta, highest P/E ratio and lowest ROE. This means that the stock may already be overpriced but is not very efficient in generating net income from its equity capital, thus increasing the risk.
Then Home Depot and then Lockheed Martin with lowest risk as the Beta of Home Depot is more than Lockheed Martin and has slightly higher P/E ratio and lower ROE, thus having slightly higher risk.
The one year return on the Disney stock is -14.73%. This means the stock declined the most. The one year return on the Ford stock is -14.46%, the second lowest change out of the five stocks. The one year return on the Microsoft stock is 15.23% while the one year return on the Home Depot stock is 16.26%. The one year return on the Lockheed Martin stock was the highest at 33.13% (Google Finance).
So, this shows that the order of highest to lowest risk was completely reversed when arranging stock appreciation in order of highest to lowest.
This is against the general belief that higher the risk, higher the return and may be due to the market realising the riskiness of these stocks and thus rewarding the least risky stock.
References
Google Finance. Company Information. Google Finance. Retrieved from https://www.google.com/finance?ei=okR5V9G-GsTBugT_vaaoCg.
