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Stock Risk Measures for Old Dominion Freight Line

A quantitative factor review as of June 30, 2021.
  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.
face pic by Paul Alan Davis, CFA
Updated: July 06, 2021
See how we arrive at an overall risk score of 47 for ODFL below.

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ODFL Risk Report

Overview

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

We show how ODFL stock compares to 2,000+ US-based stocks, and to peers in the Transportation and Warehousing sector and General Freight Trucking, Local 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 Old Dominion Freight Line, Inc. is a leading, less-than-truckload ('LTL'), union-free motor carrier providing regional, inter-regional and national LTL services through a single integrated organization. Its service offerings, which include expedited transportation, are provided through an expansive network of service centers located throughout the continental United States. Through strategic alliances, the Company also provides LTL services throughout North America. In addition to its core LTL services, the Company offers a range of value-added services including container drayage, truckload brokerage and supply chain consulting.

Identity

Sector and Industry

Share Data

Shares

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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