FactorPad
Build a Better Process

Stock Risk Measures for Lexington Realty Trust

A quantitative factor review, as of July 31, 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: August 02, 2020
See how we arrive at an overall risk score of 35 for LXP below.

/ factorpad.com / stocks / f22pnk.html



LXP Risk Report

Overview

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

We show how LXP stock compares to 2,000+ US-based stocks, and to peers in the Finance sector and Real Estate Investment Trusts 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 Lexington Realty Trust is a real estate investment trust, which engages in financing, acquisition, and ownership of portfolio of single-tenant commercial properties. It also provides investment advisory and asset management services. The company was founded by E. Robert Roskind in October 1993 and is headquartered in New York, NY.

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 / f22pnk.html


LXP stock risk
LEXINGTON REALTY TRUST stock beta
LXP risk report
LXP f22pnk
LXP risk analysis
LXP volatility
LEXINGTON REALTY TRUST credit risk
LXP liquidity risk
LXP leverage
LXP valuation
LXP systematic risk
LXP specific risk
LEXINGTON REALTY TRUST volatility
LXP analysis
LXP financial ratio