FactorPad
Build a Better Process

Stock Risk Measures for Texas Pacific Land 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 64 for TPL below.

/ factorpad.com / stocks / f48kpb.html



TPL Risk Report

Overview

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

We show how TPL stock compares to 2,000+ US-based stocks, and to peers in the Miscellaneous sector and Investment Trusts/Mutual Funds 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 Texas Pacific Land Trust engages in the provision of management of land. It operates through the Land and Resource Management; and Water Service and Operations segments. The Land and Resource Management segment involves in the business of managing the land and related resources in West Texas owned by the Trust. The Water Service and Operations segment consists of revenues from royalties on sales of water, direct sales of water and to a lesser extent, easements, and sundry income. The company was founded on February 1, 1888 and is headquartered in Dallas, TX.

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 / f48kpb.html


TPL stock risk
TEXAS PACIFIC LAND TRUST stock beta
TPL risk report
TPL f48kpb
TPL risk analysis
TPL volatility
TEXAS PACIFIC LAND TRUST credit risk
TPL liquidity risk
TPL leverage
TPL valuation
TPL systematic risk
TPL specific risk
TEXAS PACIFIC LAND TRUST volatility
TPL analysis
TPL financial ratio