FactorPad
Build a Better Process

Stock Risk Measures for Corporate Office Properties

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 50 for OFC below.

/ factorpad.com / stocks / f53cmg.html


An ad-free and cookie-free website.


OFC Risk Report

Overview

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

We show how OFC stock compares to 2,000+ US-based stocks, and to peers in the Finance and Insurance sector and Other Financial Vehicles 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 Corporate Office Properties Trust (COPT) is a REIT that owns, manages, leases, develops and selectively acquires office and data center properties. The majority of its portfolio is in locations that support the United States Government and its contractors, most of whom are engaged in national security, defense and information technology ('IT') related activities servicing what it believes are growing, durable, priority missions ('Defense/IT Locations'). The Company also owns a portfolio of office properties located in select urban/urban-like submarkets in the Greater Washington, DC/Baltimore region with durable Class-A office fundamentals and characteristics ('Regional Office Properties'). As of December 31, 2020, the Company derived 87% of its core portfolio annualized rental revenue from Defense/IT Locations and 13% from its Regional Office Properties. As of the same date and including 17 properties owned through unconsolidated joint ventures, COPT's core portfolio of 179 office and data center shell properties encompassed 20.8 million square feet and was 95.0% leased; the Company also owned one wholesale data center with a critical load of 19.25 megawatts that was 86.7% leased.

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. (↑↓)

/ factorpad.com / stocks / f53cmg.html


OFC stock risk
CORPORATE OFFICE PROPERTIES stock beta
OFC risk report
OFC f53cmg
OFC risk analysis
OFC volatility
CORPORATE OFFICE PROPERTIES credit risk
OFC liquidity risk
OFC leverage
OFC valuation
OFC systematic risk
OFC specific risk
CORPORATE OFFICE PROPERTIES volatility
OFC analysis
OFC financial ratio

A newly-updated free resource. Connect and refer a friend today.