Copt Defense Properties Stock Alpha and Beta Analysis
| CDP Stock | 26.79 0.52 1.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as COPT Defense Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in COPT Defense over a specified time horizon. Remember, high COPT Defense's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to COPT Defense's market risk premium analysis include:
Beta 0.35 | Alpha (0.26) | Risk 1.34 | Sharpe Ratio (0.24) | Expected Return (0.32) |
COPT Defense Quarterly Cash And Equivalents |
|
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
COPT |
COPT Defense Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. COPT Defense market risk premium is the additional return an investor will receive from holding COPT Defense long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in COPT Defense. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate COPT Defense's performance over market.| α | -0.26 | β | 0.35 |
COPT Defense expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of COPT Defense's Buy-and-hold return. Our buy-and-hold chart shows how COPT Defense performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.COPT Defense Market Price Analysis
Market price analysis indicators help investors to evaluate how COPT Defense stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading COPT Defense shares will generate the highest return on investment. By understating and applying COPT Defense stock market price indicators, traders can identify COPT Defense position entry and exit signals to maximize returns.
COPT Defense Return and Market Media
The median price of COPT Defense for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 29.61 with a coefficient of variation of 6.32. The daily time series for the period is distributed with a sample standard deviation of 1.85, arithmetic mean of 29.3, and mean deviation of 1.53. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1000 shares by Denton Robert L of COPT Defense at 32.392 subject to Rule 16b-3 | 01/07/2025 |
| COPT Defense dividend paid on 15th of January 2025 | 01/15/2025 |
2 | Disposition of 9000 shares by Stephen Budorick of COPT Defense at 32.405 subject to Rule 16b-3 | 01/17/2025 |
3 | ASM named in CDPs A List for climate and water | 02/10/2025 |
4 | LONGi Scored A- Leadership Level for Water Security by global non-profit organization CDP | 02/14/2025 |
5 | Riassunto Limpegno di PUMA per la sostenibilit a favore del clima, della sicurezza idrica e delle foreste riceve da CDP punteggi di Livello leadership | 02/21/2025 |
6 | COPT Defense Properties to Present at Citis 2025 Global Property CEO Conference | 02/25/2025 |
7 | COPT Defense Properties Among the Most Oversold Data Center Stocks to Buy According to Analysts | 02/26/2025 |
8 | JCDecaux is once again referenced in the CDP A List, maintaining its Leadership level in 2024 | 02/27/2025 |
9 | Disposition of 284 shares by Matthew Myers of COPT Defense at 27.03 subject to Rule 16b-3 | 02/28/2025 |
10 | YKK Recognized by CDP with A ListRating | 03/03/2025 |
11 | Disposition of 4000 shares by Denton Robert L of COPT Defense at 26.886 subject to Rule 16b-3 | 03/07/2025 |
12 | Redpoint Global Named a Leader in Omdia Universe CDP Report | 03/12/2025 |
About COPT Defense Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including COPT or other stocks. Alpha measures the amount that position in COPT Defense Properties has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 | 2025 (projected) | Graham Number | 22.83 | 19.24 | 22.12 | 21.02 | Receivables Turnover | 2.92 | 2.45 | 3.7 | 3.72 |
COPT Defense Upcoming Company Events
As portrayed in its financial statements, the presentation of COPT Defense's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, COPT Defense's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of COPT Defense's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of COPT Defense. Please utilize our Beneish M Score to check the likelihood of COPT Defense's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with COPT Defense
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for COPT Stock Analysis
When running COPT Defense's price analysis, check to measure COPT Defense's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy COPT Defense is operating at the current time. Most of COPT Defense's value examination focuses on studying past and present price action to predict the probability of COPT Defense's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move COPT Defense's price. Additionally, you may evaluate how the addition of COPT Defense to your portfolios can decrease your overall portfolio volatility.