ConocoPhillips (COP)

COP Quantitative Snapshot

Academic risk and quality models computed from COP's own filings and price history, not from analyst opinion.

Piotroski F-Score

7 / 9

Strong on 7 of 9 fundamental-health tests covering profitability, leverage and operating efficiency.

Altman Z-Score

3.29

Altman Z above the 2.99 safe threshold, so the model puts bankruptcy risk in its lowest band.

Beneish M-Score

-2.83

Beneish M below the -1.78 flag threshold, so the earnings-manipulation model finds nothing unusual in the accruals and margin trends.

Sloan Accrual Ratio

-0.097

Share of earnings coming from accruals rather than cash. Higher values historically precede weaker future returns.

Market Regime (HMM)

Bull · 90% confidence

Hidden Markov model fitted to two years of returns, separating bull, bear and sideways states by their own drift and volatility.

Forecast Volatility (30d)

31.6%

GARCH(1,1) 30-day annualised forecast, below the current 31.7% reading.

Market Beta (5-factor)

-0.35

Fama-French 5-factor market beta. The five factors explain 13% of this stock's return variance; the rest is idiosyncratic.

Own 5-Year Median P/E

11.9

The stock’s own historical valuation anchor, which is a fairer comparison than a sector average for a company with a persistent premium or discount.

Model inputs as of 2026-10-13.