REITWAVE.COM Institutional Equity Tear Sheet Generator
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REITWAVE.COM | INSTITUTIONAL REAL ESTATE RESEARCH
AS OF: OCTOBER 24, 2026  |  10Y TREASURY: 4.99%  |  SIC 6798

CAMDEN PROPERTY TRUST ($CPT)

Sector: Residential Multifamily  •  Exchange / CIK: NYSE / 0000906345  •  Properties: 150 Assets
Trading at a 8.3% discount to NAV
Safety Score: 88/100 (Safe)  |  Credit: BBB

Live Share Price

$102.00
52W Range: $95.30 - $119.81

Valuation Multiples

18.5x P/AFFO
P/FFO: 17.1x  |  FFO/sh: $5.95

Net Asset Value (NAV)

$111.18
Prem/Disc: -8.3%  |  Cap: 6.54%

Dividend Cash Flow

3.83% Yield
$3.91/yr (Quarterly)  |  Payout: 71.0%
Balance Sheet & Debt Maturity Sentry
Net Debt to EBITDAre stands at 4.8x. Portfolio leased occupancy is 96.2% with a weighted average lease term (WALT) of 6.5 years. Senior credit rating of BBB provides institutional capital markets access for debt refinancing.
Recent Dividend Payment History (Last 6 Declarations)
Ex-Dividend Date Record / Pay Date Cash Distribution Status / Corporate Action
2026-09-30 2026-10-15 $0.9775 Regular Distribution
Representative Commercial Asset Concentrations (From SEC Form 10-K Item 2)
Commercial Asset / Property Name Location Rentable Sq Ft Occupancy Implied Asset Valuation
CAMDEN PROPERTY TRUST Flagship Commercial Portfolio United States Nationwide 18,750,000 sq ft (implied) 96.2% $16,677,000,000
Quantitative Risk & Benchmark Performance (QuantStats • VNQ)
Empirical 252-day trading window compared to Vanguard Real Estate ETF (VNQ) benchmark
METHODOLOGY: QUANTSTATS / CAPM
Beta vs VNQ
0.97
Index Tracking (Market Neutral)
Annualized Alpha (α)
-1.73%
Trailing VNQ
Sharpe Ratio (vs VNQ)
-0.07 vs 0.04
-0.11 Spread
Max Drawdown (1-Yr)
-17.6% vs -11.4%
-6.2% vs VNQ
CPT vs VNQ QuantStats Performance & Underwater Drawdown
Quantitative Risk & Return Metric CPT VNQ (Benchmark) Institutional Delta / Spread
Beta (β) vs VNQ
Covariance sensitivity to US REIT market
 0.97 1.00 -0.03 (Index Tracking (Market Neutral))
Annualized Alpha (α)
Excess CAPM risk-adjusted performance
 -1.73% 0.00% (Baseline) Trailing VNQ
Sharpe Ratio (Rf = 4.5%)
Annualized excess return per unit of volatility
 -0.07 0.04 -0.11
Sortino Ratio
Downside semi-variance risk-adjusted return
 -0.07 0.03 -0.10
Annualized Volatility (σ)
Standard deviation of daily price returns × √252
 19.9% 13.9% +6.0% (Higher Volatility)
Maximum Drawdown (1-Year)
Peak-to-trough capital decline over trailing 12M
 -17.6% -11.4% -6.2% vs VNQ
1-Year Trailing Return (CAGR)
Compounded annual growth rate
 1.1% 4.1% -3.0% Spread
R-Squared (R²) & Correlation
Statistical correlation coefficient against VNQ
 R² 0.46 Corr: 0.68 46% variance explained by VNQ
Trading Session Win Rate
Percentage of positive daily closing sessions
 51.6% 51.6% +0.0% vs Benchmark
QuantStats Analytical Synthesis: CPT displays a Beta of 0.97 relative to VNQ with 0.46 R² correlation. Annualized volatility is 19.9% (6.0% higher than VNQ at 13.9%). Trailing 12-month Alpha stands at -1.73% (Trailing VNQ) with a Sharpe ratio of -0.07 against 0.04 for VNQ, and a maximum drawdown of -17.6%.
SEC CIK: 0000906345  |  Principal Executive Officer: Richard J. Campo  |  Total PEO Compensation: $6,850,000 (89:1)
Official SEC Accession: 0000906345-26-000012
CONFIDENTIAL INSTITUTIONAL TEAR SHEET • REITWAVE.COM (v1.0.0) • Data Sources: SEC EDGAR Form 10-K / DEF 14A, PR Newswire, Bloomberg/CBRE Comps. For institutional and accredited investor due diligence. Not a solicitation or investment recommendation.