Armour Residential Reit Stock Alpha and Beta Analysis
| ARR Stock | USD 18.78 0.07 0.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ARMOUR Residential REIT. It also helps investors analyze the systematic and unsystematic risks associated with investing in ARMOUR Residential over a specified time horizon. Remember, high ARMOUR Residential'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 ARMOUR Residential's market risk premium analysis include:
Beta 0.42 | Alpha (0.12) | Risk 1.06 | Sharpe Ratio (0.07) | Expected Return (0.07) |
Enterprise Value |
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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.
ARMOUR |
ARMOUR Residential Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ARMOUR Residential market risk premium is the additional return an investor will receive from holding ARMOUR Residential 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 ARMOUR Residential. 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 ARMOUR Residential's performance over market.| α | -0.12 | β | 0.42 |
ARMOUR Residential 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 ARMOUR Residential's Buy-and-hold return. Our buy-and-hold chart shows how ARMOUR Residential performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ARMOUR Residential Market Price Analysis
Market price analysis indicators help investors to evaluate how ARMOUR Residential stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ARMOUR Residential shares will generate the highest return on investment. By understating and applying ARMOUR Residential stock market price indicators, traders can identify ARMOUR Residential position entry and exit signals to maximize returns.
ARMOUR Residential Return and Market Media
The median price of ARMOUR Residential for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 19.38 with a coefficient of variation of 2.82. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 19.33, and mean deviation of 0.46. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| ARMOUR Residential dividend paid on 27th of September 2024 | 09/27/2024 |
1 | Heres Why Were Not Too Worried About American Rare Earths Cash Burn Situation | 10/01/2024 |
2 | Acquisition by Daniel Staton of 2966 shares of ARMOUR Residential at 19.85 subject to Rule 16b-3 | 10/03/2024 |
3 | Key Factors to Know Ahead of ARMOUR Residential REITs Q3 Earnings | 10/21/2024 |
| ARMOUR Residential dividend paid on 30th of October 2024 | 10/30/2024 |
4 | Aon to acquire UK-based Insurance Broker Griffiths Armour | 11/01/2024 |
5 | Heres How You Can Earn 100 In Passive Income By Investing In ARMOUR Residential Stock | 11/06/2024 |
6 | UNDER ARMOUR REPORTS SECOND QUARTER 2025 RESULTS RAISES FISCAL 2025 OUTLOOK | 11/07/2024 |
7 | Datadog Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth Amidst AI Opportunities | 11/08/2024 |
8 | AKOOL Achieves 40M in Invoiced ARR, Accelerating Growth in AI-Driven Content Creation for Diverse Industries | 11/12/2024 |
9 | ARMOUR Residential REIT Sees Strong Trading Volume Still a Buy | 11/18/2024 |
10 | Disposition of 4380 shares by Scott Ulm of ARMOUR Residential subject to Rule 16b-3 | 11/20/2024 |
11 | A Few Years From Now, Youll Wish Youd Bought This Undervalued Stock | 11/21/2024 |
12 | Volatos Vaunt Platform Achieves 50 percent ARR Growth, Poised for Further Expansion with New ExcelXLS Aircraft from flyExclusive | 11/22/2024 |
13 | Acquisition by Daniel Staton of 480 shares of ARMOUR Residential subject to Rule 16b-3 | 11/25/2024 |
| ARMOUR Residential dividend paid on 27th of November 2024 | 11/27/2024 |
About ARMOUR Residential 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 ARMOUR or other stocks. Alpha measures the amount that position in ARMOUR Residential REIT 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 (projected) | PTB Ratio | 0.6 | 0.65 | 0.62 | Dividend Yield | 0.23 | 0.27 | 0.29 |
ARMOUR Residential Upcoming Company Events
As portrayed in its financial statements, the presentation of ARMOUR Residential's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ARMOUR Residential's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ARMOUR Residential's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ARMOUR Residential. Please utilize our Beneish M Score to check the likelihood of ARMOUR Residential's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for ARMOUR Stock Analysis
When running ARMOUR Residential's price analysis, check to measure ARMOUR Residential'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 ARMOUR Residential is operating at the current time. Most of ARMOUR Residential's value examination focuses on studying past and present price action to predict the probability of ARMOUR Residential's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ARMOUR Residential's price. Additionally, you may evaluate how the addition of ARMOUR Residential to your portfolios can decrease your overall portfolio volatility.