Ellington Financial Stock Performance
| EFC-PE Stock | 25.56 0.00 0.00% |
Ellington Financial has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0246, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ellington Financial are expected to decrease at a much lower rate. During the bear market, Ellington Financial is likely to outperform the market. Ellington Financial right now shows a risk of 0.21%. Please confirm Ellington Financial treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to decide if Ellington Financial will be following its price patterns.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Ellington Financial are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound fundamental indicators, Ellington Financial is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Begin Period Cash Flow | 221.9 M |
Ellington |
Ellington Financial Relative Risk vs. Return Landscape
If you would invest 2,531 in Ellington Financial on September 26, 2024 and sell it today you would earn a total of 25.00 from holding Ellington Financial or generate 0.99% return on investment over 90 days. Ellington Financial is generating 0.0175% of daily returns assuming 0.2113% volatility of returns over the 90 days investment horizon. Simply put, 1% of all stocks have less volatile historical return distribution than Ellington Financial, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Ellington Financial Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ellington Financial's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ellington Financial, and traders can use it to determine the average amount a Ellington Financial's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0826
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EFC-PE |
Estimated Market Risk
| 0.21 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Ellington Financial is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Ellington Financial by adding it to a well-diversified portfolio.
Ellington Financial Fundamentals Growth
Ellington Stock prices reflect investors' perceptions of the future prospects and financial health of Ellington Financial, and Ellington Financial fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Ellington Stock performance.
| Return On Equity | 0.0923 | ||||
| Return On Asset | 0.009 | ||||
| Profit Margin | 0.46 % | ||||
| Operating Margin | 0.46 % | ||||
| Current Valuation | 15.85 B | ||||
| Revenue | 256.5 M | ||||
| EBITDA | 323.48 M | ||||
| Net Income | 84.08 M | ||||
| Total Debt | 17.81 M | ||||
| Book Value Per Share | 13.81 X | ||||
| Cash Flow From Operations | (241.86 M) | ||||
| Total Asset | 15.32 B | ||||
| Retained Earnings | (353.36 M) | ||||
About Ellington Financial Performance
By analyzing Ellington Financial's fundamental ratios, stakeholders can gain valuable insights into Ellington Financial's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Ellington Financial has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Ellington Financial has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Last Reported | Projected for Next Year | ||
| Days Of Inventory On Hand | 476.06 | 499.87 | |
| Return On Tangible Assets | 0.01 | 0.01 | |
| Return On Capital Employed | 0.01 | 0.02 | |
| Return On Assets | 0.01 | 0.01 | |
| Return On Equity | 0.06 | 0.08 |
Things to note about Ellington Financial performance evaluation
Checking the ongoing alerts about Ellington Financial for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ellington Financial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Ellington Financial is not yet fully synchronised with the market data | |
| Ellington Financial generates negative cash flow from operations |
- Analyzing Ellington Financial's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Ellington Financial's stock is overvalued or undervalued compared to its peers.
- Examining Ellington Financial's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Ellington Financial's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ellington Financial's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Ellington Financial's stock. These opinions can provide insight into Ellington Financial's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Ellington Stock analysis
When running Ellington Financial's price analysis, check to measure Ellington Financial'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 Ellington Financial is operating at the current time. Most of Ellington Financial's value examination focuses on studying past and present price action to predict the probability of Ellington Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ellington Financial's price. Additionally, you may evaluate how the addition of Ellington Financial to your portfolios can decrease your overall portfolio volatility.
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