Angel Oak Financial Stock Market Value
| FINS Stock | USD 12.73 0.04 0.32% |
| Symbol | Angel |
Angel Oak Financial Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Angel Oak. If investors know Angel will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Angel Oak listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.98) | Dividend Share 1.224 | Earnings Share 1.27 | Revenue Per Share 1.255 | Quarterly Revenue Growth (0.01) |
The market value of Angel Oak Financial is measured differently than its book value, which is the value of Angel that is recorded on the company's balance sheet. Investors also form their own opinion of Angel Oak's value that differs from its market value or its book value, called intrinsic value, which is Angel Oak's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Angel Oak's market value can be influenced by many factors that don't directly affect Angel Oak's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Angel Oak's value and its price as these two are different measures arrived at by different means. Investors typically determine if Angel Oak is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Angel Oak's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Angel Oak 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Angel Oak's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Angel Oak.
| 09/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Angel Oak on September 30, 2024 and sell it all today you would earn a total of 0.00 from holding Angel Oak Financial or generate 0.0% return on investment in Angel Oak over 60 days. Angel Oak is related to or competes with Eaton Vance, Invesco High, Blackrock Muniholdings, Nuveen California, MFS Investment, and Federated Premier. Angel Oak is entity of United States. It is traded as Stock on NYSE exchange. More
Angel Oak Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Angel Oak's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Angel Oak Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6465 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 1.01 |
Angel Oak Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Angel Oak's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Angel Oak's standard deviation. In reality, there are many statistical measures that can use Angel Oak historical prices to predict the future Angel Oak's volatility.| Risk Adjusted Performance | 0.0452 | |||
| Jensen Alpha | 0.0175 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | 0.3367 |
Angel Oak Financial Backtested Returns
Currently, Angel Oak Financial is very steady. Angel Oak Financial secures Sharpe Ratio (or Efficiency) of 0.0478, which signifies that the company had a 0.0478% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Angel Oak Financial, which you can use to evaluate the volatility of the firm. Please confirm Angel Oak's risk adjusted performance of 0.0452, and Mean Deviation of 0.4281 to double-check if the risk estimate we provide is consistent with the expected return of 0.0281%. Angel Oak has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0789, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Angel Oak's returns are expected to increase less than the market. However, during the bear market, the loss of holding Angel Oak is expected to be smaller as well. Angel Oak Financial right now shows a risk of 0.59%. Please confirm Angel Oak Financial value at risk, and the relationship between the jensen alpha and skewness , to decide if Angel Oak Financial will be following its price patterns.
Auto-correlation | 0.12 |
Insignificant predictability
Angel Oak Financial has insignificant predictability. Overlapping area represents the amount of predictability between Angel Oak time series from 30th of September 2024 to 30th of October 2024 and 30th of October 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Angel Oak Financial price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Angel Oak price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Angel Oak Financial lagged returns against current returns
Autocorrelation, which is Angel Oak stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Angel Oak's stock expected returns. We can calculate the autocorrelation of Angel Oak returns to help us make a trade decision. For example, suppose you find that Angel Oak has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Angel Oak regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Angel Oak stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Angel Oak stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Angel Oak stock over time.
Current vs Lagged Prices |
| Timeline |
Angel Oak Lagged Returns
When evaluating Angel Oak's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Angel Oak stock have on its future price. Angel Oak autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Angel Oak autocorrelation shows the relationship between Angel Oak stock current value and its past values and can show if there is a momentum factor associated with investing in Angel Oak Financial.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Angel Stock Analysis
When running Angel Oak's price analysis, check to measure Angel Oak'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 Angel Oak is operating at the current time. Most of Angel Oak's value examination focuses on studying past and present price action to predict the probability of Angel Oak's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Angel Oak's price. Additionally, you may evaluate how the addition of Angel Oak to your portfolios can decrease your overall portfolio volatility.