Ag Mortgage Investment Preferred Stock Market Value
| MITT-PA Preferred Stock | USD 21.86 0.59 2.63% |
| Symbol | MITT-PA |
AG Mortgage '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 AG Mortgage's preferred 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 AG Mortgage.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in AG Mortgage on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding AG Mortgage Investment or generate 0.0% return on investment in AG Mortgage over 360 days. AG Mortgage is related to or competes with New York, New York, Two Harbors, and Two Harbors. More
AG Mortgage 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 AG Mortgage's preferred 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 AG Mortgage Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8404 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 3.31 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.35 |
AG Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AG Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AG Mortgage's standard deviation. In reality, there are many statistical measures that can use AG Mortgage historical prices to predict the future AG Mortgage's volatility.| Risk Adjusted Performance | 0.0639 | |||
| Jensen Alpha | 0.0277 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.26 |
AG Mortgage Investment Backtested Returns
At this point, AG Mortgage is very steady. AG Mortgage Investment retains Efficiency (Sharpe Ratio) of 0.043, which signifies that the company had a 0.043% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for AG Mortgage, which you can use to evaluate the volatility of the firm. Please confirm AG Mortgage's Standard Deviation of 0.7725, market risk adjusted performance of 0.27, and Coefficient Of Variation of 1197.85 to double-check if the risk estimate we provide is consistent with the expected return of 0.0324%. AG Mortgage has a performance score of 3 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AG Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding AG Mortgage is expected to be smaller as well. AG Mortgage Investment today owns a risk of 0.75%. Please confirm AG Mortgage Investment mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if AG Mortgage Investment will be following its current price history.
Auto-correlation | 0.80 |
Very good predictability
AG Mortgage Investment has very good predictability. Overlapping area represents the amount of predictability between AG Mortgage time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 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 AG Mortgage Investment price movement. The serial correlation of 0.8 indicates that around 80.0% of current AG Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 1.61 |
AG Mortgage Investment lagged returns against current returns
Autocorrelation, which is AG Mortgage preferred 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 AG Mortgage's preferred stock expected returns. We can calculate the autocorrelation of AG Mortgage returns to help us make a trade decision. For example, suppose you find that AG Mortgage has exhibited high autocorrelation historically, and you observe that the preferred 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 |
AG Mortgage 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 AG Mortgage preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AG Mortgage preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AG Mortgage preferred stock over time.
Current vs Lagged Prices |
| Timeline |
AG Mortgage Lagged Returns
When evaluating AG Mortgage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AG Mortgage preferred stock have on its future price. AG Mortgage 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, AG Mortgage autocorrelation shows the relationship between AG Mortgage preferred stock current value and its past values and can show if there is a momentum factor associated with investing in AG Mortgage Investment.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in MITT-PA Preferred Stock
AG Mortgage financial ratios help investors to determine whether MITT-PA Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in MITT-PA with respect to the benefits of owning AG Mortgage security.