Ellington Financial Stock Performance
| EFC Stock | USD 12.36 0.02 0.16% |
The firm shows a Beta (market volatility) of 0.35, which means possible diversification benefits within a given portfolio. As returns on the market increase, Ellington Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ellington Financial is expected to be smaller as well. At this point, Ellington Financial has a negative expected return of -0.0436%. Please make sure to confirm Ellington Financial's potential upside, daily balance of power, and the relationship between the maximum drawdown and kurtosis , to decide if Ellington Financial performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Ellington Financial has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, Ellington Financial is not utilizing all of its potentials. The recent stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Actual Historical Performance (%)
One Day Return 0.16 | Five Day Return (1.83) | Year To Date Return (1.36) | Ten Year Return (42.05) | All Time Return (43.17) |
Forward Dividend Yield 0.1262 | Payout Ratio 0.4063 | Forward Dividend Rate 1.56 | Dividend Date 2024-12-26 | Ex Dividend Date 2024-11-29 |
1 | Acquisition by Stephen Dannhauser of 8378 shares of Ellington Financial subject to Rule 16b-3 | 09/11/2024 |
2 | Disposition of 7657 shares by Ronald Simon of Ellington Financial subject to Rule 16b-3 | 09/13/2024 |
| Ellington Financial dividend paid on 25th of September 2024 | 09/25/2024 |
3 | Ellington Financial estimates book value per common share of 13.69 | 09/26/2024 |
4 | Disposition of 14000 shares by Michael Vranos of Ellington Financial at 12.479 subject to Rule 16b-3 | 10/14/2024 |
5 | Ellington Financials co-chief investment officer sells 355,353 in stock | 10/16/2024 |
| Ellington Financial dividend paid on 25th of October 2024 | 10/25/2024 |
6 | Ellington Financial Announces Estimated Book Value Per Common Share as of September 30, 2024 | 10/28/2024 |
7 | Acquisition by Mark Tecotzky of 1511 shares of Ellington Financial subject to Rule 16b-3 | 10/29/2024 |
8 | Ellington Financial Q3 2024 Earnings Preview | 11/05/2024 |
9 | Ellington Financial earnings beat by 0.03, revenue fell short of estimates | 11/07/2024 |
10 | Q3 2024 Ellington Financial Inc Earnings Call Transcript | 11/08/2024 |
11 | Long Term Trading Analysis for - Stock Traders Daily | 11/22/2024 |
| Ellington Financial dividend paid on 25th of November 2024 | 11/25/2024 |
| Begin Period Cash Flow | 221.9 M |
Ellington |
Ellington Financial Relative Risk vs. Return Landscape
If you would invest 1,274 in Ellington Financial on September 2, 2024 and sell it today you would lose (38.00) from holding Ellington Financial or give up 2.98% of portfolio value over 90 days. Ellington Financial is generating negative expected returns assuming volatility of 0.8685% on return distribution over 90 days investment horizon. In other words, 7% of stocks are less volatile than Ellington, and above 99% of all equities are expected to generate higher returns over the next 90 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 = -0.0502
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| Negative Returns | EFC |
Estimated Market Risk
| 0.87 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Ellington Financial is not performing at its full potential. However, 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 Ellington Financial 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 | 14.65 B | ||||
| Shares Outstanding | 90.66 M | ||||
| Price To Earning | 35.91 X | ||||
| Price To Book | 0.90 X | ||||
| Price To Sales | 3.89 X | ||||
| Revenue | 256.5 M | ||||
| Gross Profit | 41.69 M | ||||
| EBITDA | 323.48 M | ||||
| Net Income | 84.08 M | ||||
| Cash And Equivalents | 217.05 M | ||||
| Cash Per Share | 8.09 X | ||||
| Total Debt | 13.33 B | ||||
| Debt To Equity | 3.78 % | ||||
| Current Ratio | 1.46 X | ||||
| Book Value Per Share | 13.81 X | ||||
| Cash Flow From Operations | (241.86 M) | ||||
| Earnings Per Share | 1.29 X | ||||
| Market Capitalization | 1.13 B | ||||
| 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 generated a negative expected return over the last 90 days | |
| Ellington Financial has about 217.05 M in cash with (241.86 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 8.09. | |
| Roughly 56.0% of the company shares are held by institutions such as insurance companies | |
| On 25th of November 2024 Ellington Financial paid $ 0.13 per share dividend to its current shareholders | |
| Latest headline from news.google.com: Long Term Trading Analysis for - Stock Traders Daily |
- 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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