Ellington Financial Stock Alpha and Beta Analysis
| EFC-PE Stock | 25.56 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ellington Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ellington Financial over a specified time horizon. Remember, high Ellington Financial'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 Ellington Financial's market risk premium analysis include:
Beta (0.02) | Alpha 0.0204 | Risk 0.21 | Sharpe Ratio 0.0834 | Expected Return 0.0178 |
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.
Ellington |
Ellington Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ellington Financial market risk premium is the additional return an investor will receive from holding Ellington Financial 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 Ellington Financial. 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 Ellington Financial's performance over market.| α | 0.02 | β | -0.02 |
Ellington Financial Fundamentals Vs Peers
Comparing Ellington Financial's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Ellington Financial's direct or indirect competition across all of the common fundamentals between Ellington Financial and the related equities. This way, we can detect undervalued stocks with similar characteristics as Ellington Financial or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Ellington Financial's fundamental indicators could also be used in its relative valuation, which is a method of valuing Ellington Financial by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Ellington Financial to competition |
| Fundamentals | Ellington Financial | Peer Average |
| Return On Equity | 0.0923 | -0.31 |
| Return On Asset | 0.009 | -0.14 |
| Profit Margin | 0.46 % | (1.27) % |
| Operating Margin | 0.46 % | (5.51) % |
| Current Valuation | 15.85 B | 16.62 B |
| Number Of Shares Shorted | 728 | 4.71 M |
| Revenue | 256.5 M | 9.43 B |
Ellington Financial Opportunities
Ellington Financial Return and Market Media
The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Ellington Financial dividend paid on 30th of September 2024 | 09/30/2024 |
2 | Investing in Ellington Financial five years ago would have delivered you a 20 percent gain - Yahoo Finance | 11/08/2024 |
About Ellington Financial 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 Ellington or other stocks. Alpha measures the amount that position in Ellington Financial 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.
| 2020 | 2022 | 2024 (projected) | Dividend Yield | 0.0993 | 0.16 | 0.14 | Price To Sales Ratio | 20.95 | 17.38 | 3.25 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Ellington Financial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Ellington Financial's short interest history, or implied volatility extrapolated from Ellington Financial options trading.
Build Portfolio with Ellington Financial
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Ellington Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.