Ag Mortgage Investment Stock Alpha and Beta Analysis
| MITT Stock | USD 6.83 0.02 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AG Mortgage Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in AG Mortgage over a specified time horizon. Remember, high AG Mortgage'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 AG Mortgage's market risk premium analysis include:
Beta 0.3 | Alpha (0.12) | Risk 1.25 | Sharpe Ratio (0.06) | Expected Return (0.07) |
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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.
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AG Mortgage Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AG Mortgage market risk premium is the additional return an investor will receive from holding AG Mortgage 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 AG Mortgage. 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 AG Mortgage's performance over market.| α | -0.12 | β | 0.30 |
AG Mortgage expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of AG Mortgage's Buy-and-hold return. Our buy-and-hold chart shows how AG Mortgage performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AG Mortgage Market Price Analysis
Market price analysis indicators help investors to evaluate how AG Mortgage stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AG Mortgage shares will generate the highest return on investment. By understating and applying AG Mortgage stock market price indicators, traders can identify AG Mortgage position entry and exit signals to maximize returns.
AG Mortgage Return and Market Media
The median price of AG Mortgage for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 7.24 with a coefficient of variation of 4.01. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 7.21, and mean deviation of 0.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Debra Hess of 4478 shares of AG Mortgage subject to Rule 16b-3 | 09/27/2024 |
2 | Acquisition by Mitchell M Christian of 2638 shares of AG Mortgage subject to Rule 16b-3 | 10/01/2024 |
3 | Acquisition by Debra Hess of 47 shares of AG Mortgage subject to Rule 16b-3 | 10/16/2024 |
4 | AG Mortgage Investment Trust Stock Rating Upgraded by StockNews.com - MarketBeat | 10/25/2024 |
| AG Mortgage dividend paid on 31st of October 2024 | 10/31/2024 |
6 | Arbor Realty Trust Q3 Earnings and Revenues Top Estimates | 11/01/2024 |
7 | AG Mortgage Investment Trust Inc Q3 2024 Earnings Report Preview What To Look For | 11/04/2024 |
8 | AG Mortgage Investment Trust Q3 Earnings Snapshot | 11/05/2024 |
9 | AG Mortgage Investment Trust Inc Q3 2024 Earnings Call Highlights Strategic Moves and ... | 11/06/2024 |
10 | Wolverine Asset Management LLC Has 1.40 Million Stock Holdings in AG Mortgage Investment Trust, Inc. | 11/13/2024 |
11 | AG Mortgage Investment Trust Pfd Shs goes ex dividend today | 11/29/2024 |
About AG Mortgage 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 MITT or other stocks. Alpha measures the amount that position in AG Mortgage Investment 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 | 2021 | 2022 (projected) | PTB Ratio | 0.25 | 0.29 | 0.26 | Dividend Yield | 0.34 | 0.18 | 0.31 |
AG Mortgage Upcoming Company Events
As portrayed in its financial statements, the presentation of AG Mortgage's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AG Mortgage's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AG Mortgage's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AG Mortgage. Please utilize our Beneish M Score to check the likelihood of AG Mortgage's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with AG Mortgage
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Additional Tools for MITT Stock Analysis
When running AG Mortgage's price analysis, check to measure AG Mortgage'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 AG Mortgage is operating at the current time. Most of AG Mortgage's value examination focuses on studying past and present price action to predict the probability of AG Mortgage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AG Mortgage's price. Additionally, you may evaluate how the addition of AG Mortgage to your portfolios can decrease your overall portfolio volatility.