MFA Financial Correlations

MFA Stock

USD 9.88 0.12 1.20%

The current 90-days correlation between MFA Financial and Franklin BSP Realty is 0.62 (i.e., Poor diversification). The correlation of MFA Financial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

MFA Financial Correlation With Market

Very poor diversification

The correlation between MFA Financial and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MFA Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with MFA Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in MFA Financial. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price.

For information on how to trade MFA Stock refer to our How to Trade MFA Stock guide.

Moving together with MFA Stock

0.91	TWO	Two Harbors Investments Earnings Call This Week	Pair Corr
0.93	MITT	AG Mortgage Investment	Pair Corr
0.96	AGNC	AGNC Investment Corp Earnings Call This Week	Pair Corr
0.75	BXMT	Blackstone Mortgage Trust	Pair Corr
0.91	CHMI	Cherry Hill Mortgage	Pair Corr
0.81	GOOG	Alphabet Class C	Pair Corr
0.79	BMYMP	Bristol Myers Squibb	Pair Corr
0.76	TSM	Taiwan Semiconductor	Pair Corr
0.88	MAR	Marriott International	Pair Corr
0.73	GLOB	Globant SA Sell-off Trend	Pair Corr
0.81	SGML	Sigma Lithium Resources Upward Rally	Pair Corr
0.69	DNN	Denison Mines Corp Aggressive Push	Pair Corr
0.8	NFBK	Northfield Bancorp Earnings Call Tomorrow	Pair Corr
0.75	SIDU	Sidus Space Upward Rally	Pair Corr
0.85	CGTL	Creative Global Tech Earnings Call This Week	Pair Corr
0.79	MLM	Martin Marietta Materials	Pair Corr
0.87	TRYIY	Toray Industries ADR	Pair Corr
0.81	CNIKF	Canada Nickel	Pair Corr
0.68	VWAGY	Volkswagen AG 110	Pair Corr
0.62	IBRX	Immunitybio Trending	Pair Corr
0.9	AGI	Alamos Gold	Pair Corr
0.91	LBCMF	Libero Copper Gold	Pair Corr

Moving against MFA Stock

0.84	ORGN	Origin Materials	Pair Corr
0.79	MSFT	Microsoft Earnings Call This Week	Pair Corr
0.69	GPMT	Granite Point Mortgage	Pair Corr
0.64	ABR	Arbor Realty Trust	Pair Corr
0.42	AAPL	Apple Inc Earnings Call This Week	Pair Corr
0.33	NVDA	NVIDIA	Pair Corr
0.43	CRTL	Cartel Blue	Pair Corr
0.76	SILS	Silver Scott Mines	Pair Corr

Related Correlations Analysis

	FBRT	CIM	PMT	TWO	GPMT	MITT	SACH
FBRT		0.7	0.3	0.29	0.0	0.21	0.59	FBRT
CIM	0.7		0.7	0.73	-0.48	0.55	0.57	CIM
PMT	0.3	0.7		0.92	-0.66	0.87	0.27	PMT
TWO	0.29	0.73	0.92		-0.7	0.8	0.35	TWO
GPMT	0.0	-0.48	-0.66	-0.7		-0.73	-0.21	GPMT
MITT	0.21	0.55	0.87	0.8	-0.73		0.3	MITT
SACH	0.59	0.57	0.27	0.35	-0.21	0.3		SACH
	FBRT	CIM	PMT	TWO	GPMT	MITT	SACH

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

TWO	+ 0.92	PMT
MITT	+ 0.87	PMT
MITT	+ 0.8	TWO
TWO	+ 0.73	CIM
CIM	+ 0.7	FBRT
PMT	+ 0.7	CIM

High negative correlations

MITT	- 0.73	GPMT
GPMT	- 0.7	TWO
GPMT	- 0.66	PMT
GPMT	- 0.48	CIM
SACH	- 0.21	GPMT
GPMT	- 0.0	FBRT

Risk-Adjusted Indicators

There is a big difference between MFA Stock performing well and MFA Financial Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze MFA Financial's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
FBRT	0.95	(0.09)	0.00	(0.06)	0.00	0.00	2.09	(1.56)	5.63
CIM	1.23	(0.02)	(0.01)	0.04	2.01	(1.32)	2.51	(1.93)	11.77
PMT	1.00	0.22	0.13	0.86	1.00	(1.21)	2.51	(2.21)	11.78
TWO	1.66	0.51	0.30	0.71	1.14	(2.22)	5.62	(2.25)	17.70
GPMT	1.81	(0.27)	0.00	(0.22)	0.00	0.00	3.00	(3.38)	15.62
MITT	1.18	0.32	0.22	0.89	0.87	(1.48)	2.80	(1.66)	10.23
SACH	1.59	(0.02)	(0.02)	0.04	2.04	(2.13)	3.00	(4.67)	13.97

MFA Financial Corporate Management

Michael Roper	Senior Vice President Chief Accounting Officer	Profile
Lisa Polsky	Independent Director	Profile
Francis Oelerich	Independent Director	Profile
Natasha Seemungal	Senior CoController	Profile

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