Arbor Realty Stock Forecast - Naive Prediction

ABR Stock  USD 8.00  0.24  3.09%   
The Naive Prediction forecasted value of Arbor Realty Trust on the next trading day is expected to be 8.02 with a mean absolute deviation of 0.25 and the sum of the absolute errors of 15.46. Arbor Stock Forecast is based on your current time horizon. Although Arbor Realty's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Arbor Realty's systematic risk associated with finding meaningful patterns of Arbor Realty fundamentals over time.
As of today the rsi of Arbor Realty's share price is below 20 . This suggests that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards.

Momentum 0

 Sell Peaked

 
Oversold
 
Overbought
The successful prediction of Arbor Realty's future price could yield a significant profit. Please, note that this module is not intended to be used solely to calculate an intrinsic value of Arbor Realty and does not consider all of the tangible or intangible factors available from Arbor Realty's fundamental data. We analyze noise-free headlines and recent hype associated with Arbor Realty Trust, which may create opportunities for some arbitrage if properly timed. Below are the key fundamental drivers impacting Arbor Realty's stock price prediction:
Quarterly Earnings Growth
(0.36)
EPS Estimate Next Quarter
0.245
EPS Estimate Current Year
0.938
EPS Estimate Next Year
0.862
Wall Street Target Price
9.375
Using Arbor Realty hype-based prediction, you can estimate the value of Arbor Realty Trust from the perspective of Arbor Realty response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Arbor Realty using Arbor Realty's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Arbor using crowd psychology based on the activity and movement of Arbor Realty's stock price.

Arbor Realty Short Interest

An investor who is long Arbor Realty may also wish to track short interest. As short interest increases, investors should be becoming more worried about Arbor Realty and may potentially protect profits, hedge Arbor Realty with its derivative instruments, or be ready for some potential downside.
200 Day MA
10.753
Short Percent
0.2842
Short Ratio
14.17
Shares Short Prior Month
48 M
50 Day MA
9.283

Arbor Realty Trust Hype to Price Pattern

Investor biases related to Arbor Realty's public news can be used to forecast risks associated with an investment in Arbor. The trend in average sentiment can be used to explain how an investor holding Arbor can time the market purely based on public headlines and social activities around Arbor Realty Trust. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Some investors profit by finding stocks that are overvalued or undervalued based on market sentiment. The correlation of Arbor Realty's market sentiment to its price can help taders to make decisions based on the overall investors consensus about Arbor Realty.

Arbor Realty Implied Volatility

    
  0.96  
Arbor Realty's implied volatility exposes the market's sentiment of Arbor Realty Trust stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Arbor Realty's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Arbor Realty stock will not fluctuate a lot when Arbor Realty's options are near their expiration.
The Naive Prediction forecasted value of Arbor Realty Trust on the next trading day is expected to be 8.02 with a mean absolute deviation of 0.25 and the sum of the absolute errors of 15.46.

Arbor Realty after-hype prediction price

    
  USD 7.66  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of Arbor Realty to cross-verify your projections.
As of 01/02/2026, Inventory Turnover is likely to drop to -7.34. In addition to that, Receivables Turnover is likely to drop to 0.06. As of 01/02/2026, Common Stock Shares Outstanding is likely to grow to about 248.2 M, while Net Income Applicable To Common Shares is likely to drop slightly above 131.3 M.

Open Interest Against 2026-02-20 Arbor Option Contracts

Although open interest is a measure utilized in the options markets, it could be used to forecast Arbor Realty's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Arbor Realty's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Arbor Realty stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Arbor Realty's open interest, investors have to compare it to Arbor Realty's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Arbor Realty is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Arbor. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.

Arbor Realty Additional Predictive Modules

Most predictive techniques to examine Arbor price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Arbor using various technical indicators. When you analyze Arbor charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.

Arbor Realty Cash Forecast

Forecasting financial indicators like cash flow involves analysts applying various statistical methods, techniques, and algorithms. These tools reveal hidden trends within the Arbor Realty's financial statements to estimate their effects on upcoming price movements.
 
Cash  
First Reported
2003-12-31
Previous Quarter
255.7 M
Current Value
423.4 M
Quarterly Volatility
230.4 M
 
Housing Crash
 
Credit Downgrade
 
Yuan Drop
 
Covid
A naive forecasting model for Arbor Realty is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Arbor Realty Trust value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

Arbor Realty Naive Prediction Price Forecast For the 3rd of January

Given 90 days horizon, the Naive Prediction forecasted value of Arbor Realty Trust on the next trading day is expected to be 8.02 with a mean absolute deviation of 0.25, mean absolute percentage error of 0.12, and the sum of the absolute errors of 15.46.
Please note that although there have been many attempts to predict Arbor Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Arbor Realty's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Arbor Realty Stock Forecast Pattern

Backtest Arbor RealtyArbor Realty Price PredictionBuy or Sell Advice 

Arbor Realty Forecasted Value

In the context of forecasting Arbor Realty's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Arbor Realty's downside and upside margins for the forecasting period are 5.49 and 10.55, respectively. We have considered Arbor Realty's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
8.00
8.02
Expected Value
10.55
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Arbor Realty stock data series using in forecasting. Note that when a statistical model is used to represent Arbor Realty stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria115.9595
BiasArithmetic mean of the errors None
MADMean absolute deviation0.2535
MAPEMean absolute percentage error0.0259
SAESum of the absolute errors15.4623
This model is not at all useful as a medium-long range forecasting tool of Arbor Realty Trust. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict Arbor Realty. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for Arbor Realty

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Arbor Realty Trust. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
5.137.6610.19
Details
Intrinsic
Valuation
LowRealHigh
6.519.0411.57
Details
4 Analysts
Consensus
LowTargetHigh
8.539.3810.41
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Arbor Realty. Your research has to be compared to or analyzed against Arbor Realty's peers to derive any actionable benefits. When done correctly, Arbor Realty's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Arbor Realty Trust.

Other Forecasting Options for Arbor Realty

For every potential investor in Arbor, whether a beginner or expert, Arbor Realty's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Arbor Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Arbor. Basic forecasting techniques help filter out the noise by identifying Arbor Realty's price trends.

Arbor Realty Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Arbor Realty stock to make a market-neutral strategy. Peer analysis of Arbor Realty could also be used in its relative valuation, which is a method of valuing Arbor Realty by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Arbor Realty Trust Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Arbor Realty's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Arbor Realty's current price.

Arbor Realty Market Strength Events

Market strength indicators help investors to evaluate how Arbor Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arbor Realty shares will generate the highest return on investment. By undertsting and applying Arbor Realty stock market strength indicators, traders can identify Arbor Realty Trust entry and exit signals to maximize returns.

Arbor Realty Risk Indicators

The analysis of Arbor Realty's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Arbor Realty's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting arbor stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Pair Trading with Arbor Realty

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Arbor Realty position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Arbor Realty will appreciate offsetting losses from the drop in the long position's value.

Moving together with Arbor Stock

  0.93RC Ready Capital CorpPairCorr
  0.79ORGN Origin MaterialsPairCorr

Moving against Arbor Stock

  0.86MITT AG Mortgage InvestmentPairCorr
  0.86NAUFF NevGold CorpPairCorr
  0.83AGNC AGNC Investment Corp Aggressive PushPairCorr
  0.82IVR Invesco Mortgage CapitalPairCorr
  0.82FTV Fortive CorpPairCorr
The ability to find closely correlated positions to Arbor Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arbor Realty when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Arbor Realty - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Arbor Realty Trust to buy it.
The correlation of Arbor Realty 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 perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Arbor Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arbor Realty Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Arbor Realty can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching

Additional Tools for Arbor Stock Analysis

When running Arbor Realty's price analysis, check to measure Arbor Realty'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 Arbor Realty is operating at the current time. Most of Arbor Realty's value examination focuses on studying past and present price action to predict the probability of Arbor Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arbor Realty's price. Additionally, you may evaluate how the addition of Arbor Realty to your portfolios can decrease your overall portfolio volatility.