MFA Financial Stock Forward View - Double Exponential Smoothing
| MFA Stock | USD 9.73 0.01 0.10% |
MFA Stock outlook is based on your current time horizon. Investors can use this forecasting interface to forecast MFA Financial stock prices and determine the direction of MFA Financial's future trends based on various well-known forecasting models. We suggest always using this module together with an analysis of MFA Financial's historical fundamentals, such as revenue growth or operating cash flow patterns.
At this time the rsi of MFA Financial's share price is below 20 . This indicates 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 |
Quarterly Earnings Growth (0.05) | EPS Estimate Next Quarter 0.2961 | EPS Estimate Current Year 1.0122 | EPS Estimate Next Year 1.3398 | Wall Street Target Price 14.55 |
Using MFA Financial hype-based prediction, you can estimate the value of MFA Financial from the perspective of MFA Financial response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards MFA Financial using MFA Financial's stock options and short interest. It helps to benchmark the overall future attitude of investors towards MFA using crowd psychology based on the activity and movement of MFA Financial's stock price.
MFA Financial Implied Volatility | 0.58 |
MFA Financial's implied volatility exposes the market's sentiment of MFA Financial stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if MFA Financial'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 MFA Financial stock will not fluctuate a lot when MFA Financial's options are near their expiration.
The Double Exponential Smoothing forecasted value of MFA Financial on the next trading day is expected to be 9.72 with a mean absolute deviation of 0.10 and the sum of the absolute errors of 6.11. MFA Financial after-hype prediction price | USD 9.71 |
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 MFA Financial to cross-verify your projections. Prediction based on Rule 16 of the current MFA contract
Based on the Rule 16, the options market is currently suggesting that MFA Financial will have an average daily up or down price movement of about 0.0363% per day over the life of the 2026-05-15 option contract. With MFA Financial trading at USD 9.73, that is roughly USD 0.003527 . If you think that the market is fully incorporating MFA Financial's daily price movement you should consider acquiring MFA Financial options at the current volatility level of 0.58%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-05-15 MFA Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast MFA Financial'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 MFA Financial's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for MFA Financial 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 MFA Financial's open interest, investors have to compare it to MFA Financial'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 MFA Financial 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 MFA. 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.
MFA Financial Additional Predictive Modules
Most predictive techniques to examine MFA price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for MFA using various technical indicators. When you analyze MFA 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.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
MFA Financial Double Exponential Smoothing Price Forecast For the 13th of February 2026
Given 90 days horizon, the Double Exponential Smoothing forecasted value of MFA Financial on the next trading day is expected to be 9.72 with a mean absolute deviation of 0.10, mean absolute percentage error of 0.02, and the sum of the absolute errors of 6.11.Please note that although there have been many attempts to predict MFA Stock prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that MFA Financial's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
MFA Financial Stock Forecast Pattern
| Backtest MFA Financial | MFA Financial Price Prediction | Research Analysis |
MFA Financial Forecasted Value
In the context of forecasting MFA Financial'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. MFA Financial's downside and upside margins for the forecasting period are 8.37 and 11.08, respectively. We have considered MFA Financial'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.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of MFA Financial stock data series using in forecasting. Note that when a statistical model is used to represent MFA Financial 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.| AIC | Akaike Information Criteria | Huge |
| Bias | Arithmetic mean of the errors | -0.0174 |
| MAD | Mean absolute deviation | 0.1036 |
| MAPE | Mean absolute percentage error | 0.011 |
| SAE | Sum of the absolute errors | 6.1123 |
Predictive Modules for MFA Financial
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as MFA Financial. 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.MFA Financial After-Hype Price Density Analysis
As far as predicting the price of MFA Financial at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in MFA Financial or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of MFA Financial, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
MFA Financial Estimiated After-Hype Price Volatility
In the context of predicting MFA Financial's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on MFA Financial's historical news coverage. MFA Financial's after-hype downside and upside margins for the prediction period are 8.36 and 11.06, respectively. We have considered MFA Financial's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
MFA Financial is not too volatile at this time. Analysis and calculation of next after-hype price of MFA Financial is based on 3 months time horizon.
MFA Financial Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as MFA Financial is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading MFA Financial backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with MFA Financial, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.15 | 1.35 | 0.01 | 0.02 | 10 Events / Month | 5 Events / Month | In about 10 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
9.73 | 9.71 | 0.10 |
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MFA Financial Hype Timeline
On the 12th of February 2026 MFA Financial is traded for 9.73. The entity has historical hype elasticity of -0.01, and average elasticity to hype of competition of -0.02. MFA is forecasted to decline in value after the next headline, with the price expected to drop to 9.71. The average volatility of media hype impact on the company price is over 100%. The price depreciation on the next news is expected to be -0.1%, whereas the daily expected return is now at 0.15%. The volatility of related hype on MFA Financial is about 1073.86%, with the expected price after the next announcement by competition of 9.71. About 56.0% of the company shares are owned by institutional investors. The company has price-to-book ratio of 0.54. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. MFA Financial has Price/Earnings To Growth (PEG) ratio of 2.25. The entity last dividend was issued on the 31st of December 2025. The firm had 1:4 split on the 5th of April 2022. Considering the 90-day investment horizon the next forecasted press release will be in about 10 days. Check out Historical Fundamental Analysis of MFA Financial to cross-verify your projections.MFA Financial Related Hype Analysis
Having access to credible news sources related to MFA Financial's direct competition is more important than ever and may enhance your ability to predict MFA Financial's future price movements. Getting to know how MFA Financial's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how MFA Financial may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| FBRT | Franklin BSP Realty | (0.1) | 9 per month | 0.99 | (0.02) | 2.09 | (1.54) | 5.90 | |
| CIM | Chimera Investment | 0.16 | 9 per month | 1.25 | 0.07 | 2.51 | (1.93) | 8.75 | |
| PMT | PennyMac Mortgage Investment | (1.37) | 9 per month | 2.60 | (0.0001) | 2.42 | (1.76) | 16.00 | |
| TWO | Two Harbors Investments | 0.38 | 7 per month | 3.06 | 0.06 | 5.62 | (3.82) | 25.79 | |
| GPMT | Granite Point Mortgage | 0.03 | 8 per month | 0.00 | (0.12) | 4.23 | (3.68) | 15.62 | |
| MITT | AG Mortgage Investment | 0.01 | 9 per month | 1.20 | 0.04 | 2.73 | (1.51) | 7.26 | |
| SACH | Sachem Capital Corp | 0.01 | 5 per month | 1.98 | (0.02) | 3.00 | (4.67) | 13.97 |
Other Forecasting Options for MFA Financial
For every potential investor in MFA, whether a beginner or expert, MFA Financial's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. MFA Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in MFA. Basic forecasting techniques help filter out the noise by identifying MFA Financial's price trends.MFA Financial 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 MFA Financial stock to make a market-neutral strategy. Peer analysis of MFA Financial could also be used in its relative valuation, which is a method of valuing MFA Financial by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
MFA Financial Market Strength Events
Market strength indicators help investors to evaluate how MFA Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MFA Financial shares will generate the highest return on investment. By undertsting and applying MFA Financial stock market strength indicators, traders can identify MFA Financial entry and exit signals to maximize returns.
MFA Financial Risk Indicators
The analysis of MFA Financial'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 MFA Financial's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting mfa 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.
| Mean Deviation | 1.0 | |||
| Semi Deviation | 1.07 | |||
| Standard Deviation | 1.34 | |||
| Variance | 1.8 | |||
| Downside Variance | 1.62 | |||
| Semi Variance | 1.15 | |||
| Expected Short fall | (1.29) |
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.
Story Coverage note for MFA Financial
The number of cover stories for MFA Financial depends on current market conditions and MFA Financial's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that MFA Financial is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about MFA Financial's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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MFA Financial Short Properties
MFA Financial's future price predictability will typically decrease when MFA Financial's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of MFA Financial often depends not only on the future outlook of the potential MFA Financial's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. MFA Financial's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 105.1 M | |
| Cash And Short Term Investments | 338.9 M |
Check out Historical Fundamental Analysis of MFA Financial to cross-verify your projections. For information on how to trade MFA Stock refer to our How to Trade MFA Stock guide.You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Is Mortgage Real Estate Investment Trusts (REITs) space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MFA Financial. Expected growth trajectory for MFA significantly influences the price investors are willing to assign. The financial industry is built on trying to define current growth potential and future valuation accurately. Comprehensive MFA Financial assessment requires weighing all these inputs, though not all factors influence outcomes equally.
Quarterly Earnings Growth (0.05) | Dividend Share 1.43 | Earnings Share 0.86 | Revenue Per Share | Quarterly Revenue Growth (0.06) |
Investors evaluate MFA Financial using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating MFA Financial's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause MFA Financial's market price to deviate significantly from intrinsic value.
Understanding that MFA Financial's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether MFA Financial represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, MFA Financial's market price signifies the transaction level at which participants voluntarily complete trades.