AG Mortgage Stock Forward View - Simple Exponential Smoothing
| MITT Stock | USD 8.36 0.12 1.42% |
MITT Stock outlook is based on your current time horizon.
At this time the rsi of AG Mortgage'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 0.175 | EPS Estimate Next Quarter 0.2148 | EPS Estimate Current Year 0.8565 | EPS Estimate Next Year 1.0785 | Wall Street Target Price 9.4 |
Using AG Mortgage hype-based prediction, you can estimate the value of AG Mortgage Investment from the perspective of AG Mortgage response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards AG Mortgage using AG Mortgage's stock options and short interest. It helps to benchmark the overall future attitude of investors towards MITT using crowd psychology based on the activity and movement of AG Mortgage's stock price.
AG Mortgage Implied Volatility | 0.56 |
AG Mortgage's implied volatility exposes the market's sentiment of AG Mortgage Investment stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if AG Mortgage'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 AG Mortgage stock will not fluctuate a lot when AG Mortgage's options are near their expiration.
The Simple Exponential Smoothing forecasted value of AG Mortgage Investment on the next trading day is expected to be 8.36 with a mean absolute deviation of 0.1 and the sum of the absolute errors of 5.80. AG Mortgage after-hype prediction price | USD 8.36 |
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 AG Mortgage to cross-verify your projections. Prediction based on Rule 16 of the current MITT contract
Based on the Rule 16, the options market is currently suggesting that AG Mortgage Investment will have an average daily up or down price movement of about 0.035% per day over the life of the 2026-05-15 option contract. With AG Mortgage trading at USD 8.36, that is roughly USD 0.002926 . If you think that the market is fully incorporating AG Mortgage's daily price movement you should consider acquiring AG Mortgage Investment options at the current volatility level of 0.56%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-05-15 MITT Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast AG Mortgage'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 AG Mortgage's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for AG Mortgage 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 AG Mortgage's open interest, investors have to compare it to AG Mortgage'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 AG Mortgage 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 MITT. 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.
AG Mortgage Additional Predictive Modules
Most predictive techniques to examine MITT price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for MITT using various technical indicators. When you analyze MITT 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 |
AG Mortgage Simple Exponential Smoothing Price Forecast For the 11th of February 2026
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of AG Mortgage Investment on the next trading day is expected to be 8.36 with a mean absolute deviation of 0.1, mean absolute percentage error of 0.02, and the sum of the absolute errors of 5.80.Please note that although there have been many attempts to predict MITT 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 AG Mortgage's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
AG Mortgage Stock Forecast Pattern
| Backtest AG Mortgage | AG Mortgage Price Prediction | Research Analysis |
AG Mortgage Forecasted Value
In the context of forecasting AG Mortgage'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. AG Mortgage's downside and upside margins for the forecasting period are 6.88 and 9.84, respectively. We have considered AG Mortgage'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 Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of AG Mortgage stock data series using in forecasting. Note that when a statistical model is used to represent AG Mortgage 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 | 113.9243 |
| Bias | Arithmetic mean of the errors | -0.0132 |
| MAD | Mean absolute deviation | 0.0951 |
| MAPE | Mean absolute percentage error | 0.0112 |
| SAE | Sum of the absolute errors | 5.7999 |
Predictive Modules for AG Mortgage
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AG Mortgage Investment. 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AG Mortgage's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
AG Mortgage After-Hype Price Density Analysis
As far as predicting the price of AG Mortgage 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 AG Mortgage 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 AG Mortgage, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
AG Mortgage Estimiated After-Hype Price Volatility
In the context of predicting AG Mortgage's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on AG Mortgage's historical news coverage. AG Mortgage's after-hype downside and upside margins for the prediction period are 6.88 and 9.84, respectively. We have considered AG Mortgage'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
AG Mortgage is not too volatile at this time. Analysis and calculation of next after-hype price of AG Mortgage Investment is based on 3 months time horizon.
AG Mortgage Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as AG Mortgage is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading AG Mortgage 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 AG Mortgage, 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 |
0.17 | 1.48 | 0.00 | 0.00 | 5 Events / Month | 6 Events / Month | In about 5 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
8.36 | 8.36 | 0.00 |
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AG Mortgage Hype Timeline
AG Mortgage Investment is now traded for 8.36. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. MITT is anticipated not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is over 100%. The immediate return on the next news is anticipated to be very small, whereas the daily expected return is now at 0.17%. %. The volatility of related hype on AG Mortgage is about 16444.44%, with the expected price after the next announcement by competition of 8.36. About 38.0% of the company shares are owned by institutional investors. The company has price-to-book ratio of 0.79. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. AG Mortgage Investment last dividend was issued on the 31st of December 2025. The entity had 1:3 split on the 23rd of July 2021. Given the investment horizon of 90 days the next anticipated press release will be in about 5 days. Check out Historical Fundamental Analysis of AG Mortgage to cross-verify your projections.AG Mortgage Related Hype Analysis
Having access to credible news sources related to AG Mortgage's direct competition is more important than ever and may enhance your ability to predict AG Mortgage's future price movements. Getting to know how AG Mortgage'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 AG Mortgage may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| AOMR | Angel Oak Mortgage | 0.17 | 7 per month | 1.37 | (0.06) | 1.83 | (2.02) | 6.14 | |
| NREF | Nexpoint Real Estate | (0.13) | 7 per month | 1.04 | 0.08 | 2.44 | (1.51) | 8.26 | |
| REFI | Chicago Atlantic Real | (0.04) | 4 per month | 0.00 | (0.10) | 2.35 | (2.26) | 8.13 | |
| MITN | AG Mortgage Investment | (0.04) | 7 per month | 0.56 | (0.08) | 0.52 | (0.40) | 4.71 | |
| ACRE | Ares Commercial Real | 0.1 | 10 per month | 1.68 | 0.08 | 4.64 | (2.92) | 18.78 | |
| ACR | Acres Commercial Realty | (0.13) | 11 per month | 0.00 | (0.13) | 2.95 | (3.41) | 14.09 | |
| WHLR | Wheeler Real Estate | (0.06) | 9 per month | 0.00 | (0.11) | 15.98 | (26.05) | 125.65 | |
| SEVN | Seven Hills Realty | 0.19 | 7 per month | 0.00 | (0.09) | 2.91 | (3.21) | 8.39 | |
| SRG | Seritage Growth Properties | 0.01 | 8 per month | 0.00 | (0.16) | 4.37 | (4.30) | 12.56 | |
| DOUG | Douglas Elliman | 0.02 | 7 per month | 2.88 | 0.03 | 5.75 | (5.05) | 18.54 |
Other Forecasting Options for AG Mortgage
For every potential investor in MITT, whether a beginner or expert, AG Mortgage's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. MITT Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in MITT. Basic forecasting techniques help filter out the noise by identifying AG Mortgage's price trends.AG Mortgage 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 AG Mortgage stock to make a market-neutral strategy. Peer analysis of AG Mortgage could also be used in its relative valuation, which is a method of valuing AG Mortgage by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
AG Mortgage Market Strength Events
Market strength 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 undertsting and applying AG Mortgage stock market strength indicators, traders can identify AG Mortgage Investment entry and exit signals to maximize returns.
| Accumulation Distribution | 5836.97 | |||
| Daily Balance Of Power | (0.46) | |||
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 8.37 | |||
| Day Typical Price | 8.37 | |||
| Price Action Indicator | (0.07) | |||
| Period Momentum Indicator | (0.12) |
AG Mortgage Risk Indicators
The analysis of AG Mortgage'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 AG Mortgage's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting mitt 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 | 1.12 | |||
| Semi Deviation | 1.19 | |||
| Standard Deviation | 1.45 | |||
| Variance | 2.09 | |||
| Downside Variance | 2.09 | |||
| Semi Variance | 1.42 | |||
| Expected Short fall | (1.37) |
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 AG Mortgage
The number of cover stories for AG Mortgage depends on current market conditions and AG Mortgage's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that AG Mortgage 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 AG Mortgage'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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AG Mortgage Short Properties
AG Mortgage's future price predictability will typically decrease when AG Mortgage's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of AG Mortgage Investment often depends not only on the future outlook of the potential AG Mortgage'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. AG Mortgage's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 29.5 M | |
| Cash And Short Term Investments | 118.9 M |
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.