Arlington Asset Investment Alpha and Beta Analysis
| AICDelisted Stock | USD 24.43 0.13 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arlington Asset Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arlington Asset over a specified time horizon. Remember, high Arlington Asset'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 Arlington Asset's market risk premium analysis include:
Beta 0.0518 | Alpha 0.0464 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Arlington |
Arlington Asset Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arlington Asset market risk premium is the additional return an investor will receive from holding Arlington Asset 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 Arlington Asset. 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 Arlington Asset's performance over market.| α | 0.05 | β | 0.05 |
Arlington Asset Fundamentals Vs Peers
Comparing Arlington Asset's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Arlington Asset's direct or indirect competition across all of the common fundamentals between Arlington Asset and the related equities. This way, we can detect undervalued stocks with similar characteristics as Arlington Asset or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Arlington Asset's fundamental indicators could also be used in its relative valuation, which is a method of valuing Arlington Asset by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Arlington Asset to competition |
| Fundamentals | Arlington Asset | Peer Average |
| Return On Equity | -6.23 | -0.31 |
| Price To Earning | 36.29 X | 28.72 X |
| Revenue | 43.28 M | 9.43 B |
| EBITDA | 21.87 M | 3.9 B |
| Net Income | 5.43 M | 570.98 M |
| Cash And Equivalents | 3.93 B | 2.7 B |
| Cash Per Share | 139.56 X | 5.01 X |
Arlington Asset Opportunities
Arlington Asset Return and Market Media
The Stock did not receive any noticable media coverage during the period.About Arlington Asset 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 Arlington or other delisted stocks. Alpha measures the amount that position in Arlington Asset Inve 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Arlington Asset in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Arlington Asset's short interest history, or implied volatility extrapolated from Arlington Asset options trading.
Build Portfolio with Arlington Asset
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Other Consideration for investing in Arlington Stock
If you are still planning to invest in Arlington Asset Inve check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Arlington Asset's history and understand the potential risks before investing.
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |