Ellington Financial Stock Alpha and Beta Analysis
| EFC Stock | USD 13.15 0.09 0.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ellington Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ellington Financial over a specified time horizon. Remember, high Ellington Financial'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 Ellington Financial's market risk premium analysis include:
Beta 0.92 | Alpha 0.28 | Risk 1.56 | Sharpe Ratio 0.11 | Expected Return 0.17 |
Ellington Financial Quarterly Cash And Equivalents |
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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.
Ellington |
Ellington Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ellington Financial market risk premium is the additional return an investor will receive from holding Ellington Financial 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 Ellington Financial. 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 Ellington Financial's performance over market.| α | 0.28 | β | 0.92 |
Ellington Financial expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Ellington Financial's Buy-and-hold return. Our buy-and-hold chart shows how Ellington Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ellington Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Ellington 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 Ellington Financial shares will generate the highest return on investment. By understating and applying Ellington Financial stock market price indicators, traders can identify Ellington Financial position entry and exit signals to maximize returns.
Ellington Financial Return and Market Media
The median price of Ellington Financial for the period between Fri, Dec 13, 2024 and Thu, Mar 13, 2025 is 12.3 with a coefficient of variation of 5.0. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 12.43, and mean deviation of 0.51. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Ellington Financial dividend paid on 26th of December 2024 | 12/26/2024 |
1 | Disposition of 8378 shares by Lisa Mumford of Ellington Financial subject to Rule 16b-3 | 12/27/2024 |
2 | Ellington Financial Announces Estimated Book Value Per Common Share as of November 30, 2024 | 12/30/2024 |
| Ellington Financial dividend paid on 27th of January 2025 | 01/27/2025 |
3 | Dividend Alert Ellington Financial Delivers 0.13 Monthly Payout as Book Value Hits 13.52 - StockTitan | 01/30/2025 |
4 | Ellington Financial Inc Announces Upcoming Financial Results Release and Conference Call | 02/13/2025 |
5 | Ellington Financial Inc. Among the Best Stocks That Pay Monthly Dividends in 2025 | 02/14/2025 |
| Ellington Financial dividend paid on 25th of February 2025 | 02/25/2025 |
6 | Ellington Financial Q4 2024 Earnings Preview | 02/26/2025 |
7 | Ellington Financial Inc. Reports Fourth Quarter 2024 Results | 02/28/2025 |
8 | Decoding Ellington Financial Inc A Strategic SWOT Insight | 03/04/2025 |
9 | Ellington Financial declares 0.13 dividend | 03/07/2025 |
About Ellington Financial 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 Ellington or other stocks. Alpha measures the amount that position in Ellington Financial 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.
| 2022 | 2024 | 2025 (projected) | Days Sales Outstanding | 1.5K | 1.3K | 1.3K | PTB Ratio | 0.63 | 0.67 | 0.84 |
Ellington Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Ellington Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ellington Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ellington Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ellington Financial. Please utilize our Beneish M Score to check the likelihood of Ellington Financial's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Ellington Financial Backtesting, Ellington Financial Valuation, Ellington Financial Correlation, Ellington Financial Hype Analysis, Ellington Financial Volatility, Ellington Financial History and analyze Ellington Financial Performance. For information on how to trade Ellington Stock refer to our How to Trade Ellington Stock guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Ellington Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.