AG Mortgage Investment Net Income
| MITP Stock | 25.46 0.06 0.24% |
As of the 21st of February, AG Mortgage owns the Standard Deviation of 0.4373, coefficient of variation of 754.57, and Market Risk Adjusted Performance of (0.52). In connection with fundamental indicators, the technical analysis model gives you tools to check timely technical drivers of AG Mortgage Investment, as well as the relationship between them.
Analyzing historical trends in various income statement and balance sheet accounts from AG Mortgage's financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting AG Mortgage's valuation are summarized below:There are currently ninety-one fundamental measures for AG Mortgage that can be evaluated and compared over time across peers in the sector. Investors and active traders are advised to validate AG Mortgage's latest fundamental performance against the performance between 2010 and 2026 to make sure the trends are evolving in the right direction. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. As of 02/21/2026, Net Income Per E B T is likely to grow to 1.78, while Net Income Per Share is likely to drop 1.49. MITP | Net Income | Build AI portfolio with MITP Stock |
MITP Net Income Driver Correlations
Understanding the fundamental principles of building solid financial models for AG Mortgage is extremely important. It helps to project a fair market value of MITP Stock properly, considering its historical fundamentals such as Net Income. Since AG Mortgage's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of AG Mortgage's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of AG Mortgage's interrelated accounts and indicators.
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Can Stock industry sustain growth momentum? Does MITP have expansion opportunities? Factors like these will boost the valuation of AG Mortgage. Expected growth trajectory for MITP significantly influences the price investors are willing to assign. Determining accurate worth demands scrutiny of both present operating results and projected expansion capacity. Evaluating AG Mortgage demands reviewing these metrics collectively while recognizing certain factors exert disproportionate influence.
The market value of AG Mortgage Investment is measured differently than its book value, which is the value of MITP that is recorded on the company's balance sheet. Investors also form their own opinion of AG Mortgage's value that differs from its market value or its book value, called intrinsic value, which is AG Mortgage's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because AG Mortgage's market value can be influenced by many factors that don't directly affect AG Mortgage's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that AG Mortgage's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether AG Mortgage represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, AG Mortgage's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
AG Mortgage 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to AG Mortgage's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of AG Mortgage.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in AG Mortgage on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding AG Mortgage Investment or generate 0.0% return on investment in AG Mortgage over 90 days. AG Mortgage is related to or competes with AG Mortgage, Redwood Trust, Sachem Capital, Franklin BSP, TPG RE, Two Harbors, and MFA Financial. AG Mortgage is entity of United States. It is traded as Stock on NYSE exchange. More
AG Mortgage Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure AG Mortgage's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess AG Mortgage Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4892 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.46 | |||
| Value At Risk | (0.32) | |||
| Potential Upside | 0.4768 |
AG Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AG Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AG Mortgage's standard deviation. In reality, there are many statistical measures that can use AG Mortgage historical prices to predict the future AG Mortgage's volatility.| Risk Adjusted Performance | 0.0936 | |||
| Jensen Alpha | 0.0544 | |||
| Total Risk Alpha | 0.0075 | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.53) |
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 February 21, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.0936 | |||
| Market Risk Adjusted Performance | (0.52) | |||
| Mean Deviation | 0.2149 | |||
| Semi Deviation | 0.2905 | |||
| Downside Deviation | 0.4892 | |||
| Coefficient Of Variation | 754.57 | |||
| Standard Deviation | 0.4373 | |||
| Variance | 0.1912 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | 0.0544 | |||
| Total Risk Alpha | 0.0075 | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.53) | |||
| Maximum Drawdown | 4.46 | |||
| Value At Risk | (0.32) | |||
| Potential Upside | 0.4768 | |||
| Downside Variance | 0.2393 | |||
| Semi Variance | 0.0844 | |||
| Expected Short fall | (0.24) | |||
| Skewness | 0.6072 | |||
| Kurtosis | 20.15 |
AG Mortgage Investment Backtested Returns
Currently, AG Mortgage Investment is very steady. AG Mortgage Investment retains Efficiency (Sharpe Ratio) of 0.16, which signifies that the company had a 0.16 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for AG Mortgage, which you can use to evaluate the volatility of the firm. Please confirm AG Mortgage's Coefficient Of Variation of 754.57, standard deviation of 0.4373, and Market Risk Adjusted Performance of (0.52) to double-check if the risk estimate we provide is consistent with the expected return of 0.0698%. AG Mortgage has a performance score of 12 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.0908, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AG Mortgage are expected to decrease at a much lower rate. During the bear market, AG Mortgage is likely to outperform the market. AG Mortgage Investment today owns a risk of 0.45%. Please confirm AG Mortgage Investment standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if AG Mortgage Investment will be following its current price history.
Auto-correlation | 0.84 |
Very good predictability
AG Mortgage Investment has very good predictability. Overlapping area represents the amount of predictability between AG Mortgage time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AG Mortgage Investment price movement. The serial correlation of 0.84 indicates that around 84.0% of current AG Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, AG Mortgage Investment reported net income of 0.0. This indicator is about the same for the average (which is currently at 0.0) sector and about the same as Trading (which currently averages 0.0) industry. This indicator is about the same for all United States stocks average (which is currently at 0.0).
MITP Net Income Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses AG Mortgage's direct or indirect competition against its Net Income to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. 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 of similar companies.AG Mortgage is currently under evaluation in net income category among its peers.
About AG Mortgage Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze AG Mortgage Investment's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of AG Mortgage using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of AG Mortgage Investment based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with AG Mortgage
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 AG Mortgage 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 AG Mortgage will appreciate offsetting losses from the drop in the long position's value.Moving together with MITP Stock
| 0.86 | MGRB | Affiliated Managers | PairCorr |
| 0.7 | MGR | Affiliated Managers | PairCorr |
| 0.84 | LTSL | Ladenburg Thalmann | PairCorr |
Moving against MITP Stock
| 0.92 | PBCRY | Bank Central Asia | PairCorr |
| 0.74 | PBCRF | PT Bank Central | PairCorr |
| 0.54 | SFB | Stifel Financial | PairCorr |
The ability to find closely correlated positions to AG Mortgage could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AG Mortgage 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 AG Mortgage - 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 AG Mortgage Investment to buy it.
The correlation of AG Mortgage 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 AG Mortgage moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AG Mortgage Investment 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 AG Mortgage 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.Additional Tools for MITP 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.