Arbor Realty Trust Preferred Stock Market Value
| ABR-PD Preferred Stock | USD 19.27 0.57 3.05% |
| Symbol | Arbor |
Arbor Realty '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 Arbor Realty's preferred 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 Arbor Realty.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Arbor Realty on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Arbor Realty Trust or generate 0.0% return on investment in Arbor Realty over 510 days. Arbor Realty is related to or competes with Arbor Realty, Arbor Realty, ACRES Commercial, ARMOUR Residential, and Chimera Investment. Arbor Realty Trust, Inc. invests in a diversified portfolio of structured finance assets in the multifamily, single-fami... More
Arbor Realty 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 Arbor Realty's preferred 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 Arbor Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | 0.0312 | |||
| Maximum Drawdown | 5.97 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.69 |
Arbor Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arbor Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arbor Realty's standard deviation. In reality, there are many statistical measures that can use Arbor Realty historical prices to predict the future Arbor Realty's volatility.| Risk Adjusted Performance | 0.1179 | |||
| Jensen Alpha | 0.1104 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0262 | |||
| Treynor Ratio | 0.4314 |
Arbor Realty Trust Backtested Returns
At this point, Arbor Realty is very steady. Arbor Realty Trust secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Arbor Realty Trust, which you can use to evaluate the volatility of the firm. Please confirm Arbor Realty's risk adjusted performance of 0.1179, and Mean Deviation of 0.7856 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Arbor Realty has a performance score of 12 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arbor Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arbor Realty is expected to be smaller as well. Arbor Realty Trust right now shows a risk of 1.09%. Please confirm Arbor Realty Trust sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to decide if Arbor Realty Trust will be following its price patterns.
Auto-correlation | 0.41 |
Average predictability
Arbor Realty Trust has average predictability. Overlapping area represents the amount of predictability between Arbor Realty time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Arbor Realty Trust price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Arbor Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.72 |
Arbor Realty Trust lagged returns against current returns
Autocorrelation, which is Arbor Realty preferred stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Arbor Realty's preferred stock expected returns. We can calculate the autocorrelation of Arbor Realty returns to help us make a trade decision. For example, suppose you find that Arbor Realty has exhibited high autocorrelation historically, and you observe that the preferred stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Arbor Realty regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Arbor Realty preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arbor Realty preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arbor Realty preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Arbor Realty Lagged Returns
When evaluating Arbor Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arbor Realty preferred stock have on its future price. Arbor Realty autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Arbor Realty autocorrelation shows the relationship between Arbor Realty preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Arbor Realty Trust.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Arbor Preferred Stock
Arbor Realty financial ratios help investors to determine whether Arbor Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Arbor with respect to the benefits of owning Arbor Realty security.