Arbor Realty's market value is the price at which a share of Arbor Realty trades on a public exchange. It measures the collective expectations of Arbor Realty Trust investors about its performance. Arbor Realty is trading at 18.35 as of the 18th of January 2025, a 0.27 percent decrease since the beginning of the trading day. The preferred stock's lowest day price was 18.3. With this module, you can estimate the performance of a buy and hold strategy of Arbor Realty Trust and determine expected loss or profit from investing in Arbor Realty over a given investment horizon. Check out Arbor Realty Correlation, Arbor Realty Volatility and Arbor Realty Alpha and Beta module to complement your research on Arbor Realty.
Please note, there is a significant difference between Arbor Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arbor Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arbor Realty's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
0.00
12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in Arbor Realty on December 19, 2024 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 30 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.
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.
Arbor Realty Trust secures Sharpe Ratio (or Efficiency) of -0.0605, which signifies that the company had a -0.0605% return per unit of standard deviation over the last 3 months. Arbor Realty Trust exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arbor Realty's risk adjusted performance of (0.04), and Mean Deviation of 0.8225 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.45, 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. At this point, Arbor Realty Trust has a negative expected return of -0.0698%. Please make sure to confirm Arbor Realty's value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if Arbor Realty Trust performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.25
Weak reverse predictability
Arbor Realty Trust has weak reverse predictability. Overlapping area represents the amount of predictability between Arbor Realty time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 2025. 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 -0.25 indicates that over 25.0% of current Arbor Realty price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.25
Spearman Rank Test
-0.31
Residual Average
0.0
Price Variance
0.03
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.