Arbor Realty Trust Stock Market Value
| ABR Stock | USD 14.76 0.18 1.23% |
| Symbol | Arbor |
Arbor Realty Trust Price To Book Ratio
Is Mortgage Real Estate Investment Trusts (REITs) space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Arbor Realty. If investors know Arbor will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Arbor Realty listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.25) | Dividend Share 1.72 | Earnings Share 1.33 | Revenue Per Share 3.448 | Quarterly Revenue Growth (0.1) |
The market value of Arbor Realty Trust is measured differently than its book value, which is the value of Arbor that is recorded on the company's balance sheet. Investors also form their own opinion of Arbor Realty's value that differs from its market value or its book value, called intrinsic value, which is Arbor Realty's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Arbor Realty's market value can be influenced by many factors that don't directly affect Arbor Realty's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
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 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.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Arbor Realty on October 26, 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 Blackstone Mortgage, Omega Healthcare, and Medical Properties. 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 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 | 1.38 | |||
| Information Ratio | 0.0547 | |||
| Maximum Drawdown | 6.99 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 2.38 |
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 | 0.117 | |||
| Jensen Alpha | 0.1189 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0564 | |||
| Treynor Ratio | 0.3008 |
Arbor Realty Trust Backtested Returns
Currently, Arbor Realty Trust is very steady. Arbor Realty Trust secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% 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 0.117, and Mean Deviation of 1.16 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Arbor Realty has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.66, 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 1.43%. Please confirm Arbor Realty Trust value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if Arbor Realty Trust will be following its price patterns.
Auto-correlation | 0.07 |
Virtually no predictability
Arbor Realty Trust has virtually no predictability. Overlapping area represents the amount of predictability between Arbor Realty time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 0.07 indicates that barely 7.0% of current Arbor Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Arbor Realty Trust lagged returns against current returns
Autocorrelation, which is Arbor Realty 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arbor Realty 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 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 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 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 |
Pair Trading with Arbor Realty
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 Arbor Realty 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 Arbor Realty will appreciate offsetting losses from the drop in the long position's value.Moving together with Arbor Stock
Moving against Arbor Stock
| 0.6 | RC | Ready Capital Corp Sell-off Trend | PairCorr |
| 0.43 | PT | Pintec Technology | PairCorr |
| 0.31 | RM | Regional Management Corp | PairCorr |
The ability to find closely correlated positions to Arbor Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arbor Realty 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 Arbor Realty - 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 Arbor Realty Trust to buy it.
The correlation of Arbor Realty 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 Arbor Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arbor Realty Trust 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 Arbor Realty 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 Arbor Stock Analysis
When running Arbor Realty's price analysis, check to measure Arbor Realty'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 Arbor Realty is operating at the current time. Most of Arbor Realty's value examination focuses on studying past and present price action to predict the probability of Arbor Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arbor Realty's price. Additionally, you may evaluate how the addition of Arbor Realty to your portfolios can decrease your overall portfolio volatility.