Mfa Financial Stock Market Value
| MFA Stock | USD 10.64 0.06 0.57% |
| Symbol | MFA |
MFA Financial 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 MFA Financial. If investors know MFA 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 MFA Financial 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 (0.78) | Dividend Share 1.4 | Earnings Share 0.82 | Revenue Per Share | Quarterly Revenue Growth (0.68) |
The market value of MFA Financial is measured differently than its book value, which is the value of MFA that is recorded on the company's balance sheet. Investors also form their own opinion of MFA Financial's value that differs from its market value or its book value, called intrinsic value, which is MFA Financial'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 MFA Financial's market value can be influenced by many factors that don't directly affect MFA Financial'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 MFA Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if MFA Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MFA Financial'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.
MFA Financial '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 MFA Financial'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 MFA Financial.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in MFA Financial on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding MFA Financial or generate 0.0% return on investment in MFA Financial over 30 days. MFA Financial is related to or competes with Chimera Investment, ARMOUR Residential, Orchid Island, Invesco Mortgage, New York, Two Harbors, and Annaly Capital. MFA Financial, Inc., together with its subsidiaries, operates as a real estate investment trust in the United States More
MFA Financial 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 MFA Financial'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 MFA Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.024 | |||
| Maximum Drawdown | 7.26 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 2.26 |
MFA Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFA Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MFA Financial's standard deviation. In reality, there are many statistical measures that can use MFA Financial historical prices to predict the future MFA Financial's volatility.| Risk Adjusted Performance | 0.016 | |||
| Jensen Alpha | 0.0303 | |||
| Total Risk Alpha | 0.0572 | |||
| Sortino Ratio | 0.0218 | |||
| Treynor Ratio | 0.0148 |
MFA Financial Backtested Returns
At this point, MFA Financial is not too volatile. MFA Financial retains Efficiency (Sharpe Ratio) of close to zero, which conveys that the firm had a close to zero % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for MFA Financial, which you can use to evaluate the volatility of the firm. Please verify MFA Financial's Mean Deviation of 1.06, downside deviation of 1.6, and Market Risk Adjusted Performance of 0.0248 to check out if the risk estimate we provide is consistent with the expected return of 1.0E-4%. The company owns a Beta (Systematic Risk) of 0.8, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MFA Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding MFA Financial is expected to be smaller as well. MFA Financial at this time owns a risk of 1.48%. Please verify MFA Financial treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if MFA Financial will be following its current price history.
Auto-correlation | 0.49 |
Average predictability
MFA Financial has average predictability. Overlapping area represents the amount of predictability between MFA Financial time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd of March 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 MFA Financial price movement. The serial correlation of 0.49 indicates that about 49.0% of current MFA Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
MFA Financial lagged returns against current returns
Autocorrelation, which is MFA Financial 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 MFA Financial's stock expected returns. We can calculate the autocorrelation of MFA Financial returns to help us make a trade decision. For example, suppose you find that MFA Financial 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 |
MFA Financial 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 MFA Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MFA Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MFA Financial stock over time.
Current vs Lagged Prices |
| Timeline |
MFA Financial Lagged Returns
When evaluating MFA Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MFA Financial stock have on its future price. MFA Financial 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, MFA Financial autocorrelation shows the relationship between MFA Financial stock current value and its past values and can show if there is a momentum factor associated with investing in MFA Financial.
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.When determining whether MFA Financial offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MFA Financial's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mfa Financial Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mfa Financial Stock:Check out MFA Financial Correlation, MFA Financial Volatility and MFA Financial Alpha and Beta module to complement your research on MFA Financial. For information on how to trade MFA Stock refer to our How to Trade MFA Stock guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
MFA 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.