Mfa Financial Preferred Stock Market Value

MFA-PB Preferred Stock  USD 22.18  0.08  0.36%   
MFA Financial's market value is the price at which a share of MFA Financial trades on a public exchange. It measures the collective expectations of MFA Financial investors about its performance. MFA Financial is trading at 22.18 as of the 22nd of November 2024, a 0.36 percent increase since the beginning of the trading day. The preferred stock's open price was 22.1.
With this module, you can estimate the performance of a buy and hold strategy of MFA Financial and determine expected loss or profit from investing in MFA Financial over a given investment horizon. 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 Preferred Stock refer to our How to Trade MFA Preferred Stock guide.
Symbol

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 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 MFA Financial.
0.00
12/03/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
11/22/2024
0.00
If you would invest  0.00  in MFA Financial on December 3, 2022 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 720 days. MFA Financial is related to or competes with Two Harbors, Invesco Mortgage, Chimera Investment, Chimera Investment, Chimera Investment, PennyMac Mortgage, and PennyMac Mortgage. 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 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 MFA Financial upside and downside potential and time the market with a certain degree of confidence.

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.
Hype
Prediction
LowEstimatedHigh
21.3622.1022.84
Details
Intrinsic
Valuation
LowRealHigh
21.6322.3723.11
Details
Naive
Forecast
LowNextHigh
21.3022.0422.78
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
21.9322.3222.70
Details

MFA Financial Backtested Returns

At this point, MFA Financial is very steady. MFA Financial retains Efficiency (Sharpe Ratio) of 0.0804, which conveys that the firm had a 0.0804% return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for MFA Financial, which you can use to evaluate the volatility of the firm. Please verify MFA Financial's Market Risk Adjusted Performance of 1.05, mean deviation of 0.605, and Downside Deviation of 0.6644 to check out if the risk estimate we provide is consistent with the expected return of 0.0596%. MFA Financial has a performance score of 6 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.0689, which conveys not very significant fluctuations relative to the market. 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 0.74%. Please verify MFA Financial jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to decide if MFA Financial will be following its current price history.

Auto-correlation

    
  0.33  

Below average predictability

MFA Financial has below average predictability. Overlapping area represents the amount of predictability between MFA Financial time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 MFA Financial price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current MFA Financial price fluctuation can be explain by its past prices.
Correlation Coefficient0.33
Spearman Rank Test0.38
Residual Average0.0
Price Variance1.66

MFA Financial lagged returns against current returns

Autocorrelation, which is MFA Financial 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 MFA Financial's preferred 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 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  

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 preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MFA Financial preferred 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 preferred 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 preferred 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 preferred 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.

Other Information on Investing in MFA Preferred Stock

MFA Financial financial ratios help investors to determine whether MFA 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 MFA with respect to the benefits of owning MFA Financial security.