MFA Financial Stock Market Value
| MFA Stock | USD 9.63 -0.27 -2.73% |
| Symbol | MFA Financial |
Quarterly Earnings Growth -5.4% | Dividend Share 1.44 | Earnings Share 0.88 | Revenue Per Share | Quarterly Revenue Growth -46.5% |
Market capitalization and book value offer complementary views of MFA Financial - the first driven by investor sentiment, the second by accounting standards.
Understanding MFA Financial involves recognizing that value and price can reflect different time horizons. For MFA Financial, key inputs include a P/E ratio of 9.77, a P/B ratio of 0.57, a profit margin of 19.0%, and ROE of 7.33%.
What-If Analysis
Historical what-if analysis for MFA Financial is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. Enterprise value (TTM) is near 11.92 billion and annual revenue is around 875.24 million. The point is not to predict the future from one chart, but to understand how sensitive the trade has been to timing and holding assumptions.
| 02/10/2026 |
| 05/11/2026 |
An initial 0.00 allocation to MFA Financial on February 10, 2026 held through today would gain 0.00 in total return. That corresponds to a 0.0% return on investment in MFA Financial in aggregate over 90 days. MFA Financial is grouped with peers such as Franklin BSP, Chimera Investment, PennyMac Mortgage, Two Harbors, Granite Point, AG Mortgage, and Sachem Capital based on business similarity. MFA Financial, Inc., together with its subsidiaries, operates as a real estate investment trust in the United States More
Upside and Downside Indicators for MFA Financial Snapshot
For MFA Financial, these indicators describe the distribution of price movement across recent upside and downside ranges. Readings near range extremes can signal stretched momentum conditions.
| Downside Deviation | 1.94 | |||
| Information Ratio | -0.01 | |||
| Maximum Drawdown | 8.92 | |||
| Value At Risk | -2.73 | |||
| Potential Upside | 2.12 |
MFA Financial Volatility and Risk Indicators Overview
Risk measures here provide context on MFA Financial's return distribution and drawdown behavior. Higher annualized volatility implies wider expected return ranges over any given holding period.| Risk Adjusted Performance | 0.0079 | |||
| Jensen Alpha | -0.02 | |||
| Total Risk Alpha | -0.04 | |||
| Sortino Ratio | -0.01 | |||
| Treynor Ratio | -0.0046 |
Mean reversion is the tendency of MFA Financial's price to return to its historical average after periods of extreme deviation. Some analysts monitor this tendency by comparing MFA Financial's price extremes to fundamental value.
Technical Indicators
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| Risk Adjusted Performance | 0.0079 | |||
| Market Risk Adjusted Performance | 0.0054 | |||
| Mean Deviation | 1.22 | |||
| Semi Deviation | 1.87 | |||
| Downside Deviation | 1.94 | |||
| Coefficient Of Variation | 24832.57 | |||
| Standard Deviation | 1.6 | |||
| Variance | 2.55 | |||
| Information Ratio | -0.01 | |||
| Jensen Alpha | -0.02 | |||
| Total Risk Alpha | -0.04 | |||
| Sortino Ratio | -0.01 | |||
| Treynor Ratio | -0.0046 | |||
| Maximum Drawdown | 8.92 | |||
| Value At Risk | -2.73 | |||
| Potential Upside | 2.12 | |||
| Downside Variance | 3.77 | |||
| Semi Variance | 3.51 | |||
| Expected Short fall | -1.12 | |||
| Skewness | -1.01 | |||
| Kurtosis | 2.18 |
MFA Financial Backtested Returns
MFA Financial currently shows a low volatility profile across the evaluation window. It maintains a Sharpe Ratio (Efficiency) of close to zero, representing adjusted performance consistency. We identified twenty-nine technical indicators influencing the company's volatility profile. Please assess metrics such as mean deviation of 1.22, market risk-adjusted performance of 0.0054, and Downside Deviation of 1.94 to validate implied volatility levels. The company secures a Market Sensitivity (Beta) of 0.77, which indicates generally lower market sensitivity than the broad market. Returns on MFA Financial tend to trail the broader market in strong rallies but hold up better when sentiment turns negative. MFA Financial right now secures a risk of 1.62%.
Auto-correlation | 0.57 |
Modest predictability
Serial correlation analysis for MFA Financial reveals modest predictability across the intervals from 10th of February 2026 to 27th of March 2026 and from 27th of March 2026 to 11th of May 2026. The degree of alignment between past and current intervals shapes expectations about MFA Financial's price persistence. At 0.57, roughly 57.0% of current MFA Financial price movement aligns with historical price trajectory.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |