Ag Mortgage Investment Stock Market Value
| MITN Stock | 25.35 0.03 0.12% |
| Symbol | MITN |
Will Stock sector continue expanding? Could MITN diversify its offerings? Factors like these will boost the valuation of AG Mortgage. Expected growth trajectory for MITN significantly influences the price investors are willing to assign. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every AG Mortgage data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
The market value of AG Mortgage Investment is measured differently than its book value, which is the value of MITN that is recorded on the company's balance sheet. Investors also form their own opinion of AG Mortgage's value that differs from its market value or its book value, called intrinsic value, which is AG Mortgage's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because AG Mortgage's market value can be influenced by many factors that don't directly affect AG Mortgage's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that AG Mortgage's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether AG Mortgage represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, AG Mortgage's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
AG Mortgage '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 AG Mortgage'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 AG Mortgage.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in AG Mortgage on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding AG Mortgage Investment or generate 0.0% return on investment in AG Mortgage over 90 days. AG Mortgage is related to or competes with AG Mortgage, Nexpoint Real, Angel Oak, Ares Commercial, Chicago Atlantic, Acres Commercial, and Wheeler Real. AG Mortgage is entity of United States. It is traded as Stock on NYSE exchange. More
AG Mortgage 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 AG Mortgage'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 AG Mortgage Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.73 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 4.64 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.4039 |
AG Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AG Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AG Mortgage's standard deviation. In reality, there are many statistical measures that can use AG Mortgage historical prices to predict the future AG Mortgage's volatility.| Risk Adjusted Performance | 0.0124 | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AG Mortgage's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
AG Mortgage February 20, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0124 | |||
| Market Risk Adjusted Performance | (0.06) | |||
| Mean Deviation | 0.2897 | |||
| Semi Deviation | 0.5994 | |||
| Downside Deviation | 0.73 | |||
| Coefficient Of Variation | 4757.67 | |||
| Standard Deviation | 0.5592 | |||
| Variance | 0.3127 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.07) | |||
| Maximum Drawdown | 4.64 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.4039 | |||
| Downside Variance | 0.5329 | |||
| Semi Variance | 0.3593 | |||
| Expected Short fall | (0.31) | |||
| Skewness | (1.08) | |||
| Kurtosis | 12.37 |
AG Mortgage Investment Backtested Returns
As of now, MITN Stock is very steady. AG Mortgage Investment retains Efficiency (Sharpe Ratio) of 0.24, which signifies that the company had a 0.24 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for AG Mortgage, which you can use to evaluate the volatility of the firm. Please confirm AG Mortgage's Market Risk Adjusted Performance of (0.06), coefficient of variation of 4757.67, and Standard Deviation of 0.5592 to double-check if the risk estimate we provide is consistent with the expected return of 0.0617%. AG Mortgage has a performance score of 19 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.0242, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AG Mortgage are expected to decrease at a much lower rate. During the bear market, AG Mortgage is likely to outperform the market. AG Mortgage Investment today owns a risk of 0.25%. Please confirm AG Mortgage Investment standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if AG Mortgage Investment will be following its current price history.
Auto-correlation | 0.80 |
Very good predictability
AG Mortgage Investment has very good predictability. Overlapping area represents the amount of predictability between AG Mortgage time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AG Mortgage Investment price movement. The serial correlation of 0.8 indicates that around 80.0% of current AG Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Pair Trading with AG Mortgage
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 AG Mortgage 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 AG Mortgage will appreciate offsetting losses from the drop in the long position's value.Moving together with MITN Stock
| 0.76 | MGRB | Affiliated Managers | PairCorr |
| 0.63 | MGR | Affiliated Managers | PairCorr |
| 0.72 | LTSL | Ladenburg Thalmann | PairCorr |
Moving against MITN Stock
| 0.8 | PBCRY | Bank Central Asia | PairCorr |
| 0.78 | PBCRF | PT Bank Central | PairCorr |
| 0.53 | SFB | Stifel Financial | PairCorr |
The ability to find closely correlated positions to AG Mortgage could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AG Mortgage 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 AG Mortgage - 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 AG Mortgage Investment to buy it.
The correlation of AG Mortgage 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 AG Mortgage moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AG Mortgage Investment 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 AG Mortgage 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.Check out AG Mortgage Correlation, AG Mortgage Volatility and AG Mortgage Performance module to complement your research on AG Mortgage. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
AG Mortgage 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.