Ag Mortgage Investment Stock Market Value
| MITT Stock | USD 8.63 0.01 0.12% |
| Symbol | MITT |
Is there potential for Mortgage Real Estate Investment Trusts (REITs) market expansion? Will MITT introduce new products? Factors like these will boost the valuation of AG Mortgage. Expected growth trajectory for MITT significantly influences the price investors are willing to assign. Understanding fair value requires weighing current performance against future potential. All the valuation information about AG Mortgage 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 0.175 | Dividend Share 0.81 | Earnings Share 0.93 | Revenue Per Share | Quarterly Revenue Growth 0.16 |
The market value of AG Mortgage Investment is measured differently than its book value, which is the value of MITT 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. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. 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.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in AG Mortgage on November 18, 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 Angel Oak, Nexpoint Real, Chicago Atlantic, AG Mortgage, Ares Commercial, Acres Commercial, and Wheeler Real. AG Mortgage Investment Trust, Inc. operates as a residential mortgage real estate investment trust in the United States 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 | 1.47 | |||
| Information Ratio | 0.0951 | |||
| Maximum Drawdown | 7.26 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 2.73 |
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 | 0.1198 | |||
| Jensen Alpha | 0.1587 | |||
| Total Risk Alpha | 0.0904 | |||
| Sortino Ratio | 0.0944 | |||
| Treynor Ratio | 0.2959 |
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 16, 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 | 0.1198 | |||
| Market Risk Adjusted Performance | 0.3059 | |||
| Mean Deviation | 1.12 | |||
| Semi Deviation | 1.2 | |||
| Downside Deviation | 1.47 | |||
| Coefficient Of Variation | 699.8 | |||
| Standard Deviation | 1.46 | |||
| Variance | 2.14 | |||
| Information Ratio | 0.0951 | |||
| Jensen Alpha | 0.1587 | |||
| Total Risk Alpha | 0.0904 | |||
| Sortino Ratio | 0.0944 | |||
| Treynor Ratio | 0.2959 | |||
| Maximum Drawdown | 7.26 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 2.73 | |||
| Downside Variance | 2.17 | |||
| Semi Variance | 1.45 | |||
| Expected Short fall | (1.36) | |||
| Skewness | (0.24) | |||
| Kurtosis | 0.5788 |
AG Mortgage Investment Backtested Returns
AG Mortgage appears to be not too volatile, given 3 months investment horizon. AG Mortgage Investment retains Efficiency (Sharpe Ratio) of 0.16, which signifies that the company had a 0.16 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for AG Mortgage, which you can use to evaluate the volatility of the firm. Please makes use of AG Mortgage's Market Risk Adjusted Performance of 0.3059, coefficient of variation of 699.8, and Standard Deviation of 1.46 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AG Mortgage holds a performance score of 13. The firm owns a Beta (Systematic Risk) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AG Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding AG Mortgage is expected to be smaller as well. Please check AG Mortgage's potential upside, and the relationship between the jensen alpha and accumulation distribution , to make a quick decision on whether AG Mortgage's current price history will revert.
Auto-correlation | -0.26 |
Weak reverse predictability
AG Mortgage Investment has weak reverse predictability. Overlapping area represents the amount of predictability between AG Mortgage time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 -0.26 indicates that nearly 26.0% of current AG Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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Additional Tools for MITT Stock Analysis
When running AG Mortgage's price analysis, check to measure AG Mortgage'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 AG Mortgage is operating at the current time. Most of AG Mortgage's value examination focuses on studying past and present price action to predict the probability of AG Mortgage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AG Mortgage's price. Additionally, you may evaluate how the addition of AG Mortgage to your portfolios can decrease your overall portfolio volatility.