Ag Mortgage Investment Stock Market Value
| MITT Stock | USD 6.72 0.06 0.90% |
| Symbol | MITT |
AG Mortgage Investment 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 AG Mortgage. If investors know MITT 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 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 0.457 | Dividend Share 0.74 | Earnings Share 2.38 | Revenue Per Share 2.902 | Quarterly Revenue Growth 1.152 |
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. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. 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.
Please note, there is a significant difference between AG Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine if AG Mortgage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AG Mortgage'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.
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.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in AG Mortgage on December 6, 2022 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 720 days. AG Mortgage is related to or competes with New York, Ellington Residential, Invesco Mortgage, TPG RE, Redwood Trust, Two Harbors, and MFA Financial. 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.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 6.61 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.57 |
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) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.06) |
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 Investment Backtested Returns
AG Mortgage Investment retains Efficiency (Sharpe Ratio) of -0.0639, which signifies that the company had a -0.0639% return per unit of price deviation over the last 3 months. AG Mortgage exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AG Mortgage's Information Ratio of (0.11), market risk adjusted performance of (0.05), and Variance of 1.76 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.39, 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. At this point, AG Mortgage Investment has a negative expected return of -0.0803%. Please make sure to confirm AG Mortgage's treynor ratio, as well as the relationship between the accumulation distribution and price action indicator , to decide if AG Mortgage Investment performance from the past will be repeated sooner or later.
Auto-correlation | 0.30 |
Below average predictability
AG Mortgage Investment has below average predictability. Overlapping area represents the amount of predictability between AG Mortgage time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 AG Mortgage Investment price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current AG Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
AG Mortgage Investment lagged returns against current returns
Autocorrelation, which is AG Mortgage 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 AG Mortgage's stock expected returns. We can calculate the autocorrelation of AG Mortgage returns to help us make a trade decision. For example, suppose you find that AG Mortgage 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 |
AG Mortgage 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 AG Mortgage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AG Mortgage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AG Mortgage stock over time.
Current vs Lagged Prices |
| Timeline |
AG Mortgage Lagged Returns
When evaluating AG Mortgage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AG Mortgage stock have on its future price. AG Mortgage 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, AG Mortgage autocorrelation shows the relationship between AG Mortgage stock current value and its past values and can show if there is a momentum factor associated with investing in AG Mortgage Investment.
Regressed Prices |
| Timeline |
Thematic Opportunities
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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.