Orchid Island Capital Stock Market Value
| ORC Stock | USD 8.01 0.08 1.01% |
| Symbol | Orchid |
Orchid Island Capital 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 Orchid Island. If investors know Orchid 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 Orchid Island 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 3.179 | Dividend Share 1.44 | Earnings Share 1.22 | Revenue Per Share | Quarterly Revenue Growth 1.755 |
The market value of Orchid Island Capital is measured differently than its book value, which is the value of Orchid that is recorded on the company's balance sheet. Investors also form their own opinion of Orchid Island's value that differs from its market value or its book value, called intrinsic value, which is Orchid Island'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 Orchid Island's market value can be influenced by many factors that don't directly affect Orchid Island'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 Orchid Island's value and its price as these two are different measures arrived at by different means. Investors typically determine if Orchid Island is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Orchid Island'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.
Orchid Island '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 Orchid Island'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 Orchid Island.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Orchid Island on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Orchid Island Capital or generate 0.0% return on investment in Orchid Island over 30 days. Orchid Island is related to or competes with AGNC Investment, Two Harbors, Invesco Mortgage, Chimera Investment, Dynex Capital, Ellington Residential, and ARMOUR Residential. Orchid Island Capital, Inc., a specialty finance company, invests in residential mortgage-backed securities in the Unite... More
Orchid Island 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 Orchid Island'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 Orchid Island Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.0719 | |||
| Maximum Drawdown | 4.16 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 1.46 |
Orchid Island Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orchid Island's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orchid Island's standard deviation. In reality, there are many statistical measures that can use Orchid Island historical prices to predict the future Orchid Island's volatility.| Risk Adjusted Performance | 0.0862 | |||
| Jensen Alpha | 0.0875 | |||
| Total Risk Alpha | 0.0688 | |||
| Sortino Ratio | 0.0664 | |||
| Treynor Ratio | 0.3429 |
Orchid Island Capital Backtested Returns
At this point, Orchid Island is not too volatile. Orchid Island Capital maintains Sharpe Ratio (i.e., Efficiency) of 0.0844, which implies the firm had a 0.0844% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Orchid Island Capital, which you can use to evaluate the volatility of the company. Please check Orchid Island's Risk Adjusted Performance of 0.0862, coefficient of variation of 989.7, and Semi Deviation of 0.992 to confirm if the risk estimate we provide is consistent with the expected return of 0.0832%. Orchid Island has a performance score of 6 on a scale of 0 to 100. The company holds a Beta of 0.27, which implies not very significant fluctuations relative to the market. As returns on the market increase, Orchid Island's returns are expected to increase less than the market. However, during the bear market, the loss of holding Orchid Island is expected to be smaller as well. Orchid Island Capital right now holds a risk of 0.99%. Please check Orchid Island Capital downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if Orchid Island Capital will be following its historical price patterns.
Auto-correlation | 0.59 |
Modest predictability
Orchid Island Capital has modest predictability. Overlapping area represents the amount of predictability between Orchid Island time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Orchid Island Capital price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Orchid Island price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Orchid Island Capital lagged returns against current returns
Autocorrelation, which is Orchid Island 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 Orchid Island's stock expected returns. We can calculate the autocorrelation of Orchid Island returns to help us make a trade decision. For example, suppose you find that Orchid Island 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 |
Orchid Island 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 Orchid Island stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orchid Island stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orchid Island stock over time.
Current vs Lagged Prices |
| Timeline |
Orchid Island Lagged Returns
When evaluating Orchid Island's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orchid Island stock have on its future price. Orchid Island 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, Orchid Island autocorrelation shows the relationship between Orchid Island stock current value and its past values and can show if there is a momentum factor associated with investing in Orchid Island Capital.
Regressed Prices |
| Timeline |
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Check out Orchid Island Correlation, Orchid Island Volatility and Orchid Island Alpha and Beta module to complement your research on Orchid Island. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Orchid Island 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.