Arlington Asset Investment Alpha and Beta Analysis
| AAICDelisted Stock | USD 4.69 0.06 1.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arlington Asset Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arlington Asset over a specified time horizon. Remember, high Arlington Asset's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Arlington Asset's market risk premium analysis include:
Beta (1.29) | Alpha 1.16 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Arlington |
Arlington Asset Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arlington Asset market risk premium is the additional return an investor will receive from holding Arlington Asset long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Arlington Asset. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Arlington Asset's performance over market.| α | 1.16 | β | -1.29 |
Arlington Asset Fundamentals Vs Peers
Comparing Arlington Asset's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Arlington Asset's direct or indirect competition across all of the common fundamentals between Arlington Asset and the related equities. This way, we can detect undervalued stocks with similar characteristics as Arlington Asset or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Arlington Asset's fundamental indicators could also be used in its relative valuation, which is a method of valuing Arlington Asset by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Arlington Asset to competition |
| Fundamentals | Arlington Asset | Peer Average |
| Return On Equity | 0.002 | -0.31 |
| Return On Asset | 4.0E-4 | -0.14 |
| Profit Margin | 0.02 % | (1.27) % |
| Operating Margin | 2.02 % | (5.51) % |
| Current Valuation | 178.13 M | 16.62 B |
| Shares Outstanding | 28.32 M | 571.82 M |
| Shares Owned By Insiders | 3.97 % | 10.09 % |
Arlington Asset Opportunities
Arlington Asset Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Arlington Asset Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Arlington or other delisted stocks. Alpha measures the amount that position in Arlington Asset Inve has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Arlington Asset Upcoming Company Events
As portrayed in its financial statements, the presentation of Arlington Asset's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arlington Asset's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arlington Asset's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arlington Asset. Please utilize our Beneish M Score to check the likelihood of Arlington Asset's management manipulating its earnings.
| 29th of March 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Arlington Asset
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Other Consideration for investing in Arlington Stock
If you are still planning to invest in Arlington Asset Inve check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Arlington Asset's history and understand the potential risks before investing.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm |