Angel Oak Mortgage Stock Alpha and Beta Analysis
| AOMR Stock | USD 9.40 0.15 1.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Angel Oak Mortgage. It also helps investors analyze the systematic and unsystematic risks associated with investing in Angel Oak over a specified time horizon. Remember, high Angel Oak'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 Angel Oak's market risk premium analysis include:
Beta 0.88 | Alpha (0.43) | Risk 1.46 | Sharpe Ratio (0.15) | Expected Return (0.22) |
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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.
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Angel Oak Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Angel Oak market risk premium is the additional return an investor will receive from holding Angel Oak 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 Angel Oak. 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 Angel Oak's performance over market.| α | -0.43 | β | 0.88 |
Angel Oak expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Angel Oak's Buy-and-hold return. Our buy-and-hold chart shows how Angel Oak performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Angel Oak Market Price Analysis
Market price analysis indicators help investors to evaluate how Angel Oak stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Angel Oak shares will generate the highest return on investment. By understating and applying Angel Oak stock market price indicators, traders can identify Angel Oak position entry and exit signals to maximize returns.
Angel Oak Return and Market Media
The median price of Angel Oak for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.23 with a coefficient of variation of 6.85. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 10.17, and mean deviation of 0.56. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2000 shares by Brandon Filson of Angel Oak at 11.455 subject to Rule 16b-3 | 08/29/2024 |
| Angel Oak dividend paid on 30th of August 2024 | 08/30/2024 |
2 | Disposition of 677 shares by Brandon Filson of Angel Oak at 11.23 subject to Rule 16b-3 | 09/03/2024 |
3 | Disposition of 3084 shares by Brandon Filson of Angel Oak at 11.1695 subject to Rule 16b-3 | 09/04/2024 |
4 | Disposition of 22894 shares by Brandon Filson of Angel Oak at 11.0197 subject to Rule 16b-3 | 09/05/2024 |
5 | Acquisition by Craig Jones of 6842 shares of Angel Oak subject to Rule 16b-3 | 09/16/2024 |
6 | Disposition of 500000 shares by Davidson Kempner Capital Management Lp of Angel Oak at 10.001 subject to Rule 16b-3 | 09/17/2024 |
7 | Angel Oak Mortgage lands Buy rating from Jones on growth prospects | 10/02/2024 |
8 | Angel Oak Mortgage REIT, Inc. Completes 317 Million Standalone Securitization, Driving Margin Expansion and Setting the Stage for Continued Growth | 10/16/2024 |
9 | Disposition of 5623 shares by Jonathan Morgan of Angel Oak at 11.9921 subject to Rule 16b-3 | 10/23/2024 |
10 | Disposition of 15724050 shares by Angel Oak Mortgage Fund, Lp of Angel Oak subject to Rule 16b-3 | 10/24/2024 |
11 | Angel Oak Mortgage Reports Q3 Loss, Lags Revenue Estimates | 11/06/2024 |
12 | Angel Oak Mortgage REIT Inc Q3 2024 Earnings Call Highlights Navigating Market ... | 11/07/2024 |
13 | Acquisition by Minami W D of 5000 shares of Angel Oak at 9.73 subject to Rule 16b-3 | 11/08/2024 |
14 | Angel Oak Mortgage REIT, Inc. Director Purchases 48,650.00 in Stock | 11/12/2024 |
About Angel Oak 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 Angel or other stocks. Alpha measures the amount that position in Angel Oak Mortgage 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.
| 2021 | 2022 | 2023 | 2024 (projected) | PTB Ratio | 0.84 | 0.49 | 1.02 | 0.97 | Dividend Yield | 0.0295 | 0.36 | 0.12 | 0.1 |
Angel Oak Upcoming Company Events
As portrayed in its financial statements, the presentation of Angel Oak's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Angel Oak's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Angel Oak's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Angel Oak. Please utilize our Beneish M Score to check the likelihood of Angel Oak's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Angel Stock Analysis
When running Angel Oak's price analysis, check to measure Angel Oak'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 Angel Oak is operating at the current time. Most of Angel Oak's value examination focuses on studying past and present price action to predict the probability of Angel Oak's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Angel Oak's price. Additionally, you may evaluate how the addition of Angel Oak to your portfolios can decrease your overall portfolio volatility.