Armour Residential Reit Stock Alpha and Beta Analysis
| ARR Stock | USD 18.66 0.18 0.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ARMOUR Residential REIT. It also helps investors analyze the systematic and unsystematic risks associated with investing in ARMOUR Residential over a specified time horizon. Remember, high ARMOUR Residential'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 ARMOUR Residential's market risk premium analysis include:
Beta 0.27 | Alpha (0.02) | Risk 1.07 | Sharpe Ratio (0.04) | Expected Return (0.04) |
Enterprise Value |
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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.
ARMOUR |
ARMOUR Residential Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ARMOUR Residential market risk premium is the additional return an investor will receive from holding ARMOUR Residential 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 ARMOUR Residential. 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 ARMOUR Residential's performance over market.| α | -0.02 | β | 0.27 |
ARMOUR Residential 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 ARMOUR Residential's Buy-and-hold return. Our buy-and-hold chart shows how ARMOUR Residential performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ARMOUR Residential Market Price Analysis
Market price analysis indicators help investors to evaluate how ARMOUR Residential stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ARMOUR Residential shares will generate the highest return on investment. By understating and applying ARMOUR Residential stock market price indicators, traders can identify ARMOUR Residential position entry and exit signals to maximize returns.
ARMOUR Residential Return and Market Media
The median price of ARMOUR Residential for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 18.51 with a coefficient of variation of 2.06. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 18.53, and mean deviation of 0.31. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| ARMOUR Residential dividend paid on 30th of October 2024 | 10/30/2024 |
1 | Disposition of 4380 shares by Scott Ulm of ARMOUR Residential subject to Rule 16b-3 | 11/20/2024 |
2 | Acquisition by Daniel Staton of 480 shares of ARMOUR Residential subject to Rule 16b-3 | 11/25/2024 |
| ARMOUR Residential dividend paid on 27th of November 2024 | 11/27/2024 |
3 | SentinelOne Inc Q3 2025 Earnings Call Highlights Record Growth and Positive Cash Flow ... | 12/05/2024 |
4 | Adobe Shares Sink Despite Record Revenue. Should Investors Buy the Stock on the Dip | 12/16/2024 |
| ARMOUR Residential dividend paid on 30th of December 2024 | 12/30/2024 |
5 | Disposition of 24852 shares by Stewart Paperin of ARMOUR Residential at 18.7829 subject to Rule 16b-3 | 12/31/2024 |
6 | ARMOUR Residential REIT, Inc. Confirms January 2025 Common Share and Series C Preferred Share ... | 01/02/2025 |
7 | ARMOUR Residential REIT, Inc. 7 percent SER C CUM PFD declares 0.1458 dividend Seeking Alpha | 01/03/2025 |
8 | License Granted to Enable Test Mining at Halleck Creek | 01/08/2025 |
9 | Why Is Adobe Down 11.6 percent Since Last Earnings Report | 01/10/2025 |
10 | SAFILO AND UNDER ARMOUR ANNOUNCE THE RENEWAL OF THEIR GLOBAL EYEWEAR LICENSING AGREEMENT | 01/14/2025 |
11 | ARMOUR Residential REIT, Inc. Among the Monthly Dividend Stocks With Over 5 percent Yield | 01/15/2025 |
12 | Dataiku Surpasses 300M ARR Milestone, Accelerating GenAI Adoption and ROAI in Global Enterprises | 01/16/2025 |
13 | ARMOUR Residential REIT, Inc. Director Robert C. Hain Sells 2,500 Shares | 01/17/2025 |
About ARMOUR Residential 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 ARMOUR or other stocks. Alpha measures the amount that position in ARMOUR Residential REIT 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.
| 2022 | 2023 | 2025 (projected) | PTB Ratio | 0.6 | 0.65 | 0.71 | Dividend Yield | 0.23 | 0.27 | 0.26 |
ARMOUR Residential Upcoming Company Events
As portrayed in its financial statements, the presentation of ARMOUR Residential's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ARMOUR Residential's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ARMOUR Residential's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ARMOUR Residential. Please utilize our Beneish M Score to check the likelihood of ARMOUR Residential's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 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 ARMOUR Stock Analysis
When running ARMOUR Residential's price analysis, check to measure ARMOUR Residential'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 ARMOUR Residential is operating at the current time. Most of ARMOUR Residential's value examination focuses on studying past and present price action to predict the probability of ARMOUR Residential's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ARMOUR Residential's price. Additionally, you may evaluate how the addition of ARMOUR Residential to your portfolios can decrease your overall portfolio volatility.