Arbor Realty Trust Preferred Stock Technical Analysis
ABR-PF Preferred Stock | 21.25 0.05 0.24% |
As of the 28th of November, Arbor Realty shows the mean deviation of 0.7018, and Risk Adjusted Performance of 0.2035. Arbor Realty Trust technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm's future prices. Please confirm Arbor Realty Trust jensen alpha, semi variance, and the relationship between the standard deviation and value at risk to decide if Arbor Realty Trust is priced correctly, providing market reflects its regular price of 21.25 per share. Given that Arbor Realty has jensen alpha of 0.2179, we suggest you to validate Arbor Realty Trust's prevailing market performance to make sure the company can sustain itself at a future point.
Arbor Realty Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Arbor, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ArborArbor |
Arbor Realty technical preferred 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, preferred stock market cycles, or different charting patterns.
Arbor Realty Trust Technical Analysis
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Arbor Realty Trust volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Arbor Realty Trust Trend Analysis
Use this graph to draw trend lines for Arbor Realty Trust. You can use it to identify possible trend reversals for Arbor Realty as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Arbor Realty price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Arbor Realty Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Arbor Realty Trust applied against its price change over selected period. The best fit line has a slop of 0.04 , which means Arbor Realty Trust will continue generating value for investors. It has 122 observation points and a regression sum of squares at 74.68, which is the sum of squared deviations for the predicted Arbor Realty price change compared to its average price change.About Arbor Realty Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Arbor Realty Trust on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Arbor Realty Trust based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Arbor Realty Trust price pattern first instead of the macroeconomic environment surrounding Arbor Realty Trust. By analyzing Arbor Realty's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Arbor Realty's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Arbor Realty specific price patterns or momentum indicators. Please read more on our technical analysis page.
Arbor Realty November 28, 2024 Technical Indicators
Most technical analysis of Arbor help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Arbor from various momentum indicators to cycle indicators. When you analyze Arbor charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.2035 | |||
Market Risk Adjusted Performance | 1.45 | |||
Mean Deviation | 0.7018 | |||
Semi Deviation | 0.5206 | |||
Downside Deviation | 0.8959 | |||
Coefficient Of Variation | 379.99 | |||
Standard Deviation | 0.9381 | |||
Variance | 0.88 | |||
Information Ratio | 0.1295 | |||
Jensen Alpha | 0.2179 | |||
Total Risk Alpha | 0.0956 | |||
Sortino Ratio | 0.1356 | |||
Treynor Ratio | 1.44 | |||
Maximum Drawdown | 4.75 | |||
Value At Risk | (1.23) | |||
Potential Upside | 1.73 | |||
Downside Variance | 0.8026 | |||
Semi Variance | 0.271 | |||
Expected Short fall | (0.80) | |||
Skewness | 0.2459 | |||
Kurtosis | 1.17 |
Complementary Tools for Arbor Preferred Stock analysis
When running Arbor Realty's price analysis, check to measure Arbor Realty'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 Arbor Realty is operating at the current time. Most of Arbor Realty's value examination focuses on studying past and present price action to predict the probability of Arbor Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arbor Realty's price. Additionally, you may evaluate how the addition of Arbor Realty to your portfolios can decrease your overall portfolio volatility.
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