Arbor Realty Trust Stock Alpha and Beta Analysis
| ABR Stock | USD 12.27 0.09 0.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arbor Realty Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arbor Realty over a specified time horizon. Remember, high Arbor Realty'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 Arbor Realty's market risk premium analysis include:
Beta 1.03 | Alpha (0.11) | Risk 2.27 | Sharpe Ratio (0.06) | Expected Return (0.13) |
Arbor Realty Quarterly Cash And Equivalents |
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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.
Arbor |
Arbor Realty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arbor Realty market risk premium is the additional return an investor will receive from holding Arbor Realty 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 Arbor Realty. 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 Arbor Realty's performance over market.| α | -0.11 | β | 1.03 |
Arbor Realty 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 Arbor Realty's Buy-and-hold return. Our buy-and-hold chart shows how Arbor Realty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arbor Realty Market Price Analysis
Market price analysis indicators help investors to evaluate how Arbor Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arbor Realty shares will generate the highest return on investment. By understating and applying Arbor Realty stock market price indicators, traders can identify Arbor Realty position entry and exit signals to maximize returns.
Arbor Realty Return and Market Media
The median price of Arbor Realty for the period between Tue, Dec 24, 2024 and Mon, Mar 24, 2025 is 13.12 with a coefficient of variation of 4.98. The daily time series for the period is distributed with a sample standard deviation of 0.64, arithmetic mean of 12.82, and mean deviation of 0.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Ivan Kaufman of 20000 shares of Arbor Realty at 12.15 subject to Rule 16b-3 | 01/24/2025 |
2 | Arbor Realty Trust is Attracting Investor Attention Here is What You Should Know | 02/04/2025 |
3 | Arbor Realty Shares Drop as Apartment Complex LenderWarns of Shrinking Earnings | 02/21/2025 |
4 | Disposition of 1953 shares by Ottaviano Gianni of Arbor Realty at 12.31 subject to Rule 16b-3 | 03/03/2025 |
5 | Arbor Realty Trust, Inc. Plans 0.43 Quarterly Dividend | 03/05/2025 |
6 | Investing in Arbor Realty Trust five years ago would have delivered you a 188 percent gain | 03/10/2025 |
7 | Gables Capital Management Inc. Purchases 3,500 Shares of Arbor Realty Trust, Inc. | 03/11/2025 |
8 | WISI Completes ABR Receive Integration with Minerva for Com Net, Inc. Customers | 03/12/2025 |
9 | Acquisition by Wilkens Carrie of 9545 shares of Arbor Realty at 0.01 subject to Rule 16b-3 | 03/14/2025 |
10 | Disposition of 2995 shares by Fred Weber of Arbor Realty at 12.31 subject to Rule 16b-3 | 03/18/2025 |
11 | Keystone Secures 42M in Financing for Monarq, Expanding Its Office-to-Residential Transformation Platform | 03/19/2025 |
| Arbor Realty dividend paid on 21st of March 2025 | 03/21/2025 |
About Arbor Realty 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 Arbor or other stocks. Alpha measures the amount that position in Arbor Realty Trust 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) | |
| Dividend Yield | 0.15 | 0.14 | 0.12 |
| Price To Sales Ratio | 3.52 | 3.89 | 5.04 |
Arbor Realty Upcoming Company Events
As portrayed in its financial statements, the presentation of Arbor Realty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arbor Realty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arbor Realty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arbor Realty. Please utilize our Beneish M Score to check the likelihood of Arbor Realty's management manipulating its earnings.
| 16th of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 16th 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 Arbor 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.