ELLINGTON FINL (Germany) Price on October 10, 2024
| 1EL Stock | EUR 11.60 0.10 0.85% |
If you're considering investing in ELLINGTON Stock, it is important to understand the factors that can impact its price. As of today, the current price of ELLINGTON FINL stands at 11.60, as last reported on the 22nd of December, with the highest price reaching 11.70 and the lowest price hitting 11.50 during the day. At this point, ELLINGTON FINL is very steady. ELLINGTON FINL INC secures Sharpe Ratio (or Efficiency) of 0.061, which denotes the company had a 0.061% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ELLINGTON FINL INC, which you can use to evaluate the volatility of the firm. Please confirm ELLINGTON FINL's Semi Deviation of 0.6846, mean deviation of 0.6524, and Downside Deviation of 1.22 to check if the risk estimate we provide is consistent with the expected return of 0.056%.
ELLINGTON Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
ELLINGTON |
Sharpe Ratio = 0.061
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | 1EL | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average ELLINGTON FINL is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ELLINGTON FINL by adding it to a well-diversified portfolio.
ELLINGTON FINL Valuation on October 10, 2024
It is possible to determine the worth of ELLINGTON FINL on a given historical date. On October 10, 2024 ELLINGTON was worth 11.04 at the beginning of the trading date compared to the closed value of 10.95. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of ELLINGTON FINL stock. Still, in general, we apply an absolute valuation method to find ELLINGTON FINL's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of ELLINGTON FINL where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against ELLINGTON FINL's related companies.
| Open | High | Low | Close | Volume | |
| 11.04 | 11.04 | 10.95 | 10.95 | 1.00 | |
10/10/2024 | 11.04 | 11.04 | 10.85 | 10.95 | 1.00 |
| 11.04 | 11.24 | 10.95 | 10.95 | 90.00 |
| Backtest ELLINGTON FINL | | | ELLINGTON FINL History | | | ELLINGTON FINL Valuation | Previous | Next |
ELLINGTON FINL Trading Date Momentum on October 10, 2024
| On October 11 2024 ELLINGTON FINL INC was traded for 10.95 at the closing time. The highest daily price throughout the period was 11.24 and the lowest price was 10.95 . The daily volume was 90.0. The net trading volume on 10/11/2024 did not affect price variability. The overall trading delta to current closing price is 4.38% . |
ELLINGTON FINL INC Fundamentals Correlations and Trends
By evaluating ELLINGTON FINL's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among ELLINGTON FINL's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. ELLINGTON financial account trend analysis is a perfect complement when working with valuation or volatility modules.About ELLINGTON FINL Stock history
ELLINGTON FINL investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for ELLINGTON is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in ELLINGTON FINL INC will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing ELLINGTON FINL stock prices may prove useful in developing a viable investing in ELLINGTON FINL
Ellington Financial Inc., through its subsidiary, Ellington Financial Operating Partnership LLC, acquires and manages mortgage-related, consumer-related, corporate-related, and other financial assets in the United States. Ellington Financial LLC was incorporated in 2007 and is based in Old Greenwich, Connecticut. ELLINGTON FINL operates under Mortgage Finance classification in Germany and is traded on Frankfurt Stock Exchange.
ELLINGTON FINL Stock Technical Analysis
ELLINGTON FINL technical 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, stock market cycles, or different charting patterns.
Price Boundaries
ELLINGTON FINL Period Price Range
Low | December 22, 2024
| High |
0.00 | 0.00 |
ELLINGTON FINL INC cannot be verified against its exchange. Please verify the symbol is currently traded on Frankfurt Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
ELLINGTON FINL December 22, 2024 Market Strength
Market strength indicators help investors to evaluate how ELLINGTON FINL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ELLINGTON FINL shares will generate the highest return on investment. By undertsting and applying ELLINGTON FINL stock market strength indicators, traders can identify ELLINGTON FINL INC entry and exit signals to maximize returns
ELLINGTON FINL Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for ELLINGTON FINL's price direction in advance. Along with the technical and fundamental analysis of ELLINGTON Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of ELLINGTON to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0497 | |||
| Jensen Alpha | 0.0376 | |||
| Total Risk Alpha | 0.0203 | |||
| Sortino Ratio | 0.0196 | |||
| Treynor Ratio | 0.1212 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for ELLINGTON Stock analysis
When running ELLINGTON FINL's price analysis, check to measure ELLINGTON FINL'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 ELLINGTON FINL is operating at the current time. Most of ELLINGTON FINL's value examination focuses on studying past and present price action to predict the probability of ELLINGTON FINL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ELLINGTON FINL's price. Additionally, you may evaluate how the addition of ELLINGTON FINL to your portfolios can decrease your overall portfolio volatility.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency |