ELLINGTON RESIDMTG (Germany) Price on November 14, 2024
| 73Z Stock | EUR 6.40 0.20 3.03% |
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 RESIDMTG stands at 6.40, as last reported on the 8th of January, with the highest price reaching 6.40 and the lowest price hitting 6.40 during the day. At this point, ELLINGTON RESIDMTG is somewhat reliable. ELLINGTON RESIDMTG SBI secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for ELLINGTON RESIDMTG SBI, which you can use to evaluate the volatility of the firm. Please confirm ELLINGTON RESIDMTG's Mean Deviation of 1.13, semi deviation of 1.25, and Downside Deviation of 1.71 to check if the risk estimate we provide is consistent with the expected return of 0.17%.
ELLINGTON Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
ELLINGTON |
Sharpe Ratio = 0.1132
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Estimated Market Risk
| 1.52 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average ELLINGTON RESIDMTG is performing at about 8% 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 RESIDMTG by adding it to a well-diversified portfolio.
ELLINGTON RESIDMTG Valuation on November 14, 2024
It is possible to determine the worth of ELLINGTON RESIDMTG on a given historical date. On November 14, 2024 ELLINGTON was worth 5.66 at the beginning of the trading date compared to the closed value of 5.66. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of ELLINGTON RESIDMTG stock. Still, in general, we apply an absolute valuation method to find ELLINGTON RESIDMTG'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 RESIDMTG where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against ELLINGTON RESIDMTG's related companies.
| Open | High | Low | Close | Volume | |
| 5.70 | 5.70 | 5.70 | 5.70 | 1.00 | |
11/14/2024 | 5.66 | 5.66 | 5.66 | 5.66 | 1.00 |
| 5.80 | 5.80 | 5.80 | 5.80 | 1.00 |
| Backtest ELLINGTON RESIDMTG | | | ELLINGTON RESIDMTG History | | | ELLINGTON RESIDMTG Valuation | Previous | Next |
ELLINGTON RESIDMTG Trading Date Momentum on November 14, 2024
| On November 15 2024 ELLINGTON RESIDMTG SBI was traded for 5.80 at the closing time. The highest daily price throughout the period was 5.80 and the lowest price was 5.80 . There was no trading activity during the period 1.0. Lack of trading volume on 11/15/2024 added to the next day price rise. The daily price change to closing price of the next trading day was 2.47% . The overall trading delta to current closing price is 10.25% . |
ELLINGTON RESIDMTG SBI Fundamentals Correlations and Trends
By evaluating ELLINGTON RESIDMTG'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 RESIDMTG'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 RESIDMTG Stock history
ELLINGTON RESIDMTG 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 RESIDMTG SBI 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 RESIDMTG stock prices may prove useful in developing a viable investing in ELLINGTON RESIDMTG
Ellington Residential Mortgage REIT, a real estate investment trust, specializes in acquiring, investing in, and managing residential mortgage-and real estate-related assets. Ellington Residential Mortgage REIT was founded in 2012 and is based in Old Greenwich, Connecticut. ELLINGTON RESID is traded on Frankfurt Stock Exchange in Germany.
ELLINGTON RESIDMTG Stock Technical Analysis
ELLINGTON RESIDMTG 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 RESIDMTG Period Price Range
Low | January 8, 2025
| High |
0.00 | 0.00 |
ELLINGTON RESIDMTG SBI 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 RESIDMTG January 8, 2025 Market Strength
Market strength indicators help investors to evaluate how ELLINGTON RESIDMTG 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 RESIDMTG shares will generate the highest return on investment. By undertsting and applying ELLINGTON RESIDMTG stock market strength indicators, traders can identify ELLINGTON RESIDMTG SBI entry and exit signals to maximize returns
ELLINGTON RESIDMTG Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for ELLINGTON RESIDMTG'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 | 0.102 | |||
| Jensen Alpha | 0.1649 | |||
| Total Risk Alpha | 0.1662 | |||
| Sortino Ratio | 0.0972 | |||
| Treynor Ratio | (0.32) |
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Complementary Tools for ELLINGTON Stock analysis
When running ELLINGTON RESIDMTG's price analysis, check to measure ELLINGTON RESIDMTG'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 RESIDMTG is operating at the current time. Most of ELLINGTON RESIDMTG's value examination focuses on studying past and present price action to predict the probability of ELLINGTON RESIDMTG'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 RESIDMTG's price. Additionally, you may evaluate how the addition of ELLINGTON RESIDMTG to your portfolios can decrease your overall portfolio volatility.
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