ELLINGTON FINL (Germany) Performance
| 1EL Stock | EUR 11.80 0.10 0.85% |
ELLINGTON FINL has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, ELLINGTON FINL's returns are expected to increase less than the market. However, during the bear market, the loss of holding ELLINGTON FINL is expected to be smaller as well. ELLINGTON FINL INC now shows a risk of 1.0%. Please confirm ELLINGTON FINL INC coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if ELLINGTON FINL INC will be following its price patterns.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in ELLINGTON FINL INC are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, ELLINGTON FINL may actually be approaching a critical reversion point that can send shares even higher in February 2025. ...more
ELLINGTON |
ELLINGTON FINL Relative Risk vs. Return Landscape
If you would invest 1,083 in ELLINGTON FINL INC on October 10, 2024 and sell it today you would earn a total of 97.00 from holding ELLINGTON FINL INC or generate 8.96% return on investment over 90 days. ELLINGTON FINL INC is currently producing 0.148% returns and takes up 1.0036% volatility of returns over 90 trading days. Put another way, 8% of traded stocks are less volatile than ELLINGTON, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
ELLINGTON FINL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ELLINGTON FINL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ELLINGTON FINL INC, and traders can use it to determine the average amount a ELLINGTON FINL's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1475
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Estimated Market Risk
| 1.0 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average ELLINGTON FINL is performing at about 11% 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 Fundamentals Growth
ELLINGTON Stock prices reflect investors' perceptions of the future prospects and financial health of ELLINGTON FINL, and ELLINGTON FINL fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on ELLINGTON Stock performance.
| Return On Equity | -0.0517 | |||
| Return On Asset | -0.0109 | |||
| Operating Margin | (27.43) % | |||
| Shares Outstanding | 66.55 M | |||
| Price To Earning | 48.77 X | |||
| Revenue | 1.34 M | |||
| Cash And Equivalents | 308.14 M | |||
| Cash Per Share | 6.15 X | |||
| Total Debt | 3.11 B | |||
| Debt To Equity | 3.25 % | |||
| Book Value Per Share | 15.35 X | |||
| Cash Flow From Operations | 97.21 M | |||
| Earnings Per Share | 1.52 X | |||
About ELLINGTON FINL Performance
By analyzing ELLINGTON FINL's fundamental ratios, stakeholders can gain valuable insights into ELLINGTON FINL's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ELLINGTON FINL has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ELLINGTON FINL has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
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.Things to note about ELLINGTON FINL INC performance evaluation
Checking the ongoing alerts about ELLINGTON FINL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ELLINGTON FINL INC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ELLINGTON FINL INC has high likelihood to experience some financial distress in the next 2 years |
- Analyzing ELLINGTON FINL's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether ELLINGTON FINL's stock is overvalued or undervalued compared to its peers.
- Examining ELLINGTON FINL's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating ELLINGTON FINL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ELLINGTON FINL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ELLINGTON FINL's stock. These opinions can provide insight into ELLINGTON FINL's potential for growth and whether the stock is currently undervalued or overvalued.
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.
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