Arbor Realty Trust Preferred Stock Market Value
| ABR-PF Preferred Stock | 21.99 0.01 0.05% |
| Symbol | Arbor |
Arbor Realty 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Arbor Realty's preferred stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Arbor Realty.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Arbor Realty on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Arbor Realty Trust or generate 0.0% return on investment in Arbor Realty over 90 days. Arbor Realty is related to or competes with Arbor Realty, Arbor Realty, Chimera Investment, ARMOUR Residential, and ACRES Commercial. More
Arbor Realty Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Arbor Realty's preferred stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Arbor Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.2021 | |||
| Maximum Drawdown | 4.79 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 1.3 |
Arbor Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arbor Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arbor Realty's standard deviation. In reality, there are many statistical measures that can use Arbor Realty historical prices to predict the future Arbor Realty's volatility.| Risk Adjusted Performance | 0.082 | |||
| Jensen Alpha | 0.0877 | |||
| Total Risk Alpha | 0.1899 | |||
| Sortino Ratio | 0.1774 | |||
| Treynor Ratio | 0.6768 |
Arbor Realty Trust Backtested Returns
Arbor Realty Trust secures Sharpe Ratio (or Efficiency) of -0.0318, which signifies that the company had a -0.0318 % return per unit of standard deviation over the last 3 months. Arbor Realty Trust exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arbor Realty's risk adjusted performance of 0.082, and Mean Deviation of 0.667 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arbor Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arbor Realty is expected to be smaller as well. At this point, Arbor Realty Trust has a negative expected return of -0.0262%. Please make sure to confirm Arbor Realty's sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to decide if Arbor Realty Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.21 |
Weak reverse predictability
Arbor Realty Trust has weak reverse predictability. Overlapping area represents the amount of predictability between Arbor Realty time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Arbor Realty Trust price movement. The serial correlation of -0.21 indicates that over 21.0% of current Arbor Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Arbor Realty Trust lagged returns against current returns
Autocorrelation, which is Arbor Realty preferred stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Arbor Realty's preferred stock expected returns. We can calculate the autocorrelation of Arbor Realty returns to help us make a trade decision. For example, suppose you find that Arbor Realty has exhibited high autocorrelation historically, and you observe that the preferred stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Arbor Realty regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Arbor Realty preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arbor Realty preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arbor Realty preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Arbor Realty Lagged Returns
When evaluating Arbor Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arbor Realty preferred stock have on its future price. Arbor Realty autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Arbor Realty autocorrelation shows the relationship between Arbor Realty preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Arbor Realty Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Arbor Preferred Stock
Arbor Realty financial ratios help investors to determine whether Arbor Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Arbor with respect to the benefits of owning Arbor Realty security.