Angel Oak Mortgage Stock Market Value
| AOMR Stock | USD 9.65 0.11 1.15% |
| Symbol | Angel |
Angel Oak Mortgage Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Angel Oak. If investors know Angel will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Angel Oak listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 2.909 | Dividend Share 1.28 | Earnings Share 1.17 | Revenue Per Share | Quarterly Revenue Growth 1.989 |
The market value of Angel Oak Mortgage is measured differently than its book value, which is the value of Angel that is recorded on the company's balance sheet. Investors also form their own opinion of Angel Oak's value that differs from its market value or its book value, called intrinsic value, which is Angel Oak's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Angel Oak's market value can be influenced by many factors that don't directly affect Angel Oak's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Angel Oak's value and its price as these two are different measures arrived at by different means. Investors typically determine if Angel Oak is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Angel Oak's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Angel Oak '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 Angel Oak's 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 Angel Oak.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Angel Oak on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Angel Oak Mortgage or generate 0.0% return on investment in Angel Oak over 90 days. Angel Oak is related to or competes with Granite Point, MFA Financial, Two Harbors, PennyMac Mortgage, Redwood Trust, AG Mortgage, and Invesco Mortgage. Angel Oak Mortgage, Inc., a real estate finance company, focuses on acquiring and investing in first lien non- qualified... More
Angel Oak 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 Angel Oak's 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 Angel Oak Mortgage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.94 | |||
| Information Ratio | 0.1275 | |||
| Maximum Drawdown | 9.24 | |||
| Value At Risk | (3.02) | |||
| Potential Upside | 2.21 |
Angel Oak Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Angel Oak's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Angel Oak's standard deviation. In reality, there are many statistical measures that can use Angel Oak historical prices to predict the future Angel Oak's volatility.| Risk Adjusted Performance | 0.0633 | |||
| Jensen Alpha | 0.2004 | |||
| Total Risk Alpha | 0.3067 | |||
| Sortino Ratio | 0.1082 | |||
| Treynor Ratio | 0.1102 |
Angel Oak Mortgage Backtested Returns
Currently, Angel Oak Mortgage is not too volatile. Angel Oak Mortgage secures Sharpe Ratio (or Efficiency) of 0.0475, which signifies that the company had a 0.0475 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Angel Oak Mortgage, which you can use to evaluate the volatility of the firm. Please confirm Angel Oak's mean deviation of 1.21, and Risk Adjusted Performance of 0.0633 to double-check if the risk estimate we provide is consistent with the expected return of 0.0798%. Angel Oak has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.91, which signifies possible diversification benefits within a given portfolio. Angel Oak returns are very sensitive to returns on the market. As the market goes up or down, Angel Oak is expected to follow. Angel Oak Mortgage right now shows a risk of 1.68%. Please confirm Angel Oak Mortgage value at risk, and the relationship between the jensen alpha and skewness , to decide if Angel Oak Mortgage will be following its price patterns.
Auto-correlation | -0.63 |
Very good reverse predictability
Angel Oak Mortgage has very good reverse predictability. Overlapping area represents the amount of predictability between Angel Oak 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 Angel Oak Mortgage price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Angel Oak price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Angel Oak Mortgage lagged returns against current returns
Autocorrelation, which is Angel Oak 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 Angel Oak's stock expected returns. We can calculate the autocorrelation of Angel Oak returns to help us make a trade decision. For example, suppose you find that Angel Oak has exhibited high autocorrelation historically, and you observe that the 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 |
Angel Oak 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 Angel Oak stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Angel Oak stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Angel Oak stock over time.
Current vs Lagged Prices |
| Timeline |
Angel Oak Lagged Returns
When evaluating Angel Oak's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Angel Oak stock have on its future price. Angel Oak 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, Angel Oak autocorrelation shows the relationship between Angel Oak stock current value and its past values and can show if there is a momentum factor associated with investing in Angel Oak Mortgage.
Regressed Prices |
| Timeline |
Pair Trading with Angel Oak
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Angel Oak position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Angel Oak will appreciate offsetting losses from the drop in the long position's value.Moving together with Angel Stock
Moving against Angel Stock
The ability to find closely correlated positions to Angel Oak could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Angel Oak when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Angel Oak - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Angel Oak Mortgage to buy it.
The correlation of Angel Oak is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Angel Oak moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Angel Oak Mortgage moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Angel Oak can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Angel Stock Analysis
When running Angel Oak's price analysis, check to measure Angel Oak'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 Angel Oak is operating at the current time. Most of Angel Oak's value examination focuses on studying past and present price action to predict the probability of Angel Oak's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Angel Oak's price. Additionally, you may evaluate how the addition of Angel Oak to your portfolios can decrease your overall portfolio volatility.