Armour Residential Reit Preferred Stock Market Value
| ARR-PC Preferred Stock | USD 21.87 0.12 0.55% |
| Symbol | ARMOUR |
ARMOUR Residential '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 ARMOUR Residential'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 ARMOUR Residential.
| 11/20/2024 |
| 02/18/2025 |
If you would invest 0.00 in ARMOUR Residential on November 20, 2024 and sell it all today you would earn a total of 0.00 from holding ARMOUR Residential REIT or generate 0.0% return on investment in ARMOUR Residential over 90 days. ARMOUR Residential is related to or competes with Cherry Hill, AGNC Investment, Chimera Investment, Two Harbors, and Chimera Investment. ARMOUR Residential REIT, Inc. invests in residential mortgage backed securities in the United States More
ARMOUR Residential 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 ARMOUR Residential'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 ARMOUR Residential REIT upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.89 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.23 |
ARMOUR Residential Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARMOUR Residential's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARMOUR Residential's standard deviation. In reality, there are many statistical measures that can use ARMOUR Residential historical prices to predict the future ARMOUR Residential's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.1) |
ARMOUR Residential REIT Backtested Returns
At this point, ARMOUR Residential is very steady. ARMOUR Residential REIT secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of return volatility over the last 3 months. We have found twenty-four technical indicators for ARMOUR Residential REIT, which you can use to evaluate the volatility of the firm. Please confirm ARMOUR Residential's Mean Deviation of 0.651, coefficient of variation of (2,818), and Risk Adjusted Performance of (0.02) to double-check if the risk estimate we provide is consistent with the expected return of 9.0E-4%. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ARMOUR Residential's returns are expected to increase less than the market. However, during the bear market, the loss of holding ARMOUR Residential is expected to be smaller as well. ARMOUR Residential REIT now shows a risk of 0.9%. Please confirm ARMOUR Residential REIT treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if ARMOUR Residential REIT will be following its price patterns.
Auto-correlation | -0.15 |
Insignificant reverse predictability
ARMOUR Residential REIT has insignificant reverse predictability. Overlapping area represents the amount of predictability between ARMOUR Residential time series from 20th of November 2024 to 4th of January 2025 and 4th of January 2025 to 18th of February 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 ARMOUR Residential REIT price movement. The serial correlation of -0.15 indicates that less than 15.0% of current ARMOUR Residential price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
ARMOUR Residential REIT lagged returns against current returns
Autocorrelation, which is ARMOUR Residential 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 ARMOUR Residential's preferred stock expected returns. We can calculate the autocorrelation of ARMOUR Residential returns to help us make a trade decision. For example, suppose you find that ARMOUR Residential 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 |
ARMOUR Residential 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 ARMOUR Residential preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARMOUR Residential preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARMOUR Residential preferred stock over time.
Current vs Lagged Prices |
| Timeline |
ARMOUR Residential Lagged Returns
When evaluating ARMOUR Residential's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARMOUR Residential preferred stock have on its future price. ARMOUR Residential 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, ARMOUR Residential autocorrelation shows the relationship between ARMOUR Residential preferred stock current value and its past values and can show if there is a momentum factor associated with investing in ARMOUR Residential REIT.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in ARMOUR Preferred Stock
ARMOUR Residential financial ratios help investors to determine whether ARMOUR 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 ARMOUR with respect to the benefits of owning ARMOUR Residential security.