Ag Mortgage Investment Preferred Stock Market Value

MITT-PC Preferred Stock  USD 25.04  0.06  0.24%   
AG Mortgage's market value is the price at which a share of AG Mortgage trades on a public exchange. It measures the collective expectations of AG Mortgage Investment investors about its performance. AG Mortgage is trading at 25.04 as of the 5th of December 2024, a 0.24 percent increase since the beginning of the trading day. The preferred stock's open price was 24.98.
With this module, you can estimate the performance of a buy and hold strategy of AG Mortgage Investment and determine expected loss or profit from investing in AG Mortgage over a given investment horizon. Check out AG Mortgage Correlation, AG Mortgage Volatility and AG Mortgage Alpha and Beta module to complement your research on AG Mortgage.
Symbol

Please note, there is a significant difference between AG Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine if AG Mortgage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AG Mortgage'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.

AG Mortgage '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 AG Mortgage'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 AG Mortgage.
0.00
12/16/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/05/2024
0.00
If you would invest  0.00  in AG Mortgage on December 16, 2022 and sell it all today you would earn a total of 0.00 from holding AG Mortgage Investment or generate 0.0% return on investment in AG Mortgage over 720 days. AG Mortgage is related to or competes with AG Mortgage, AG Mortgage, MFA Financial, Invesco Mortgage, and Invesco Mortgage. AG Mortgage Investment Trust, Inc., a real estate investment trust, invests in a portfolio of residential mortgage-backe... More

AG Mortgage 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 AG Mortgage'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 AG Mortgage Investment upside and downside potential and time the market with a certain degree of confidence.

AG Mortgage Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for AG Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AG Mortgage's standard deviation. In reality, there are many statistical measures that can use AG Mortgage historical prices to predict the future AG Mortgage's volatility.
Hype
Prediction
LowEstimatedHigh
24.7425.0425.34
Details
Intrinsic
Valuation
LowRealHigh
20.5420.8427.54
Details
Naive
Forecast
LowNextHigh
24.9925.2825.58
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
24.6524.8725.08
Details

AG Mortgage Investment Backtested Returns

At this point, AG Mortgage is very steady. AG Mortgage Investment retains Efficiency (Sharpe Ratio) of 0.23, which signifies that the company had a 0.23% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for AG Mortgage, which you can use to evaluate the volatility of the firm. Please confirm AG Mortgage's Variance of 0.0866, market risk adjusted performance of (2.04), and Standard Deviation of 0.2943 to double-check if the risk estimate we provide is consistent with the expected return of 0.0667%. AG Mortgage has a performance score of 17 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.0313, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AG Mortgage are expected to decrease at a much lower rate. During the bear market, AG Mortgage is likely to outperform the market. AG Mortgage Investment today owns a risk of 0.3%. Please confirm AG Mortgage Investment coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if AG Mortgage Investment will be following its current price history.

Auto-correlation

    
  0.83  

Very good predictability

AG Mortgage Investment has very good predictability. Overlapping area represents the amount of predictability between AG Mortgage time series from 16th of December 2022 to 11th of December 2023 and 11th of December 2023 to 5th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AG Mortgage Investment price movement. The serial correlation of 0.83 indicates that around 83.0% of current AG Mortgage price fluctuation can be explain by its past prices.
Correlation Coefficient0.83
Spearman Rank Test0.83
Residual Average0.0
Price Variance2.02

AG Mortgage Investment lagged returns against current returns

Autocorrelation, which is AG Mortgage 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 AG Mortgage's preferred stock expected returns. We can calculate the autocorrelation of AG Mortgage returns to help us make a trade decision. For example, suppose you find that AG Mortgage 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  

AG Mortgage 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 AG Mortgage preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AG Mortgage preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AG Mortgage preferred stock over time.
   Current vs Lagged Prices   
       Timeline  

AG Mortgage Lagged Returns

When evaluating AG Mortgage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AG Mortgage preferred stock have on its future price. AG Mortgage 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, AG Mortgage autocorrelation shows the relationship between AG Mortgage preferred stock current value and its past values and can show if there is a momentum factor associated with investing in AG Mortgage Investment.
   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 MITT-PC Preferred Stock

AG Mortgage financial ratios help investors to determine whether MITT-PC 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 MITT-PC with respect to the benefits of owning AG Mortgage security.