Two Harbors' market value is the price at which a share of Two Harbors trades on a public exchange. It measures the collective expectations of Two Harbors Investments investors about its performance. Two Harbors is trading at 24.82 as of the 20th of January 2025, a 0.45 percent up since the beginning of the trading day. The preferred stock's open price was 24.71. With this module, you can estimate the performance of a buy and hold strategy of Two Harbors Investments and determine expected loss or profit from investing in Two Harbors over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.
Symbol
Two
Two Harbors '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 Two Harbors' 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 Two Harbors.
0.00
10/22/2024
No Change 0.00
0.0
In 2 months and 31 days
01/20/2025
0.00
If you would invest 0.00 in Two Harbors on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Two Harbors Investments or generate 0.0% return on investment in Two Harbors over 90 days.
Two Harbors 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 Two Harbors' 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 Two Harbors Investments upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Two Harbors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Two Harbors' standard deviation. In reality, there are many statistical measures that can use Two Harbors historical prices to predict the future Two Harbors' volatility.
Two Harbors Investments owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0402, which indicates the firm had a 0.0402 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Two Harbors Investments, which you can use to evaluate the volatility of the company. Please validate Two Harbors' Coefficient Of Variation of (12,963), risk adjusted performance of (0.02), and Variance of 0.1453 to confirm if the risk estimate we provide is consistent with the expected return of 0.0146%. Two Harbors has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Two Harbors' returns are expected to increase less than the market. However, during the bear market, the loss of holding Two Harbors is expected to be smaller as well. Two Harbors Investments right now has a risk of 0.36%. Please validate Two Harbors accumulation distribution, and the relationship between the potential upside and day median price , to decide if Two Harbors will be following its existing price patterns.
Auto-correlation
-0.43
Modest reverse predictability
Two Harbors Investments has modest reverse predictability. Overlapping area represents the amount of predictability between Two Harbors time series from 22nd of October 2024 to 6th of December 2024 and 6th of December 2024 to 20th of January 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 Two Harbors Investments price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Two Harbors price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.43
Spearman Rank Test
-0.1
Residual Average
0.0
Price Variance
0.01
Two Harbors Investments lagged returns against current returns
Autocorrelation, which is Two Harbors 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 Two Harbors' preferred stock expected returns. We can calculate the autocorrelation of Two Harbors returns to help us make a trade decision. For example, suppose you find that Two Harbors 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
Two Harbors 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 Two Harbors preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Two Harbors preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Two Harbors preferred stock over time.
Current vs Lagged Prices
Timeline
Two Harbors Lagged Returns
When evaluating Two Harbors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Two Harbors preferred stock have on its future price. Two Harbors 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, Two Harbors autocorrelation shows the relationship between Two Harbors preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Two Harbors Investments.
Regressed Prices
Timeline
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