ELLINGTON RESIDMTG (Germany) Performance
| 73Z Stock | EUR 5.45 0.15 2.68% |
The firm shows a Beta (market volatility) of 0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, ELLINGTON RESIDMTG's returns are expected to increase less than the market. However, during the bear market, the loss of holding ELLINGTON RESIDMTG is expected to be smaller as well. At this point, ELLINGTON RESIDMTG SBI has a negative expected return of -0.21%. Please make sure to confirm ELLINGTON RESIDMTG's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if ELLINGTON RESIDMTG SBI performance from the past will be repeated in the future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ELLINGTON RESIDMTG SBI has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
ELLINGTON |
ELLINGTON RESIDMTG Relative Risk vs. Return Landscape
If you would invest 622.00 in ELLINGTON RESIDMTG SBI on December 16, 2024 and sell it today you would lose (77.00) from holding ELLINGTON RESIDMTG SBI or give up 12.38% of portfolio value over 90 days. ELLINGTON RESIDMTG SBI is currently producing negative expected returns and takes up 1.423% volatility of returns over 90 trading days. Put another way, 12% of traded stocks are less volatile than ELLINGTON, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
ELLINGTON RESIDMTG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ELLINGTON RESIDMTG's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ELLINGTON RESIDMTG SBI, and traders can use it to determine the average amount a ELLINGTON RESIDMTG's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1451
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| Negative Returns | 73Z |
Estimated Market Risk
| 1.42 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ELLINGTON RESIDMTG is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ELLINGTON RESIDMTG by adding ELLINGTON RESIDMTG to a well-diversified portfolio.
ELLINGTON RESIDMTG Fundamentals Growth
ELLINGTON Stock prices reflect investors' perceptions of the future prospects and financial health of ELLINGTON RESIDMTG, and ELLINGTON RESIDMTG fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on ELLINGTON Stock performance.
| Return On Equity | -0.34 | |||
| Return On Asset | -0.0349 | |||
| Profit Margin | (0.50) % | |||
| Operating Margin | 0.94 % | |||
| Shares Outstanding | 13.25 M | |||
| Price To Earning | 3.97 X | |||
| Revenue | 89.49 M | |||
| Cash And Equivalents | 162.82 M | |||
| Cash Per Share | 13.19 X | |||
| Total Debt | 1.11 B | |||
| Debt To Equity | 6.83 % | |||
| Book Value Per Share | 7.78 X | |||
| Cash Flow From Operations | 25.48 M | |||
| Earnings Per Share | (1.76) X | |||
About ELLINGTON RESIDMTG Performance
By analyzing ELLINGTON RESIDMTG's fundamental ratios, stakeholders can gain valuable insights into ELLINGTON RESIDMTG's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ELLINGTON RESIDMTG has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ELLINGTON RESIDMTG has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Ellington Residential Mortgage REIT, a real estate investment trust, specializes in acquiring, investing in, and managing residential mortgage-and real estate-related assets. Ellington Residential Mortgage REIT was founded in 2012 and is based in Old Greenwich, Connecticut. ELLINGTON RESID is traded on Frankfurt Stock Exchange in Germany.Things to note about ELLINGTON RESIDMTG SBI performance evaluation
Checking the ongoing alerts about ELLINGTON RESIDMTG for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ELLINGTON RESIDMTG SBI help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ELLINGTON RESIDMTG generated a negative expected return over the last 90 days | |
| ELLINGTON RESIDMTG has high likelihood to experience some financial distress in the next 2 years | |
| ELLINGTON RESIDMTG SBI has accumulated 1.11 B in total debt with debt to equity ratio (D/E) of 6.83, indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. ELLINGTON RESIDMTG SBI has a current ratio of 0.18, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist ELLINGTON RESIDMTG until it has trouble settling it off, either with new capital or with free cash flow. So, ELLINGTON RESIDMTG's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like ELLINGTON RESIDMTG SBI sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for ELLINGTON to invest in growth at high rates of return. When we think about ELLINGTON RESIDMTG's use of debt, we should always consider it together with cash and equity. |
- Analyzing ELLINGTON RESIDMTG's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether ELLINGTON RESIDMTG's stock is overvalued or undervalued compared to its peers.
- Examining ELLINGTON RESIDMTG's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating ELLINGTON RESIDMTG's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ELLINGTON RESIDMTG's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ELLINGTON RESIDMTG's stock. These opinions can provide insight into ELLINGTON RESIDMTG's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ELLINGTON Stock analysis
When running ELLINGTON RESIDMTG's price analysis, check to measure ELLINGTON RESIDMTG'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 ELLINGTON RESIDMTG is operating at the current time. Most of ELLINGTON RESIDMTG's value examination focuses on studying past and present price action to predict the probability of ELLINGTON RESIDMTG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ELLINGTON RESIDMTG's price. Additionally, you may evaluate how the addition of ELLINGTON RESIDMTG to your portfolios can decrease your overall portfolio volatility.
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