Ellington Residential Mortgage Stock Alpha and Beta Analysis
| EARN Stock | USD 5.82 0.08 1.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ellington Residential Mortgage. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ellington Residential over a specified time horizon. Remember, high Ellington Residential's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Ellington Residential's market risk premium analysis include:
Beta 0.61 | Alpha (0.07) | Risk 1.12 | Sharpe Ratio (0.13) | Expected Return (0.15) |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Ellington |
Ellington Residential Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ellington Residential market risk premium is the additional return an investor will receive from holding Ellington Residential long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Ellington Residential. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Ellington Residential's performance over market.| α | -0.07 | β | 0.61 |
Ellington Residential expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Ellington Residential's Buy-and-hold return. Our buy-and-hold chart shows how Ellington Residential performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ellington Residential Market Price Analysis
Market price analysis indicators help investors to evaluate how Ellington Residential stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ellington Residential shares will generate the highest return on investment. By understating and applying Ellington Residential stock market price indicators, traders can identify Ellington Residential position entry and exit signals to maximize returns.
Ellington Residential Return and Market Media
The median price of Ellington Residential for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 6.43 with a coefficient of variation of 2.03. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 6.42, and mean deviation of 0.09. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by J Herlihy of 24346 shares of Ellington Residential subject to Rule 16b-3 | 12/20/2024 |
| Ellington Residential dividend paid on 26th of December 2024 | 12/26/2024 |
2 | Disposition of 1318 shares by Smernoff Chris of Ellington Residential at 6.83 subject to Rule 16b-3 | 12/31/2024 |
3 | Disposition of 2845 shares by J Herlihy of Ellington Residential at 6.83 subject to Rule 16b-3 | 01/02/2025 |
4 | Ellington Credit expands equity offering to 130 million | 01/14/2025 |
| Ellington Residential dividend paid on 27th of January 2025 | 01/27/2025 |
5 | AGNC Investment Posts Q4 Results How Should You Approach the Stock | 01/29/2025 |
6 | Ellington Credit Company Announces the Income Tax Treatment of its 2024 Distributions | 01/31/2025 |
7 | Ellington Credit Company Reports Preliminary Fourth Quarter 2024 Results and Provides ... | 02/04/2025 |
8 | Acquisition by Blackstone Holdings Iii L.p. of 6399 shares of Ellington Residential at 10.92 subject to Rule 16b-3 | 02/10/2025 |
9 | Trump Tariff Plan to Increase Mortgage Rates How to Play AGNC Stock | 02/21/2025 |
| Ellington Residential dividend paid on 25th of February 2025 | 02/25/2025 |
10 | Ellington Credit Company Announces Release Date of Fourth Quarter 2024 Earnings, Conference Call, and Investor Presentation | 02/27/2025 |
11 | Acquisition by Blackstone Holdings Iii L.p. of 4421 shares of Ellington Residential at 11.06 subject to Rule 16b-3 | 03/07/2025 |
12 | Ellington Credit Company Q4 2024 Earnings Preview | 03/11/2025 |
13 | KIA TELLURIDE, EV9 EARN 2025 IIHS TOP SAFETY PICK AWARDS | 03/13/2025 |
About Ellington Residential Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Ellington or other stocks. Alpha measures the amount that position in Ellington Residential has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2024 | 2025 (projected) | PTB Ratio | 0.77 | 0.9 | Dividend Yield | 0.14 | 0.1 |
Ellington Residential Upcoming Company Events
As portrayed in its financial statements, the presentation of Ellington Residential's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ellington Residential's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ellington Residential's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ellington Residential. Please utilize our Beneish M Score to check the likelihood of Ellington Residential's management manipulating its earnings.
| 4th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Ellington Residential
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Ellington Residential Backtesting, Ellington Residential Valuation, Ellington Residential Correlation, Ellington Residential Hype Analysis, Ellington Residential Volatility, Ellington Residential History and analyze Ellington Residential Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Ellington Residential technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.